ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
119-280 |
119-160 |
-0-120 |
-0.3% |
120-220 |
High |
119-290 |
119-200 |
-0-090 |
-0.2% |
120-250 |
Low |
119-150 |
119-130 |
-0-020 |
-0.1% |
119-150 |
Close |
119-220 |
119-150 |
-0-070 |
-0.2% |
119-220 |
Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
1-100 |
ATR |
0-094 |
0-093 |
0-000 |
-0.3% |
0-000 |
Volume |
14,806 |
8,243 |
-6,563 |
-44.3% |
28,079 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-050 |
120-010 |
119-188 |
|
R3 |
119-300 |
119-260 |
119-169 |
|
R2 |
119-230 |
119-230 |
119-163 |
|
R1 |
119-190 |
119-190 |
119-156 |
119-175 |
PP |
119-160 |
119-160 |
119-160 |
119-152 |
S1 |
119-120 |
119-120 |
119-144 |
119-105 |
S2 |
119-090 |
119-090 |
119-137 |
|
S3 |
119-020 |
119-050 |
119-131 |
|
S4 |
118-270 |
118-300 |
119-112 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-293 |
123-037 |
120-131 |
|
R3 |
122-193 |
121-257 |
120-016 |
|
R2 |
121-093 |
121-093 |
119-297 |
|
R1 |
120-157 |
120-157 |
119-258 |
120-075 |
PP |
119-313 |
119-313 |
119-313 |
119-272 |
S1 |
119-057 |
119-057 |
119-182 |
118-295 |
S2 |
118-213 |
118-213 |
119-143 |
|
S3 |
117-113 |
117-277 |
119-104 |
|
S4 |
116-013 |
116-177 |
118-309 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-178 |
2.618 |
120-063 |
1.618 |
119-313 |
1.000 |
119-270 |
0.618 |
119-243 |
HIGH |
119-200 |
0.618 |
119-173 |
0.500 |
119-165 |
0.382 |
119-157 |
LOW |
119-130 |
0.618 |
119-087 |
1.000 |
119-060 |
1.618 |
119-017 |
2.618 |
118-267 |
4.250 |
118-152 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
119-165 |
119-255 |
PP |
119-160 |
119-220 |
S1 |
119-155 |
119-185 |
|