ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-200 |
120-230 |
0-030 |
0.1% |
120-270 |
High |
120-210 |
120-280 |
0-070 |
0.2% |
121-020 |
Low |
120-150 |
120-230 |
0-080 |
0.2% |
120-180 |
Close |
120-180 |
120-260 |
0-080 |
0.2% |
120-190 |
Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-160 |
ATR |
0-055 |
0-058 |
0-003 |
5.9% |
0-000 |
Volume |
5,485 |
4,611 |
-874 |
-15.9% |
6,902 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-087 |
121-063 |
120-288 |
|
R3 |
121-037 |
121-013 |
120-274 |
|
R2 |
120-307 |
120-307 |
120-269 |
|
R1 |
120-283 |
120-283 |
120-265 |
120-295 |
PP |
120-257 |
120-257 |
120-257 |
120-262 |
S1 |
120-233 |
120-233 |
120-255 |
120-245 |
S2 |
120-207 |
120-207 |
120-251 |
|
S3 |
120-157 |
120-183 |
120-246 |
|
S4 |
120-107 |
120-133 |
120-232 |
|
|
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 |
121-172 |
2.618 |
121-091 |
1.618 |
121-041 |
1.000 |
121-010 |
0.618 |
120-311 |
HIGH |
120-280 |
0.618 |
120-261 |
0.500 |
120-255 |
0.382 |
120-249 |
LOW |
120-230 |
0.618 |
120-199 |
1.000 |
120-180 |
1.618 |
120-149 |
2.618 |
120-099 |
4.250 |
120-018 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-258 |
120-245 |
PP |
120-257 |
120-230 |
S1 |
120-255 |
120-215 |
|