ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-230 |
120-220 |
-0-010 |
0.0% |
120-270 |
High |
120-230 |
120-240 |
0-010 |
0.0% |
121-020 |
Low |
120-180 |
120-220 |
0-040 |
0.1% |
120-180 |
Close |
120-190 |
120-230 |
0-040 |
0.1% |
120-190 |
Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
0-160 |
ATR |
0-053 |
0-053 |
0-000 |
-0.4% |
0-000 |
Volume |
1,149 |
7,615 |
6,466 |
562.8% |
6,902 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-290 |
120-280 |
120-241 |
|
R3 |
120-270 |
120-260 |
120-236 |
|
R2 |
120-250 |
120-250 |
120-234 |
|
R1 |
120-240 |
120-240 |
120-232 |
120-245 |
PP |
120-230 |
120-230 |
120-230 |
120-232 |
S1 |
120-220 |
120-220 |
120-228 |
120-225 |
S2 |
120-210 |
120-210 |
120-226 |
|
S3 |
120-190 |
120-200 |
120-224 |
|
S4 |
120-170 |
120-180 |
120-219 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-077 |
121-293 |
120-278 |
|
R3 |
121-237 |
121-133 |
120-234 |
|
R2 |
121-077 |
121-077 |
120-219 |
|
R1 |
120-293 |
120-293 |
120-205 |
120-265 |
PP |
120-237 |
120-237 |
120-237 |
120-222 |
S1 |
120-133 |
120-133 |
120-175 |
120-105 |
S2 |
120-077 |
120-077 |
120-161 |
|
S3 |
119-237 |
119-293 |
120-146 |
|
S4 |
119-077 |
119-133 |
120-102 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-005 |
2.618 |
120-292 |
1.618 |
120-272 |
1.000 |
120-260 |
0.618 |
120-252 |
HIGH |
120-240 |
0.618 |
120-232 |
0.500 |
120-230 |
0.382 |
120-228 |
LOW |
120-220 |
0.618 |
120-208 |
1.000 |
120-200 |
1.618 |
120-188 |
2.618 |
120-168 |
4.250 |
120-135 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-230 |
120-245 |
PP |
120-230 |
120-240 |
S1 |
120-230 |
120-235 |
|