ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-130 |
120-140 |
0-010 |
0.0% |
120-220 |
High |
120-130 |
120-140 |
0-010 |
0.0% |
121-020 |
Low |
120-130 |
120-060 |
-0-070 |
-0.2% |
120-120 |
Close |
120-130 |
120-080 |
-0-050 |
-0.1% |
120-140 |
Range |
0-000 |
0-080 |
0-080 |
|
0-220 |
ATR |
0-066 |
0-067 |
0-001 |
1.5% |
0-000 |
Volume |
19,733 |
601 |
-19,132 |
-97.0% |
28,611 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-013 |
120-287 |
120-124 |
|
R3 |
120-253 |
120-207 |
120-102 |
|
R2 |
120-173 |
120-173 |
120-095 |
|
R1 |
120-127 |
120-127 |
120-087 |
120-110 |
PP |
120-093 |
120-093 |
120-093 |
120-085 |
S1 |
120-047 |
120-047 |
120-073 |
120-030 |
S2 |
120-013 |
120-013 |
120-065 |
|
S3 |
119-253 |
119-287 |
120-058 |
|
S4 |
119-173 |
119-207 |
120-036 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-220 |
122-080 |
120-261 |
|
R3 |
122-000 |
121-180 |
120-200 |
|
R2 |
121-100 |
121-100 |
120-180 |
|
R1 |
120-280 |
120-280 |
120-160 |
120-240 |
PP |
120-200 |
120-200 |
120-200 |
120-180 |
S1 |
120-060 |
120-060 |
120-120 |
120-020 |
S2 |
119-300 |
119-300 |
120-100 |
|
S3 |
119-080 |
119-160 |
120-080 |
|
S4 |
118-180 |
118-260 |
120-019 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-160 |
2.618 |
121-029 |
1.618 |
120-269 |
1.000 |
120-220 |
0.618 |
120-189 |
HIGH |
120-140 |
0.618 |
120-109 |
0.500 |
120-100 |
0.382 |
120-091 |
LOW |
120-060 |
0.618 |
120-011 |
1.000 |
119-300 |
1.618 |
119-251 |
2.618 |
119-171 |
4.250 |
119-040 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-100 |
120-190 |
PP |
120-093 |
120-153 |
S1 |
120-087 |
120-117 |
|