ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-280 |
119-220 |
-0-060 |
-0.2% |
119-270 |
High |
120-000 |
119-280 |
-0-040 |
-0.1% |
119-270 |
Low |
119-210 |
119-140 |
-0-070 |
-0.2% |
119-100 |
Close |
119-220 |
119-170 |
-0-050 |
-0.1% |
119-200 |
Range |
0-110 |
0-140 |
0-030 |
27.3% |
0-170 |
ATR |
0-087 |
0-091 |
0-004 |
4.3% |
0-000 |
Volume |
17,436 |
31,411 |
13,975 |
80.2% |
60,141 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-297 |
120-213 |
119-247 |
|
R3 |
120-157 |
120-073 |
119-208 |
|
R2 |
120-017 |
120-017 |
119-196 |
|
R1 |
119-253 |
119-253 |
119-183 |
119-225 |
PP |
119-197 |
119-197 |
119-197 |
119-182 |
S1 |
119-113 |
119-113 |
119-157 |
119-085 |
S2 |
119-057 |
119-057 |
119-144 |
|
S3 |
118-237 |
118-293 |
119-132 |
|
S4 |
118-097 |
118-153 |
119-093 |
|
|
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 |
121-235 |
2.618 |
121-007 |
1.618 |
120-187 |
1.000 |
120-100 |
0.618 |
120-047 |
HIGH |
119-280 |
0.618 |
119-227 |
0.500 |
119-210 |
0.382 |
119-193 |
LOW |
119-140 |
0.618 |
119-053 |
1.000 |
119-000 |
1.618 |
118-233 |
2.618 |
118-093 |
4.250 |
117-185 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-210 |
119-230 |
PP |
119-197 |
119-210 |
S1 |
119-183 |
119-190 |
|