ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
120-170 |
120-030 |
-0-140 |
-0.4% |
120-220 |
High |
120-170 |
120-070 |
-0-100 |
-0.3% |
120-230 |
Low |
120-020 |
120-030 |
0-010 |
0.0% |
120-160 |
Close |
120-040 |
120-050 |
0-010 |
0.0% |
120-220 |
Range |
0-150 |
0-040 |
-0-110 |
-73.3% |
0-070 |
ATR |
0-086 |
0-083 |
-0-003 |
-3.8% |
0-000 |
Volume |
1,146 |
8,065 |
6,919 |
603.8% |
8,292 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-170 |
120-150 |
120-072 |
|
R3 |
120-130 |
120-110 |
120-061 |
|
R2 |
120-090 |
120-090 |
120-057 |
|
R1 |
120-070 |
120-070 |
120-054 |
120-080 |
PP |
120-050 |
120-050 |
120-050 |
120-055 |
S1 |
120-030 |
120-030 |
120-046 |
120-040 |
S2 |
120-010 |
120-010 |
120-043 |
|
S3 |
119-290 |
119-310 |
120-039 |
|
S4 |
119-250 |
119-270 |
120-028 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-093 |
121-067 |
120-258 |
|
R3 |
121-023 |
120-317 |
120-239 |
|
R2 |
120-273 |
120-273 |
120-233 |
|
R1 |
120-247 |
120-247 |
120-226 |
120-255 |
PP |
120-203 |
120-203 |
120-203 |
120-208 |
S1 |
120-177 |
120-177 |
120-214 |
120-185 |
S2 |
120-133 |
120-133 |
120-207 |
|
S3 |
120-063 |
120-107 |
120-201 |
|
S4 |
119-313 |
120-037 |
120-182 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-240 |
2.618 |
120-175 |
1.618 |
120-135 |
1.000 |
120-110 |
0.618 |
120-095 |
HIGH |
120-070 |
0.618 |
120-055 |
0.500 |
120-050 |
0.382 |
120-045 |
LOW |
120-030 |
0.618 |
120-005 |
1.000 |
119-310 |
1.618 |
119-285 |
2.618 |
119-245 |
4.250 |
119-180 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
120-050 |
120-135 |
PP |
120-050 |
120-107 |
S1 |
120-050 |
120-078 |
|