ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-170 |
120-180 |
0-010 |
0.0% |
120-000 |
| High |
120-170 |
120-260 |
0-090 |
0.2% |
120-210 |
| Low |
120-140 |
120-180 |
0-040 |
0.1% |
120-000 |
| Close |
120-140 |
120-260 |
0-120 |
0.3% |
120-170 |
| Range |
0-030 |
0-080 |
0-050 |
166.7% |
0-210 |
| ATR |
0-000 |
0-049 |
0-049 |
|
0-000 |
| Volume |
18 |
525 |
507 |
2,816.7% |
1,936 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-153 |
121-127 |
120-304 |
|
| R3 |
121-073 |
121-047 |
120-282 |
|
| R2 |
120-313 |
120-313 |
120-275 |
|
| R1 |
120-287 |
120-287 |
120-267 |
120-300 |
| PP |
120-233 |
120-233 |
120-233 |
120-240 |
| S1 |
120-207 |
120-207 |
120-253 |
120-220 |
| S2 |
120-153 |
120-153 |
120-245 |
|
| S3 |
120-073 |
120-127 |
120-238 |
|
| S4 |
119-313 |
120-047 |
120-216 |
|
|
| 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 |
121-280 |
|
2.618 |
121-149 |
|
1.618 |
121-069 |
|
1.000 |
121-020 |
|
0.618 |
120-309 |
|
HIGH |
120-260 |
|
0.618 |
120-229 |
|
0.500 |
120-220 |
|
0.382 |
120-211 |
|
LOW |
120-180 |
|
0.618 |
120-131 |
|
1.000 |
120-100 |
|
1.618 |
120-051 |
|
2.618 |
119-291 |
|
4.250 |
119-160 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-247 |
120-240 |
| PP |
120-233 |
120-220 |
| S1 |
120-220 |
120-200 |
|