ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
120-310 |
0-040 |
0.1% |
120-130 |
| High |
121-010 |
120-310 |
-0-020 |
-0.1% |
120-290 |
| Low |
120-260 |
120-240 |
-0-020 |
-0.1% |
120-060 |
| Close |
120-310 |
120-240 |
-0-070 |
-0.2% |
120-260 |
| Range |
0-070 |
0-070 |
0-000 |
0.0% |
0-230 |
| ATR |
0-071 |
0-071 |
0-000 |
-0.1% |
0-000 |
| Volume |
8,193 |
25,732 |
17,539 |
214.1% |
56,890 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-153 |
121-107 |
120-278 |
|
| R3 |
121-083 |
121-037 |
120-259 |
|
| R2 |
121-013 |
121-013 |
120-253 |
|
| R1 |
120-287 |
120-287 |
120-246 |
120-275 |
| PP |
120-263 |
120-263 |
120-263 |
120-258 |
| S1 |
120-217 |
120-217 |
120-234 |
120-205 |
| S2 |
120-193 |
120-193 |
120-227 |
|
| S3 |
120-123 |
120-147 |
120-221 |
|
| S4 |
120-053 |
120-077 |
120-202 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-253 |
122-167 |
121-066 |
|
| R3 |
122-023 |
121-257 |
121-003 |
|
| R2 |
121-113 |
121-113 |
120-302 |
|
| R1 |
121-027 |
121-027 |
120-281 |
121-070 |
| PP |
120-203 |
120-203 |
120-203 |
120-225 |
| S1 |
120-117 |
120-117 |
120-239 |
120-160 |
| S2 |
119-293 |
119-293 |
120-218 |
|
| S3 |
119-063 |
119-207 |
120-197 |
|
| S4 |
118-153 |
118-297 |
120-134 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-288 |
|
2.618 |
121-173 |
|
1.618 |
121-103 |
|
1.000 |
121-060 |
|
0.618 |
121-033 |
|
HIGH |
120-310 |
|
0.618 |
120-283 |
|
0.500 |
120-275 |
|
0.382 |
120-267 |
|
LOW |
120-240 |
|
0.618 |
120-197 |
|
1.000 |
120-170 |
|
1.618 |
120-127 |
|
2.618 |
120-057 |
|
4.250 |
119-262 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-275 |
120-285 |
| PP |
120-263 |
120-270 |
| S1 |
120-252 |
120-255 |
|