ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
120-090 |
120-210 |
0-120 |
0.3% |
120-000 |
High |
120-200 |
120-210 |
0-010 |
0.0% |
120-210 |
Low |
120-070 |
120-170 |
0-100 |
0.3% |
120-000 |
Close |
120-200 |
120-170 |
-0-030 |
-0.1% |
120-170 |
Range |
0-130 |
0-040 |
-0-090 |
-69.2% |
0-210 |
ATR |
|
|
|
|
|
Volume |
104 |
144 |
40 |
38.5% |
1,936 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-303 |
120-277 |
120-192 |
|
R3 |
120-263 |
120-237 |
120-181 |
|
R2 |
120-223 |
120-223 |
120-177 |
|
R1 |
120-197 |
120-197 |
120-174 |
120-190 |
PP |
120-183 |
120-183 |
120-183 |
120-180 |
S1 |
120-157 |
120-157 |
120-166 |
120-150 |
S2 |
120-143 |
120-143 |
120-163 |
|
S3 |
120-103 |
120-117 |
120-159 |
|
S4 |
120-063 |
120-077 |
120-148 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-117 |
122-033 |
120-286 |
|
R3 |
121-227 |
121-143 |
120-228 |
|
R2 |
121-017 |
121-017 |
120-208 |
|
R1 |
120-253 |
120-253 |
120-189 |
120-295 |
PP |
120-127 |
120-127 |
120-127 |
120-148 |
S1 |
120-043 |
120-043 |
120-151 |
120-085 |
S2 |
119-237 |
119-237 |
120-132 |
|
S3 |
119-027 |
119-153 |
120-112 |
|
S4 |
118-137 |
118-263 |
120-054 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-060 |
2.618 |
120-315 |
1.618 |
120-275 |
1.000 |
120-250 |
0.618 |
120-235 |
HIGH |
120-210 |
0.618 |
120-195 |
0.500 |
120-190 |
0.382 |
120-185 |
LOW |
120-170 |
0.618 |
120-145 |
1.000 |
120-130 |
1.618 |
120-105 |
2.618 |
120-065 |
4.250 |
120-000 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
120-190 |
120-160 |
PP |
120-183 |
120-150 |
S1 |
120-177 |
120-140 |
|