ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-140 |
120-110 |
-0-030 |
-0.1% |
120-220 |
High |
120-140 |
120-200 |
0-060 |
0.2% |
121-020 |
Low |
120-060 |
120-110 |
0-050 |
0.1% |
120-120 |
Close |
120-080 |
120-170 |
0-090 |
0.2% |
120-140 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-220 |
ATR |
0-067 |
0-071 |
0-004 |
5.7% |
0-000 |
Volume |
601 |
12,177 |
11,576 |
1,926.1% |
28,611 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-110 |
121-070 |
120-220 |
|
R3 |
121-020 |
120-300 |
120-195 |
|
R2 |
120-250 |
120-250 |
120-186 |
|
R1 |
120-210 |
120-210 |
120-178 |
120-230 |
PP |
120-160 |
120-160 |
120-160 |
120-170 |
S1 |
120-120 |
120-120 |
120-162 |
120-140 |
S2 |
120-070 |
120-070 |
120-154 |
|
S3 |
119-300 |
120-030 |
120-145 |
|
S4 |
119-210 |
119-260 |
120-120 |
|
|
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 |
121-262 |
2.618 |
121-116 |
1.618 |
121-026 |
1.000 |
120-290 |
0.618 |
120-256 |
HIGH |
120-200 |
0.618 |
120-166 |
0.500 |
120-155 |
0.382 |
120-144 |
LOW |
120-110 |
0.618 |
120-054 |
1.000 |
120-020 |
1.618 |
119-284 |
2.618 |
119-194 |
4.250 |
119-048 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-165 |
120-157 |
PP |
120-160 |
120-143 |
S1 |
120-155 |
120-130 |
|