ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
119-265 |
119-202 |
-0-063 |
-0.2% |
119-160 |
High |
119-282 |
119-237 |
-0-045 |
-0.1% |
119-260 |
Low |
119-162 |
119-105 |
-0-057 |
-0.1% |
118-280 |
Close |
119-182 |
119-220 |
0-038 |
0.1% |
119-100 |
Range |
0-120 |
0-132 |
0-012 |
10.0% |
0-300 |
ATR |
0-111 |
0-112 |
0-002 |
1.4% |
0-000 |
Volume |
849,420 |
571,664 |
-277,756 |
-32.7% |
309,365 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-263 |
120-214 |
119-293 |
|
R3 |
120-131 |
120-082 |
119-256 |
|
R2 |
119-319 |
119-319 |
119-244 |
|
R1 |
119-270 |
119-270 |
119-232 |
119-294 |
PP |
119-187 |
119-187 |
119-187 |
119-200 |
S1 |
119-138 |
119-138 |
119-208 |
119-162 |
S2 |
119-055 |
119-055 |
119-196 |
|
S3 |
118-243 |
119-006 |
119-184 |
|
S4 |
118-111 |
118-194 |
119-147 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-047 |
121-213 |
119-265 |
|
R3 |
121-067 |
120-233 |
119-182 |
|
R2 |
120-087 |
120-087 |
119-155 |
|
R1 |
119-253 |
119-253 |
119-128 |
119-180 |
PP |
119-107 |
119-107 |
119-107 |
119-070 |
S1 |
118-273 |
118-273 |
119-072 |
118-200 |
S2 |
118-127 |
118-127 |
119-045 |
|
S3 |
117-147 |
117-293 |
119-018 |
|
S4 |
116-167 |
116-313 |
118-255 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-158 |
2.618 |
120-263 |
1.618 |
120-131 |
1.000 |
120-049 |
0.618 |
119-319 |
HIGH |
119-237 |
0.618 |
119-187 |
0.500 |
119-171 |
0.382 |
119-155 |
LOW |
119-105 |
0.618 |
119-023 |
1.000 |
118-293 |
1.618 |
118-211 |
2.618 |
118-079 |
4.250 |
117-184 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
119-204 |
119-213 |
PP |
119-187 |
119-206 |
S1 |
119-171 |
119-198 |
|