ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
120-210 |
120-170 |
-0-040 |
-0.1% |
120-000 |
High |
120-210 |
120-170 |
-0-040 |
-0.1% |
120-210 |
Low |
120-170 |
120-140 |
-0-030 |
-0.1% |
120-000 |
Close |
120-170 |
120-140 |
-0-030 |
-0.1% |
120-170 |
Range |
0-040 |
0-030 |
-0-010 |
-25.0% |
0-210 |
ATR |
|
|
|
|
|
Volume |
144 |
18 |
-126 |
-87.5% |
1,936 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-240 |
120-220 |
120-156 |
|
R3 |
120-210 |
120-190 |
120-148 |
|
R2 |
120-180 |
120-180 |
120-146 |
|
R1 |
120-160 |
120-160 |
120-143 |
120-155 |
PP |
120-150 |
120-150 |
120-150 |
120-148 |
S1 |
120-130 |
120-130 |
120-137 |
120-125 |
S2 |
120-120 |
120-120 |
120-134 |
|
S3 |
120-090 |
120-100 |
120-132 |
|
S4 |
120-060 |
120-070 |
120-124 |
|
|
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 |
120-298 |
2.618 |
120-249 |
1.618 |
120-219 |
1.000 |
120-200 |
0.618 |
120-189 |
HIGH |
120-170 |
0.618 |
120-159 |
0.500 |
120-155 |
0.382 |
120-151 |
LOW |
120-140 |
0.618 |
120-121 |
1.000 |
120-110 |
1.618 |
120-091 |
2.618 |
120-061 |
4.250 |
120-012 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
120-155 |
120-140 |
PP |
120-150 |
120-140 |
S1 |
120-145 |
120-140 |
|