ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-177 |
119-225 |
0-048 |
0.1% |
119-180 |
High |
119-245 |
119-292 |
0-047 |
0.1% |
120-000 |
Low |
119-167 |
119-200 |
0-033 |
0.1% |
119-130 |
Close |
119-232 |
119-277 |
0-045 |
0.1% |
119-190 |
Range |
0-078 |
0-092 |
0-014 |
17.9% |
0-190 |
ATR |
0-087 |
0-088 |
0-000 |
0.4% |
0-000 |
Volume |
748,985 |
1,113,011 |
364,026 |
48.6% |
86,813 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-212 |
120-177 |
120-008 |
|
R3 |
120-120 |
120-085 |
119-302 |
|
R2 |
120-028 |
120-028 |
119-294 |
|
R1 |
119-313 |
119-313 |
119-285 |
120-010 |
PP |
119-256 |
119-256 |
119-256 |
119-265 |
S1 |
119-221 |
119-221 |
119-269 |
119-238 |
S2 |
119-164 |
119-164 |
119-260 |
|
S3 |
119-072 |
119-129 |
119-252 |
|
S4 |
118-300 |
119-037 |
119-226 |
|
|
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 |
121-043 |
2.618 |
120-213 |
1.618 |
120-121 |
1.000 |
120-064 |
0.618 |
120-029 |
HIGH |
119-292 |
0.618 |
119-257 |
0.500 |
119-246 |
0.382 |
119-235 |
LOW |
119-200 |
0.618 |
119-143 |
1.000 |
119-108 |
1.618 |
119-051 |
2.618 |
118-279 |
4.250 |
118-129 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-267 |
119-256 |
PP |
119-256 |
119-235 |
S1 |
119-246 |
119-214 |
|