ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
120-030 |
119-232 |
-0-118 |
-0.3% |
119-177 |
High |
120-032 |
119-255 |
-0-097 |
-0.3% |
120-015 |
Low |
119-225 |
119-182 |
-0-043 |
-0.1% |
119-137 |
Close |
119-245 |
119-235 |
-0-010 |
0.0% |
119-275 |
Range |
0-127 |
0-073 |
-0-054 |
-42.5% |
0-198 |
ATR |
0-095 |
0-094 |
-0-002 |
-1.7% |
0-000 |
Volume |
676,881 |
626,575 |
-50,306 |
-7.4% |
4,443,188 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-123 |
120-092 |
119-275 |
|
R3 |
120-050 |
120-019 |
119-255 |
|
R2 |
119-297 |
119-297 |
119-248 |
|
R1 |
119-266 |
119-266 |
119-242 |
119-282 |
PP |
119-224 |
119-224 |
119-224 |
119-232 |
S1 |
119-193 |
119-193 |
119-228 |
119-208 |
S2 |
119-151 |
119-151 |
119-222 |
|
S3 |
119-078 |
119-120 |
119-215 |
|
S4 |
119-005 |
119-047 |
119-195 |
|
|
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 |
120-245 |
2.618 |
120-126 |
1.618 |
120-053 |
1.000 |
120-008 |
0.618 |
119-300 |
HIGH |
119-255 |
0.618 |
119-227 |
0.500 |
119-218 |
0.382 |
119-210 |
LOW |
119-182 |
0.618 |
119-137 |
1.000 |
119-109 |
1.618 |
119-064 |
2.618 |
118-311 |
4.250 |
118-192 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-230 |
119-304 |
PP |
119-224 |
119-281 |
S1 |
119-218 |
119-258 |
|