ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-090 |
0-010 |
0.0% |
120-030 |
| High |
120-080 |
120-200 |
0-120 |
0.3% |
120-050 |
| Low |
120-080 |
120-070 |
-0-010 |
0.0% |
120-000 |
| Close |
120-080 |
120-200 |
0-120 |
0.3% |
120-050 |
| Range |
0-000 |
0-130 |
0-130 |
|
0-050 |
| ATR |
|
|
|
|
|
| Volume |
77 |
104 |
27 |
35.1% |
7 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-227 |
121-183 |
120-272 |
|
| R3 |
121-097 |
121-053 |
120-236 |
|
| R2 |
120-287 |
120-287 |
120-224 |
|
| R1 |
120-243 |
120-243 |
120-212 |
120-265 |
| PP |
120-157 |
120-157 |
120-157 |
120-168 |
| S1 |
120-113 |
120-113 |
120-188 |
120-135 |
| S2 |
120-027 |
120-027 |
120-176 |
|
| S3 |
119-217 |
119-303 |
120-164 |
|
| S4 |
119-087 |
119-173 |
120-128 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
120-167 |
120-078 |
|
| R3 |
120-133 |
120-117 |
120-064 |
|
| R2 |
120-083 |
120-083 |
120-059 |
|
| R1 |
120-067 |
120-067 |
120-055 |
120-075 |
| PP |
120-033 |
120-033 |
120-033 |
120-038 |
| S1 |
120-017 |
120-017 |
120-045 |
120-025 |
| S2 |
119-303 |
119-303 |
120-041 |
|
| S3 |
119-253 |
119-287 |
120-036 |
|
| S4 |
119-203 |
119-237 |
120-022 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-112 |
|
2.618 |
121-220 |
|
1.618 |
121-090 |
|
1.000 |
121-010 |
|
0.618 |
120-280 |
|
HIGH |
120-200 |
|
0.618 |
120-150 |
|
0.500 |
120-135 |
|
0.382 |
120-120 |
|
LOW |
120-070 |
|
0.618 |
119-310 |
|
1.000 |
119-260 |
|
1.618 |
119-180 |
|
2.618 |
119-050 |
|
4.250 |
118-158 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-178 |
120-167 |
| PP |
120-157 |
120-133 |
| S1 |
120-135 |
120-100 |
|