ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
119-310 |
120-045 |
0-055 |
0.1% |
119-177 |
High |
120-005 |
120-105 |
0-100 |
0.3% |
120-015 |
Low |
119-202 |
119-285 |
0-083 |
0.2% |
119-137 |
Close |
119-275 |
120-025 |
0-070 |
0.2% |
119-275 |
Range |
0-123 |
0-140 |
0-017 |
13.8% |
0-198 |
ATR |
0-089 |
0-093 |
0-004 |
4.9% |
0-000 |
Volume |
924,720 |
875,697 |
-49,023 |
-5.3% |
4,443,188 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-132 |
121-058 |
120-102 |
|
R3 |
120-312 |
120-238 |
120-064 |
|
R2 |
120-172 |
120-172 |
120-051 |
|
R1 |
120-098 |
120-098 |
120-038 |
120-065 |
PP |
120-032 |
120-032 |
120-032 |
120-015 |
S1 |
119-278 |
119-278 |
120-012 |
119-245 |
S2 |
119-212 |
119-212 |
119-319 |
|
S3 |
119-072 |
119-138 |
119-306 |
|
S4 |
118-252 |
118-318 |
119-268 |
|
|
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 |
122-060 |
2.618 |
121-152 |
1.618 |
121-012 |
1.000 |
120-245 |
0.618 |
120-192 |
HIGH |
120-105 |
0.618 |
120-052 |
0.500 |
120-035 |
0.382 |
120-018 |
LOW |
119-285 |
0.618 |
119-198 |
1.000 |
119-145 |
1.618 |
119-058 |
2.618 |
118-238 |
4.250 |
118-010 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
120-035 |
120-014 |
PP |
120-032 |
120-004 |
S1 |
120-028 |
119-314 |
|