ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-230 |
120-270 |
0-040 |
0.1% |
120-270 |
High |
120-280 |
121-020 |
0-060 |
0.2% |
121-020 |
Low |
120-230 |
120-250 |
0-020 |
0.1% |
120-180 |
Close |
120-260 |
120-300 |
0-040 |
0.1% |
120-190 |
Range |
0-050 |
0-090 |
0-040 |
80.0% |
0-160 |
ATR |
0-058 |
0-060 |
0-002 |
3.9% |
0-000 |
Volume |
4,611 |
6,968 |
2,357 |
51.1% |
6,902 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-247 |
121-203 |
121-030 |
|
R3 |
121-157 |
121-113 |
121-005 |
|
R2 |
121-067 |
121-067 |
120-316 |
|
R1 |
121-023 |
121-023 |
120-308 |
121-045 |
PP |
120-297 |
120-297 |
120-297 |
120-308 |
S1 |
120-253 |
120-253 |
120-292 |
120-275 |
S2 |
120-207 |
120-207 |
120-284 |
|
S3 |
120-117 |
120-163 |
120-275 |
|
S4 |
120-027 |
120-073 |
120-250 |
|
|
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 |
122-082 |
2.618 |
121-256 |
1.618 |
121-166 |
1.000 |
121-110 |
0.618 |
121-076 |
HIGH |
121-020 |
0.618 |
120-306 |
0.500 |
120-295 |
0.382 |
120-284 |
LOW |
120-250 |
0.618 |
120-194 |
1.000 |
120-160 |
1.618 |
120-104 |
2.618 |
120-014 |
4.250 |
119-188 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-298 |
120-282 |
PP |
120-297 |
120-263 |
S1 |
120-295 |
120-245 |
|