ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
120-220 |
-0-010 |
0.0% |
120-270 |
| High |
120-230 |
120-240 |
0-010 |
0.0% |
121-020 |
| Low |
120-180 |
120-220 |
0-040 |
0.1% |
120-180 |
| Close |
120-190 |
120-230 |
0-040 |
0.1% |
120-190 |
| Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
0-160 |
| ATR |
0-053 |
0-053 |
0-000 |
-0.4% |
0-000 |
| Volume |
1,149 |
7,615 |
6,466 |
562.8% |
6,902 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-290 |
120-280 |
120-241 |
|
| R3 |
120-270 |
120-260 |
120-236 |
|
| R2 |
120-250 |
120-250 |
120-234 |
|
| R1 |
120-240 |
120-240 |
120-232 |
120-245 |
| PP |
120-230 |
120-230 |
120-230 |
120-232 |
| S1 |
120-220 |
120-220 |
120-228 |
120-225 |
| S2 |
120-210 |
120-210 |
120-226 |
|
| S3 |
120-190 |
120-200 |
120-224 |
|
| S4 |
120-170 |
120-180 |
120-219 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-077 |
121-293 |
120-278 |
|
| R3 |
121-237 |
121-133 |
120-234 |
|
| R2 |
121-077 |
121-077 |
120-219 |
|
| R1 |
120-293 |
120-293 |
120-205 |
120-265 |
| PP |
120-237 |
120-237 |
120-237 |
120-222 |
| S1 |
120-133 |
120-133 |
120-175 |
120-105 |
| S2 |
120-077 |
120-077 |
120-161 |
|
| S3 |
119-237 |
119-293 |
120-146 |
|
| S4 |
119-077 |
119-133 |
120-102 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-005 |
|
2.618 |
120-292 |
|
1.618 |
120-272 |
|
1.000 |
120-260 |
|
0.618 |
120-252 |
|
HIGH |
120-240 |
|
0.618 |
120-232 |
|
0.500 |
120-230 |
|
0.382 |
120-228 |
|
LOW |
120-220 |
|
0.618 |
120-208 |
|
1.000 |
120-200 |
|
1.618 |
120-188 |
|
2.618 |
120-168 |
|
4.250 |
120-135 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-230 |
120-245 |
| PP |
120-230 |
120-240 |
| S1 |
120-230 |
120-235 |
|