ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
120-290 |
120-130 |
-0-160 |
-0.4% |
120-220 |
| High |
121-000 |
120-130 |
-0-190 |
-0.5% |
121-020 |
| Low |
120-120 |
120-130 |
0-010 |
0.0% |
120-120 |
| Close |
120-140 |
120-130 |
-0-010 |
0.0% |
120-140 |
| Range |
0-200 |
0-000 |
-0-200 |
-100.0% |
0-220 |
| ATR |
0-070 |
0-066 |
-0-004 |
-6.1% |
0-000 |
| Volume |
3,932 |
19,733 |
15,801 |
401.9% |
28,611 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-130 |
120-130 |
120-130 |
|
| R3 |
120-130 |
120-130 |
120-130 |
|
| R2 |
120-130 |
120-130 |
120-130 |
|
| R1 |
120-130 |
120-130 |
120-130 |
120-130 |
| PP |
120-130 |
120-130 |
120-130 |
120-130 |
| S1 |
120-130 |
120-130 |
120-130 |
120-130 |
| S2 |
120-130 |
120-130 |
120-130 |
|
| S3 |
120-130 |
120-130 |
120-130 |
|
| S4 |
120-130 |
120-130 |
120-130 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-220 |
122-080 |
120-261 |
|
| R3 |
122-000 |
121-180 |
120-200 |
|
| R2 |
121-100 |
121-100 |
120-180 |
|
| R1 |
120-280 |
120-280 |
120-160 |
120-240 |
| PP |
120-200 |
120-200 |
120-200 |
120-180 |
| S1 |
120-060 |
120-060 |
120-120 |
120-020 |
| S2 |
119-300 |
119-300 |
120-100 |
|
| S3 |
119-080 |
119-160 |
120-080 |
|
| S4 |
118-180 |
118-260 |
120-019 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-130 |
|
2.618 |
120-130 |
|
1.618 |
120-130 |
|
1.000 |
120-130 |
|
0.618 |
120-130 |
|
HIGH |
120-130 |
|
0.618 |
120-130 |
|
0.500 |
120-130 |
|
0.382 |
120-130 |
|
LOW |
120-130 |
|
0.618 |
120-130 |
|
1.000 |
120-130 |
|
1.618 |
120-130 |
|
2.618 |
120-130 |
|
4.250 |
120-130 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-130 |
120-230 |
| PP |
120-130 |
120-197 |
| S1 |
120-130 |
120-163 |
|