ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
119-025 |
118-270 |
-0-075 |
-0.2% |
119-145 |
High |
119-037 |
119-075 |
0-038 |
0.1% |
119-150 |
Low |
118-262 |
118-262 |
0-000 |
0.0% |
118-100 |
Close |
118-287 |
119-065 |
0-098 |
0.3% |
118-265 |
Range |
0-095 |
0-133 |
0-038 |
40.0% |
1-050 |
ATR |
0-136 |
0-135 |
0-000 |
-0.1% |
0-000 |
Volume |
562,155 |
818,351 |
256,196 |
45.6% |
3,379,919 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-106 |
120-059 |
119-138 |
|
R3 |
119-293 |
119-246 |
119-102 |
|
R2 |
119-160 |
119-160 |
119-089 |
|
R1 |
119-113 |
119-113 |
119-077 |
119-136 |
PP |
119-027 |
119-027 |
119-027 |
119-039 |
S1 |
118-300 |
118-300 |
119-053 |
119-004 |
S2 |
118-214 |
118-214 |
119-041 |
|
S3 |
118-081 |
118-167 |
119-028 |
|
S4 |
117-268 |
118-034 |
118-312 |
|
|
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 |
121-000 |
2.618 |
120-103 |
1.618 |
119-290 |
1.000 |
119-208 |
0.618 |
119-157 |
HIGH |
119-075 |
0.618 |
119-024 |
0.500 |
119-008 |
0.382 |
118-313 |
LOW |
118-262 |
0.618 |
118-180 |
1.000 |
118-129 |
1.618 |
118-047 |
2.618 |
117-234 |
4.250 |
117-017 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
119-046 |
119-046 |
PP |
119-027 |
119-027 |
S1 |
119-008 |
119-008 |
|