ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-177 |
119-177 |
0-000 |
0.0% |
119-180 |
High |
119-215 |
119-245 |
0-030 |
0.1% |
120-000 |
Low |
119-137 |
119-167 |
0-030 |
0.1% |
119-130 |
Close |
119-167 |
119-232 |
0-065 |
0.2% |
119-190 |
Range |
0-078 |
0-078 |
0-000 |
0.0% |
0-190 |
ATR |
0-088 |
0-087 |
-0-001 |
-0.8% |
0-000 |
Volume |
447,482 |
748,985 |
301,503 |
67.4% |
86,813 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-129 |
120-098 |
119-275 |
|
R3 |
120-051 |
120-020 |
119-253 |
|
R2 |
119-293 |
119-293 |
119-246 |
|
R1 |
119-262 |
119-262 |
119-239 |
119-278 |
PP |
119-215 |
119-215 |
119-215 |
119-222 |
S1 |
119-184 |
119-184 |
119-225 |
119-200 |
S2 |
119-137 |
119-137 |
119-218 |
|
S3 |
119-059 |
119-106 |
119-211 |
|
S4 |
118-301 |
119-028 |
119-189 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-143 |
121-037 |
119-294 |
|
R3 |
120-273 |
120-167 |
119-242 |
|
R2 |
120-083 |
120-083 |
119-225 |
|
R1 |
119-297 |
119-297 |
119-207 |
120-030 |
PP |
119-213 |
119-213 |
119-213 |
119-240 |
S1 |
119-107 |
119-107 |
119-173 |
119-160 |
S2 |
119-023 |
119-023 |
119-155 |
|
S3 |
118-153 |
118-237 |
119-138 |
|
S4 |
117-283 |
118-047 |
119-086 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-256 |
2.618 |
120-129 |
1.618 |
120-051 |
1.000 |
120-003 |
0.618 |
119-293 |
HIGH |
119-245 |
0.618 |
119-215 |
0.500 |
119-206 |
0.382 |
119-197 |
LOW |
119-167 |
0.618 |
119-119 |
1.000 |
119-089 |
1.618 |
119-041 |
2.618 |
118-283 |
4.250 |
118-156 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-223 |
119-217 |
PP |
119-215 |
119-202 |
S1 |
119-206 |
119-188 |
|