ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-130 |
119-150 |
0-020 |
0.1% |
119-180 |
High |
119-160 |
119-220 |
0-060 |
0.2% |
120-020 |
Low |
119-100 |
119-150 |
0-050 |
0.1% |
119-160 |
Close |
119-120 |
119-220 |
0-100 |
0.3% |
119-280 |
Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-180 |
ATR |
0-083 |
0-085 |
0-001 |
1.4% |
0-000 |
Volume |
7,689 |
16,276 |
8,587 |
111.7% |
44,169 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-087 |
120-063 |
119-258 |
|
R3 |
120-017 |
119-313 |
119-239 |
|
R2 |
119-267 |
119-267 |
119-233 |
|
R1 |
119-243 |
119-243 |
119-226 |
119-255 |
PP |
119-197 |
119-197 |
119-197 |
119-202 |
S1 |
119-173 |
119-173 |
119-214 |
119-185 |
S2 |
119-127 |
119-127 |
119-207 |
|
S3 |
119-057 |
119-103 |
119-201 |
|
S4 |
118-307 |
119-033 |
119-182 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-160 |
121-080 |
120-059 |
|
R3 |
120-300 |
120-220 |
120-010 |
|
R2 |
120-120 |
120-120 |
119-313 |
|
R1 |
120-040 |
120-040 |
119-296 |
120-080 |
PP |
119-260 |
119-260 |
119-260 |
119-280 |
S1 |
119-180 |
119-180 |
119-264 |
119-220 |
S2 |
119-080 |
119-080 |
119-247 |
|
S3 |
118-220 |
119-000 |
119-230 |
|
S4 |
118-040 |
118-140 |
119-181 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-198 |
2.618 |
120-083 |
1.618 |
120-013 |
1.000 |
119-290 |
0.618 |
119-263 |
HIGH |
119-220 |
0.618 |
119-193 |
0.500 |
119-185 |
0.382 |
119-177 |
LOW |
119-150 |
0.618 |
119-107 |
1.000 |
119-080 |
1.618 |
119-037 |
2.618 |
118-287 |
4.250 |
118-172 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-208 |
119-202 |
PP |
119-197 |
119-183 |
S1 |
119-185 |
119-165 |
|