ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-160 |
0-000 |
0.0% |
120-220 |
High |
119-200 |
119-260 |
0-060 |
0.2% |
120-250 |
Low |
119-130 |
119-160 |
0-030 |
0.1% |
119-150 |
Close |
119-150 |
119-260 |
0-110 |
0.3% |
119-220 |
Range |
0-070 |
0-100 |
0-030 |
42.9% |
1-100 |
ATR |
0-093 |
0-095 |
0-001 |
1.3% |
0-000 |
Volume |
8,243 |
10,527 |
2,284 |
27.7% |
28,079 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-207 |
120-173 |
119-315 |
|
R3 |
120-107 |
120-073 |
119-288 |
|
R2 |
120-007 |
120-007 |
119-278 |
|
R1 |
119-293 |
119-293 |
119-269 |
119-310 |
PP |
119-227 |
119-227 |
119-227 |
119-235 |
S1 |
119-193 |
119-193 |
119-251 |
119-210 |
S2 |
119-127 |
119-127 |
119-242 |
|
S3 |
119-027 |
119-093 |
119-232 |
|
S4 |
118-247 |
118-313 |
119-205 |
|
|
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 |
121-045 |
2.618 |
120-202 |
1.618 |
120-102 |
1.000 |
120-040 |
0.618 |
120-002 |
HIGH |
119-260 |
0.618 |
119-222 |
0.500 |
119-210 |
0.382 |
119-198 |
LOW |
119-160 |
0.618 |
119-098 |
1.000 |
119-060 |
1.618 |
118-318 |
2.618 |
118-218 |
4.250 |
118-055 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
119-243 |
119-243 |
PP |
119-227 |
119-227 |
S1 |
119-210 |
119-210 |
|