ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
119-190 |
119-155 |
-0-035 |
-0.1% |
120-030 |
High |
119-202 |
119-185 |
-0-017 |
0.0% |
120-147 |
Low |
119-127 |
119-072 |
-0-055 |
-0.1% |
119-130 |
Close |
119-165 |
119-082 |
-0-083 |
-0.2% |
119-197 |
Range |
0-075 |
0-113 |
0-038 |
50.7% |
1-017 |
ATR |
0-098 |
0-099 |
0-001 |
1.1% |
0-000 |
Volume |
270,220 |
132,991 |
-137,229 |
-50.8% |
3,073,748 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-132 |
120-060 |
119-144 |
|
R3 |
120-019 |
119-267 |
119-113 |
|
R2 |
119-226 |
119-226 |
119-103 |
|
R1 |
119-154 |
119-154 |
119-092 |
119-134 |
PP |
119-113 |
119-113 |
119-113 |
119-103 |
S1 |
119-041 |
119-041 |
119-072 |
119-020 |
S2 |
119-000 |
119-000 |
119-061 |
|
S3 |
118-207 |
118-248 |
119-051 |
|
S4 |
118-094 |
118-135 |
119-020 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-316 |
122-113 |
120-062 |
|
R3 |
121-299 |
121-096 |
119-290 |
|
R2 |
120-282 |
120-282 |
119-259 |
|
R1 |
120-079 |
120-079 |
119-228 |
120-012 |
PP |
119-265 |
119-265 |
119-265 |
119-231 |
S1 |
119-062 |
119-062 |
119-166 |
118-315 |
S2 |
118-248 |
118-248 |
119-135 |
|
S3 |
117-231 |
118-045 |
119-104 |
|
S4 |
116-214 |
117-028 |
119-012 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-025 |
2.618 |
120-161 |
1.618 |
120-048 |
1.000 |
119-298 |
0.618 |
119-255 |
HIGH |
119-185 |
0.618 |
119-142 |
0.500 |
119-128 |
0.382 |
119-115 |
LOW |
119-072 |
0.618 |
119-002 |
1.000 |
118-279 |
1.618 |
118-209 |
2.618 |
118-096 |
4.250 |
117-232 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
119-128 |
119-161 |
PP |
119-113 |
119-135 |
S1 |
119-098 |
119-108 |
|