ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-285 |
119-310 |
0-025 |
0.1% |
119-177 |
High |
120-015 |
120-005 |
-0-010 |
0.0% |
120-015 |
Low |
119-270 |
119-202 |
-0-068 |
-0.2% |
119-137 |
Close |
119-312 |
119-275 |
-0-037 |
-0.1% |
119-275 |
Range |
0-065 |
0-123 |
0-058 |
89.2% |
0-198 |
ATR |
0-086 |
0-089 |
0-003 |
3.1% |
0-000 |
Volume |
1,208,990 |
924,720 |
-284,270 |
-23.5% |
4,443,188 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-316 |
120-259 |
120-023 |
|
R3 |
120-193 |
120-136 |
119-309 |
|
R2 |
120-070 |
120-070 |
119-298 |
|
R1 |
120-013 |
120-013 |
119-286 |
119-300 |
PP |
119-267 |
119-267 |
119-267 |
119-251 |
S1 |
119-210 |
119-210 |
119-264 |
119-177 |
S2 |
119-144 |
119-144 |
119-252 |
|
S3 |
119-021 |
119-087 |
119-241 |
|
S4 |
118-218 |
118-284 |
119-207 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-203 |
121-117 |
120-064 |
|
R3 |
121-005 |
120-239 |
120-009 |
|
R2 |
120-127 |
120-127 |
119-311 |
|
R1 |
120-041 |
120-041 |
119-293 |
120-084 |
PP |
119-249 |
119-249 |
119-249 |
119-270 |
S1 |
119-163 |
119-163 |
119-257 |
119-206 |
S2 |
119-051 |
119-051 |
119-239 |
|
S3 |
118-173 |
118-285 |
119-221 |
|
S4 |
117-295 |
118-087 |
119-166 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-208 |
2.618 |
121-007 |
1.618 |
120-204 |
1.000 |
120-128 |
0.618 |
120-081 |
HIGH |
120-005 |
0.618 |
119-278 |
0.500 |
119-264 |
0.382 |
119-249 |
LOW |
119-202 |
0.618 |
119-126 |
1.000 |
119-079 |
1.618 |
119-003 |
2.618 |
118-200 |
4.250 |
117-319 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-271 |
119-272 |
PP |
119-267 |
119-270 |
S1 |
119-264 |
119-268 |
|