ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
119-062 |
119-045 |
-0-017 |
0.0% |
118-280 |
High |
119-140 |
119-097 |
-0-043 |
-0.1% |
119-140 |
Low |
119-047 |
118-280 |
-0-087 |
-0.2% |
118-262 |
Close |
119-065 |
119-065 |
0-000 |
0.0% |
119-065 |
Range |
0-093 |
0-137 |
0-044 |
47.3% |
0-198 |
ATR |
0-132 |
0-133 |
0-000 |
0.3% |
0-000 |
Volume |
521,930 |
537,896 |
15,966 |
3.1% |
3,000,414 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-132 |
120-075 |
119-140 |
|
R3 |
119-315 |
119-258 |
119-103 |
|
R2 |
119-178 |
119-178 |
119-090 |
|
R1 |
119-121 |
119-121 |
119-078 |
119-150 |
PP |
119-041 |
119-041 |
119-041 |
119-055 |
S1 |
118-304 |
118-304 |
119-052 |
119-012 |
S2 |
118-224 |
118-224 |
119-040 |
|
S3 |
118-087 |
118-167 |
119-027 |
|
S4 |
117-270 |
118-030 |
118-310 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-003 |
120-232 |
119-174 |
|
R3 |
120-125 |
120-034 |
119-119 |
|
R2 |
119-247 |
119-247 |
119-101 |
|
R1 |
119-156 |
119-156 |
119-083 |
119-202 |
PP |
119-049 |
119-049 |
119-049 |
119-072 |
S1 |
118-278 |
118-278 |
119-047 |
119-004 |
S2 |
118-171 |
118-171 |
119-029 |
|
S3 |
117-293 |
118-080 |
119-011 |
|
S4 |
117-095 |
117-202 |
118-276 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-039 |
2.618 |
120-136 |
1.618 |
119-319 |
1.000 |
119-234 |
0.618 |
119-182 |
HIGH |
119-097 |
0.618 |
119-045 |
0.500 |
119-028 |
0.382 |
119-012 |
LOW |
118-280 |
0.618 |
118-195 |
1.000 |
118-143 |
1.618 |
118-058 |
2.618 |
117-241 |
4.250 |
117-018 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
119-053 |
119-057 |
PP |
119-041 |
119-049 |
S1 |
119-028 |
119-041 |
|