ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-250 |
0-090 |
0.2% |
120-220 |
High |
119-260 |
119-260 |
0-000 |
0.0% |
120-250 |
Low |
119-160 |
119-100 |
-0-060 |
-0.2% |
119-150 |
Close |
119-260 |
119-150 |
-0-110 |
-0.3% |
119-220 |
Range |
0-100 |
0-160 |
0-060 |
60.0% |
1-100 |
ATR |
0-095 |
0-099 |
0-005 |
4.9% |
0-000 |
Volume |
10,527 |
101,777 |
91,250 |
866.8% |
28,079 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-010 |
120-240 |
119-238 |
|
R3 |
120-170 |
120-080 |
119-194 |
|
R2 |
120-010 |
120-010 |
119-179 |
|
R1 |
119-240 |
119-240 |
119-165 |
119-205 |
PP |
119-170 |
119-170 |
119-170 |
119-152 |
S1 |
119-080 |
119-080 |
119-135 |
119-045 |
S2 |
119-010 |
119-010 |
119-121 |
|
S3 |
118-170 |
118-240 |
119-106 |
|
S4 |
118-010 |
118-080 |
119-062 |
|
|
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 |
121-300 |
2.618 |
121-039 |
1.618 |
120-199 |
1.000 |
120-100 |
0.618 |
120-039 |
HIGH |
119-260 |
0.618 |
119-199 |
0.500 |
119-180 |
0.382 |
119-161 |
LOW |
119-100 |
0.618 |
119-001 |
1.000 |
118-260 |
1.618 |
118-161 |
2.618 |
118-001 |
4.250 |
117-060 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
119-180 |
119-180 |
PP |
119-170 |
119-170 |
S1 |
119-160 |
119-160 |
|