ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
119-202 |
119-202 |
0-000 |
0.0% |
119-110 |
High |
119-237 |
119-240 |
0-003 |
0.0% |
119-292 |
Low |
119-105 |
119-160 |
0-055 |
0.1% |
119-090 |
Close |
119-220 |
119-217 |
-0-003 |
0.0% |
119-217 |
Range |
0-132 |
0-080 |
-0-052 |
-39.4% |
0-202 |
ATR |
0-112 |
0-110 |
-0-002 |
-2.0% |
0-000 |
Volume |
571,664 |
669,190 |
97,526 |
17.1% |
2,913,426 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-126 |
120-091 |
119-261 |
|
R3 |
120-046 |
120-011 |
119-239 |
|
R2 |
119-286 |
119-286 |
119-232 |
|
R1 |
119-251 |
119-251 |
119-224 |
119-268 |
PP |
119-206 |
119-206 |
119-206 |
119-214 |
S1 |
119-171 |
119-171 |
119-210 |
119-188 |
S2 |
119-126 |
119-126 |
119-202 |
|
S3 |
119-046 |
119-091 |
119-195 |
|
S4 |
118-286 |
119-011 |
119-173 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-166 |
121-073 |
120-008 |
|
R3 |
120-284 |
120-191 |
119-273 |
|
R2 |
120-082 |
120-082 |
119-254 |
|
R1 |
119-309 |
119-309 |
119-236 |
120-036 |
PP |
119-200 |
119-200 |
119-200 |
119-223 |
S1 |
119-107 |
119-107 |
119-198 |
119-154 |
S2 |
118-318 |
118-318 |
119-180 |
|
S3 |
118-116 |
118-225 |
119-161 |
|
S4 |
117-234 |
118-023 |
119-106 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-260 |
2.618 |
120-129 |
1.618 |
120-049 |
1.000 |
120-000 |
0.618 |
119-289 |
HIGH |
119-240 |
0.618 |
119-209 |
0.500 |
119-200 |
0.382 |
119-191 |
LOW |
119-160 |
0.618 |
119-111 |
1.000 |
119-080 |
1.618 |
119-031 |
2.618 |
118-271 |
4.250 |
118-140 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
119-211 |
119-209 |
PP |
119-206 |
119-201 |
S1 |
119-200 |
119-194 |
|