ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
119-250 |
119-100 |
-0-150 |
-0.4% |
120-220 |
High |
119-260 |
119-110 |
-0-150 |
-0.4% |
120-250 |
Low |
119-100 |
119-000 |
-0-100 |
-0.3% |
119-150 |
Close |
119-150 |
119-020 |
-0-130 |
-0.3% |
119-220 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-100 |
ATR |
0-099 |
0-103 |
0-004 |
3.7% |
0-000 |
Volume |
101,777 |
77,077 |
-24,700 |
-24.3% |
28,079 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-053 |
119-307 |
119-080 |
|
R3 |
119-263 |
119-197 |
119-050 |
|
R2 |
119-153 |
119-153 |
119-040 |
|
R1 |
119-087 |
119-087 |
119-030 |
119-065 |
PP |
119-043 |
119-043 |
119-043 |
119-032 |
S1 |
118-297 |
118-297 |
119-010 |
118-275 |
S2 |
118-253 |
118-253 |
119-000 |
|
S3 |
118-143 |
118-187 |
118-310 |
|
S4 |
118-033 |
118-077 |
118-280 |
|
|
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 |
120-258 |
2.618 |
120-078 |
1.618 |
119-288 |
1.000 |
119-220 |
0.618 |
119-178 |
HIGH |
119-110 |
0.618 |
119-068 |
0.500 |
119-055 |
0.382 |
119-042 |
LOW |
119-000 |
0.618 |
118-252 |
1.000 |
118-210 |
1.618 |
118-142 |
2.618 |
118-032 |
4.250 |
117-172 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
119-055 |
119-130 |
PP |
119-043 |
119-093 |
S1 |
119-032 |
119-057 |
|