ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
120-252 |
120-267 |
0-015 |
0.0% |
120-270 |
| High |
120-270 |
120-292 |
0-022 |
0.1% |
121-010 |
| Low |
120-220 |
120-230 |
0-010 |
0.0% |
120-170 |
| Close |
120-260 |
120-282 |
0-022 |
0.1% |
120-260 |
| Range |
0-050 |
0-062 |
0-012 |
24.0% |
0-160 |
| ATR |
0-074 |
0-074 |
-0-001 |
-1.2% |
0-000 |
| Volume |
334,507 |
710,222 |
375,715 |
112.3% |
576,626 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-134 |
121-110 |
120-316 |
|
| R3 |
121-072 |
121-048 |
120-299 |
|
| R2 |
121-010 |
121-010 |
120-293 |
|
| R1 |
120-306 |
120-306 |
120-288 |
120-318 |
| PP |
120-268 |
120-268 |
120-268 |
120-274 |
| S1 |
120-244 |
120-244 |
120-276 |
120-256 |
| S2 |
120-206 |
120-206 |
120-271 |
|
| S3 |
120-144 |
120-182 |
120-265 |
|
| S4 |
120-082 |
120-120 |
120-248 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-093 |
122-017 |
121-028 |
|
| R3 |
121-253 |
121-177 |
120-304 |
|
| R2 |
121-093 |
121-093 |
120-289 |
|
| R1 |
121-017 |
121-017 |
120-275 |
120-295 |
| PP |
120-253 |
120-253 |
120-253 |
120-232 |
| S1 |
120-177 |
120-177 |
120-245 |
120-135 |
| S2 |
120-093 |
120-093 |
120-231 |
|
| S3 |
119-253 |
120-017 |
120-216 |
|
| S4 |
119-093 |
119-177 |
120-172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-236 |
|
2.618 |
121-134 |
|
1.618 |
121-072 |
|
1.000 |
121-034 |
|
0.618 |
121-010 |
|
HIGH |
120-292 |
|
0.618 |
120-268 |
|
0.500 |
120-261 |
|
0.382 |
120-254 |
|
LOW |
120-230 |
|
0.618 |
120-192 |
|
1.000 |
120-168 |
|
1.618 |
120-130 |
|
2.618 |
120-068 |
|
4.250 |
119-286 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-275 |
120-265 |
| PP |
120-268 |
120-248 |
| S1 |
120-261 |
120-231 |
|