ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-180 |
119-280 |
0-100 |
0.3% |
119-270 |
High |
119-290 |
120-000 |
0-030 |
0.1% |
119-270 |
Low |
119-170 |
119-210 |
0-040 |
0.1% |
119-100 |
Close |
119-270 |
119-220 |
-0-050 |
-0.1% |
119-200 |
Range |
0-120 |
0-110 |
-0-010 |
-8.3% |
0-170 |
ATR |
0-086 |
0-087 |
0-002 |
2.0% |
0-000 |
Volume |
11,786 |
17,436 |
5,650 |
47.9% |
60,141 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-260 |
120-190 |
119-280 |
|
R3 |
120-150 |
120-080 |
119-250 |
|
R2 |
120-040 |
120-040 |
119-240 |
|
R1 |
119-290 |
119-290 |
119-230 |
119-270 |
PP |
119-250 |
119-250 |
119-250 |
119-240 |
S1 |
119-180 |
119-180 |
119-210 |
119-160 |
S2 |
119-140 |
119-140 |
119-200 |
|
S3 |
119-030 |
119-070 |
119-190 |
|
S4 |
118-240 |
118-280 |
119-160 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-060 |
120-300 |
119-294 |
|
R3 |
120-210 |
120-130 |
119-247 |
|
R2 |
120-040 |
120-040 |
119-231 |
|
R1 |
119-280 |
119-280 |
119-216 |
119-235 |
PP |
119-190 |
119-190 |
119-190 |
119-168 |
S1 |
119-110 |
119-110 |
119-184 |
119-065 |
S2 |
119-020 |
119-020 |
119-169 |
|
S3 |
118-170 |
118-260 |
119-153 |
|
S4 |
118-000 |
118-090 |
119-106 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-148 |
2.618 |
120-288 |
1.618 |
120-178 |
1.000 |
120-110 |
0.618 |
120-068 |
HIGH |
120-000 |
0.618 |
119-278 |
0.500 |
119-265 |
0.382 |
119-252 |
LOW |
119-210 |
0.618 |
119-142 |
1.000 |
119-100 |
1.618 |
119-032 |
2.618 |
118-242 |
4.250 |
118-062 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-265 |
119-245 |
PP |
119-250 |
119-237 |
S1 |
119-235 |
119-228 |
|