ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
120-175 |
120-097 |
-0-078 |
-0.2% |
120-272 |
High |
120-190 |
120-127 |
-0-063 |
-0.2% |
120-290 |
Low |
120-092 |
119-317 |
-0-095 |
-0.2% |
119-317 |
Close |
120-112 |
120-067 |
-0-045 |
-0.1% |
120-067 |
Range |
0-098 |
0-130 |
0-032 |
32.7% |
0-293 |
ATR |
0-082 |
0-086 |
0-003 |
4.1% |
0-000 |
Volume |
562,459 |
879,830 |
317,371 |
56.4% |
3,348,044 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-134 |
121-070 |
120-138 |
|
R3 |
121-004 |
120-260 |
120-103 |
|
R2 |
120-194 |
120-194 |
120-091 |
|
R1 |
120-130 |
120-130 |
120-079 |
120-097 |
PP |
120-064 |
120-064 |
120-064 |
120-047 |
S1 |
120-000 |
120-000 |
120-055 |
119-287 |
S2 |
119-254 |
119-254 |
120-043 |
|
S3 |
119-124 |
119-190 |
120-031 |
|
S4 |
118-314 |
119-060 |
119-316 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-037 |
122-185 |
120-228 |
|
R3 |
122-064 |
121-212 |
120-148 |
|
R2 |
121-091 |
121-091 |
120-121 |
|
R1 |
120-239 |
120-239 |
120-094 |
120-178 |
PP |
120-118 |
120-118 |
120-118 |
120-088 |
S1 |
119-266 |
119-266 |
120-040 |
119-206 |
S2 |
119-145 |
119-145 |
120-013 |
|
S3 |
118-172 |
118-293 |
119-306 |
|
S4 |
117-199 |
118-000 |
119-226 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-040 |
2.618 |
121-147 |
1.618 |
121-017 |
1.000 |
120-257 |
0.618 |
120-207 |
HIGH |
120-127 |
0.618 |
120-077 |
0.500 |
120-062 |
0.382 |
120-047 |
LOW |
119-317 |
0.618 |
119-237 |
1.000 |
119-187 |
1.618 |
119-107 |
2.618 |
118-297 |
4.250 |
118-084 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
120-065 |
120-126 |
PP |
120-064 |
120-106 |
S1 |
120-062 |
120-087 |
|