ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
120-045 |
120-030 |
-0-015 |
0.0% |
119-177 |
High |
120-105 |
120-032 |
-0-073 |
-0.2% |
120-015 |
Low |
119-285 |
119-225 |
-0-060 |
-0.2% |
119-137 |
Close |
120-025 |
119-245 |
-0-100 |
-0.3% |
119-275 |
Range |
0-140 |
0-127 |
-0-013 |
-9.3% |
0-198 |
ATR |
0-093 |
0-095 |
0-002 |
2.6% |
0-000 |
Volume |
875,697 |
676,881 |
-198,816 |
-22.7% |
4,443,188 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-015 |
120-257 |
119-315 |
|
R3 |
120-208 |
120-130 |
119-280 |
|
R2 |
120-081 |
120-081 |
119-268 |
|
R1 |
120-003 |
120-003 |
119-257 |
119-298 |
PP |
119-274 |
119-274 |
119-274 |
119-262 |
S1 |
119-196 |
119-196 |
119-233 |
119-172 |
S2 |
119-147 |
119-147 |
119-222 |
|
S3 |
119-020 |
119-069 |
119-210 |
|
S4 |
118-213 |
118-262 |
119-175 |
|
|
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 |
121-252 |
2.618 |
121-044 |
1.618 |
120-237 |
1.000 |
120-159 |
0.618 |
120-110 |
HIGH |
120-032 |
0.618 |
119-303 |
0.500 |
119-288 |
0.382 |
119-274 |
LOW |
119-225 |
0.618 |
119-147 |
1.000 |
119-098 |
1.618 |
119-020 |
2.618 |
118-213 |
4.250 |
118-005 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-288 |
119-314 |
PP |
119-274 |
119-291 |
S1 |
119-260 |
119-268 |
|