ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
118-280 |
119-025 |
0-065 |
0.2% |
119-145 |
High |
119-075 |
119-037 |
-0-038 |
-0.1% |
119-150 |
Low |
118-265 |
118-262 |
-0-003 |
0.0% |
118-100 |
Close |
119-060 |
118-287 |
-0-093 |
-0.2% |
118-265 |
Range |
0-130 |
0-095 |
-0-035 |
-26.9% |
1-050 |
ATR |
0-137 |
0-136 |
-0-001 |
-1.0% |
0-000 |
Volume |
560,082 |
562,155 |
2,073 |
0.4% |
3,379,919 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-267 |
119-212 |
119-019 |
|
R3 |
119-172 |
119-117 |
118-313 |
|
R2 |
119-077 |
119-077 |
118-304 |
|
R1 |
119-022 |
119-022 |
118-296 |
119-002 |
PP |
118-302 |
118-302 |
118-302 |
118-292 |
S1 |
118-247 |
118-247 |
118-278 |
118-227 |
S2 |
118-207 |
118-207 |
118-270 |
|
S3 |
118-112 |
118-152 |
118-261 |
|
S4 |
118-017 |
118-057 |
118-235 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-108 |
121-237 |
119-148 |
|
R3 |
121-058 |
120-187 |
119-047 |
|
R2 |
120-008 |
120-008 |
119-013 |
|
R1 |
119-137 |
119-137 |
118-299 |
119-048 |
PP |
118-278 |
118-278 |
118-278 |
118-234 |
S1 |
118-087 |
118-087 |
118-231 |
117-318 |
S2 |
117-228 |
117-228 |
118-197 |
|
S3 |
116-178 |
117-037 |
118-163 |
|
S4 |
115-128 |
115-307 |
118-062 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-121 |
2.618 |
119-286 |
1.618 |
119-191 |
1.000 |
119-132 |
0.618 |
119-096 |
HIGH |
119-037 |
0.618 |
119-001 |
0.500 |
118-310 |
0.382 |
118-298 |
LOW |
118-262 |
0.618 |
118-203 |
1.000 |
118-167 |
1.618 |
118-108 |
2.618 |
118-013 |
4.250 |
117-178 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
118-310 |
118-275 |
PP |
118-302 |
118-262 |
S1 |
118-294 |
118-250 |
|