ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
120-075 |
120-022 |
-0-053 |
-0.1% |
120-080 |
High |
120-092 |
120-050 |
-0-042 |
-0.1% |
120-167 |
Low |
120-005 |
119-312 |
-0-013 |
0.0% |
119-312 |
Close |
120-027 |
120-025 |
-0-002 |
0.0% |
120-025 |
Range |
0-087 |
0-058 |
-0-029 |
-33.3% |
0-175 |
ATR |
0-085 |
0-083 |
-0-002 |
-2.3% |
0-000 |
Volume |
597,298 |
406,103 |
-191,195 |
-32.0% |
2,187,364 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-196 |
120-169 |
120-057 |
|
R3 |
120-138 |
120-111 |
120-041 |
|
R2 |
120-080 |
120-080 |
120-036 |
|
R1 |
120-053 |
120-053 |
120-030 |
120-066 |
PP |
120-022 |
120-022 |
120-022 |
120-029 |
S1 |
119-315 |
119-315 |
120-020 |
120-008 |
S2 |
119-284 |
119-284 |
120-014 |
|
S3 |
119-226 |
119-257 |
120-009 |
|
S4 |
119-168 |
119-199 |
119-313 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-266 |
121-161 |
120-121 |
|
R3 |
121-091 |
120-306 |
120-073 |
|
R2 |
120-236 |
120-236 |
120-057 |
|
R1 |
120-131 |
120-131 |
120-041 |
120-096 |
PP |
120-061 |
120-061 |
120-061 |
120-044 |
S1 |
119-276 |
119-276 |
120-009 |
119-241 |
S2 |
119-206 |
119-206 |
119-313 |
|
S3 |
119-031 |
119-101 |
119-297 |
|
S4 |
118-176 |
118-246 |
119-249 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-296 |
2.618 |
120-202 |
1.618 |
120-144 |
1.000 |
120-108 |
0.618 |
120-086 |
HIGH |
120-050 |
0.618 |
120-028 |
0.500 |
120-021 |
0.382 |
120-014 |
LOW |
119-312 |
0.618 |
119-276 |
1.000 |
119-254 |
1.618 |
119-218 |
2.618 |
119-160 |
4.250 |
119-066 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
120-024 |
120-072 |
PP |
120-022 |
120-056 |
S1 |
120-021 |
120-041 |
|