ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
120-252 |
120-175 |
-0-077 |
-0.2% |
120-267 |
High |
120-255 |
120-190 |
-0-065 |
-0.2% |
121-030 |
Low |
120-142 |
120-092 |
-0-050 |
-0.1% |
120-230 |
Close |
120-170 |
120-112 |
-0-058 |
-0.2% |
120-295 |
Range |
0-113 |
0-098 |
-0-015 |
-13.3% |
0-120 |
ATR |
0-081 |
0-082 |
0-001 |
1.5% |
0-000 |
Volume |
727,025 |
562,459 |
-164,566 |
-22.6% |
2,793,145 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-105 |
121-047 |
120-166 |
|
R3 |
121-007 |
120-269 |
120-139 |
|
R2 |
120-229 |
120-229 |
120-130 |
|
R1 |
120-171 |
120-171 |
120-121 |
120-151 |
PP |
120-131 |
120-131 |
120-131 |
120-122 |
S1 |
120-073 |
120-073 |
120-103 |
120-053 |
S2 |
120-033 |
120-033 |
120-094 |
|
S3 |
119-255 |
119-295 |
120-085 |
|
S4 |
119-157 |
119-197 |
120-058 |
|
|
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 |
121-286 |
2.618 |
121-127 |
1.618 |
121-029 |
1.000 |
120-288 |
0.618 |
120-251 |
HIGH |
120-190 |
0.618 |
120-153 |
0.500 |
120-141 |
0.382 |
120-129 |
LOW |
120-092 |
0.618 |
120-031 |
1.000 |
119-314 |
1.618 |
119-253 |
2.618 |
119-155 |
4.250 |
118-316 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
120-141 |
120-181 |
PP |
120-131 |
120-158 |
S1 |
120-122 |
120-135 |
|