ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
120-260 |
120-210 |
-0-050 |
-0.1% |
120-130 |
High |
121-000 |
120-280 |
-0-040 |
-0.1% |
120-290 |
Low |
120-210 |
120-170 |
-0-040 |
-0.1% |
120-060 |
Close |
120-240 |
120-250 |
0-010 |
0.0% |
120-260 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
0-230 |
ATR |
0-074 |
0-076 |
0-003 |
3.5% |
0-000 |
Volume |
67,935 |
140,259 |
72,324 |
106.5% |
56,890 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-243 |
121-197 |
120-310 |
|
R3 |
121-133 |
121-087 |
120-280 |
|
R2 |
121-023 |
121-023 |
120-270 |
|
R1 |
120-297 |
120-297 |
120-260 |
121-000 |
PP |
120-233 |
120-233 |
120-233 |
120-245 |
S1 |
120-187 |
120-187 |
120-240 |
120-210 |
S2 |
120-123 |
120-123 |
120-230 |
|
S3 |
120-013 |
120-077 |
120-220 |
|
S4 |
119-223 |
119-287 |
120-190 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-253 |
122-167 |
121-066 |
|
R3 |
122-023 |
121-257 |
121-003 |
|
R2 |
121-113 |
121-113 |
120-302 |
|
R1 |
121-027 |
121-027 |
120-281 |
121-070 |
PP |
120-203 |
120-203 |
120-203 |
120-225 |
S1 |
120-117 |
120-117 |
120-239 |
120-160 |
S2 |
119-293 |
119-293 |
120-218 |
|
S3 |
119-063 |
119-207 |
120-197 |
|
S4 |
118-153 |
118-297 |
120-134 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-108 |
2.618 |
121-248 |
1.618 |
121-138 |
1.000 |
121-070 |
0.618 |
121-028 |
HIGH |
120-280 |
0.618 |
120-238 |
0.500 |
120-225 |
0.382 |
120-212 |
LOW |
120-170 |
0.618 |
120-102 |
1.000 |
120-060 |
1.618 |
119-312 |
2.618 |
119-202 |
4.250 |
119-022 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-242 |
120-248 |
PP |
120-233 |
120-247 |
S1 |
120-225 |
120-245 |
|