ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
120-272 |
120-217 |
-0-055 |
-0.1% |
120-267 |
High |
120-290 |
120-270 |
-0-020 |
-0.1% |
121-030 |
Low |
120-180 |
120-195 |
0-015 |
0.0% |
120-230 |
Close |
120-207 |
120-257 |
0-050 |
0.1% |
120-295 |
Range |
0-110 |
0-075 |
-0-035 |
-31.8% |
0-120 |
ATR |
0-079 |
0-079 |
0-000 |
-0.3% |
0-000 |
Volume |
663,198 |
515,532 |
-147,666 |
-22.3% |
2,793,145 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-146 |
121-116 |
120-298 |
|
R3 |
121-071 |
121-041 |
120-278 |
|
R2 |
120-316 |
120-316 |
120-271 |
|
R1 |
120-286 |
120-286 |
120-264 |
120-301 |
PP |
120-241 |
120-241 |
120-241 |
120-248 |
S1 |
120-211 |
120-211 |
120-250 |
120-226 |
S2 |
120-166 |
120-166 |
120-243 |
|
S3 |
120-091 |
120-136 |
120-236 |
|
S4 |
120-016 |
120-061 |
120-216 |
|
|
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 |
121-269 |
2.618 |
121-146 |
1.618 |
121-071 |
1.000 |
121-025 |
0.618 |
120-316 |
HIGH |
120-270 |
0.618 |
120-241 |
0.500 |
120-232 |
0.382 |
120-224 |
LOW |
120-195 |
0.618 |
120-149 |
1.000 |
120-120 |
1.618 |
120-074 |
2.618 |
119-319 |
4.250 |
119-196 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
120-249 |
120-252 |
PP |
120-241 |
120-246 |
S1 |
120-232 |
120-241 |
|