ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-110 |
120-260 |
0-150 |
0.4% |
120-220 |
High |
120-200 |
120-290 |
0-090 |
0.2% |
121-020 |
Low |
120-110 |
120-210 |
0-100 |
0.3% |
120-120 |
Close |
120-170 |
120-270 |
0-100 |
0.3% |
120-140 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-220 |
ATR |
0-071 |
0-074 |
0-004 |
5.0% |
0-000 |
Volume |
12,177 |
11,936 |
-241 |
-2.0% |
28,611 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-177 |
121-143 |
120-314 |
|
R3 |
121-097 |
121-063 |
120-292 |
|
R2 |
121-017 |
121-017 |
120-285 |
|
R1 |
120-303 |
120-303 |
120-277 |
121-000 |
PP |
120-257 |
120-257 |
120-257 |
120-265 |
S1 |
120-223 |
120-223 |
120-263 |
120-240 |
S2 |
120-177 |
120-177 |
120-255 |
|
S3 |
120-097 |
120-143 |
120-248 |
|
S4 |
120-017 |
120-063 |
120-226 |
|
|
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 |
121-310 |
2.618 |
121-179 |
1.618 |
121-099 |
1.000 |
121-050 |
0.618 |
121-019 |
HIGH |
120-290 |
0.618 |
120-259 |
0.500 |
120-250 |
0.382 |
120-241 |
LOW |
120-210 |
0.618 |
120-161 |
1.000 |
120-130 |
1.618 |
120-081 |
2.618 |
120-001 |
4.250 |
119-190 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-263 |
120-238 |
PP |
120-257 |
120-207 |
S1 |
120-250 |
120-175 |
|