ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
120-260 |
121-020 |
0-080 |
0.2% |
120-170 |
High |
120-310 |
121-020 |
0-030 |
0.1% |
120-290 |
Low |
120-260 |
120-280 |
0-020 |
0.1% |
120-140 |
Close |
120-310 |
120-280 |
-0-030 |
-0.1% |
120-280 |
Range |
0-050 |
0-060 |
0-010 |
20.0% |
0-150 |
ATR |
0-046 |
0-047 |
0-001 |
2.2% |
0-000 |
Volume |
1,145 |
2,524 |
1,379 |
120.4% |
2,221 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-160 |
121-120 |
120-313 |
|
R3 |
121-100 |
121-060 |
120-296 |
|
R2 |
121-040 |
121-040 |
120-291 |
|
R1 |
121-000 |
121-000 |
120-286 |
120-310 |
PP |
120-300 |
120-300 |
120-300 |
120-295 |
S1 |
120-260 |
120-260 |
120-274 |
120-250 |
S2 |
120-240 |
120-240 |
120-269 |
|
S3 |
120-180 |
120-200 |
120-264 |
|
S4 |
120-120 |
120-140 |
120-247 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-047 |
121-313 |
121-042 |
|
R3 |
121-217 |
121-163 |
121-001 |
|
R2 |
121-067 |
121-067 |
120-308 |
|
R1 |
121-013 |
121-013 |
120-294 |
121-040 |
PP |
120-237 |
120-237 |
120-237 |
120-250 |
S1 |
120-183 |
120-183 |
120-266 |
120-210 |
S2 |
120-087 |
120-087 |
120-252 |
|
S3 |
119-257 |
120-033 |
120-239 |
|
S4 |
119-107 |
119-203 |
120-198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-275 |
2.618 |
121-177 |
1.618 |
121-117 |
1.000 |
121-080 |
0.618 |
121-057 |
HIGH |
121-020 |
0.618 |
120-317 |
0.500 |
120-310 |
0.382 |
120-303 |
LOW |
120-280 |
0.618 |
120-243 |
1.000 |
120-220 |
1.618 |
120-183 |
2.618 |
120-123 |
4.250 |
120-025 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
120-310 |
120-295 |
PP |
120-300 |
120-290 |
S1 |
120-290 |
120-285 |
|