ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
121-020 |
120-275 |
-0-065 |
-0.2% |
120-267 |
High |
121-022 |
120-302 |
-0-040 |
-0.1% |
121-030 |
Low |
120-242 |
120-245 |
0-003 |
0.0% |
120-230 |
Close |
120-312 |
120-295 |
-0-017 |
0.0% |
120-295 |
Range |
0-100 |
0-057 |
-0-043 |
-43.0% |
0-120 |
ATR |
0-077 |
0-076 |
-0-001 |
-0.9% |
0-000 |
Volume |
769,079 |
315,380 |
-453,699 |
-59.0% |
2,793,145 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-132 |
121-110 |
121-006 |
|
R3 |
121-075 |
121-053 |
120-311 |
|
R2 |
121-018 |
121-018 |
120-305 |
|
R1 |
120-316 |
120-316 |
120-300 |
121-007 |
PP |
120-281 |
120-281 |
120-281 |
120-286 |
S1 |
120-259 |
120-259 |
120-290 |
120-270 |
S2 |
120-224 |
120-224 |
120-285 |
|
S3 |
120-167 |
120-202 |
120-279 |
|
S4 |
120-110 |
120-145 |
120-264 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-012 |
121-273 |
121-041 |
|
R3 |
121-212 |
121-153 |
121-008 |
|
R2 |
121-092 |
121-092 |
120-317 |
|
R1 |
121-033 |
121-033 |
120-306 |
121-062 |
PP |
120-292 |
120-292 |
120-292 |
120-306 |
S1 |
120-233 |
120-233 |
120-284 |
120-262 |
S2 |
120-172 |
120-172 |
120-273 |
|
S3 |
120-052 |
120-113 |
120-262 |
|
S4 |
119-252 |
119-313 |
120-229 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-224 |
2.618 |
121-131 |
1.618 |
121-074 |
1.000 |
121-039 |
0.618 |
121-017 |
HIGH |
120-302 |
0.618 |
120-280 |
0.500 |
120-274 |
0.382 |
120-267 |
LOW |
120-245 |
0.618 |
120-210 |
1.000 |
120-188 |
1.618 |
120-153 |
2.618 |
120-096 |
4.250 |
120-003 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
120-288 |
120-296 |
PP |
120-281 |
120-296 |
S1 |
120-274 |
120-295 |
|