ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
119-225 |
119-190 |
-0-035 |
-0.1% |
120-045 |
High |
119-235 |
119-205 |
-0-030 |
-0.1% |
120-105 |
Low |
119-160 |
119-027 |
-0-133 |
-0.3% |
119-027 |
Close |
119-185 |
119-067 |
-0-118 |
-0.3% |
119-067 |
Range |
0-075 |
0-178 |
0-103 |
137.3% |
1-078 |
ATR |
0-093 |
0-099 |
0-006 |
6.6% |
0-000 |
Volume |
500,551 |
903,489 |
402,938 |
80.5% |
3,583,193 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-314 |
120-208 |
119-165 |
|
R3 |
120-136 |
120-030 |
119-116 |
|
R2 |
119-278 |
119-278 |
119-100 |
|
R1 |
119-172 |
119-172 |
119-083 |
119-136 |
PP |
119-100 |
119-100 |
119-100 |
119-082 |
S1 |
118-314 |
118-314 |
119-051 |
118-278 |
S2 |
118-242 |
118-242 |
119-034 |
|
S3 |
118-064 |
118-136 |
119-018 |
|
S4 |
117-206 |
117-278 |
118-289 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-087 |
122-155 |
119-286 |
|
R3 |
122-009 |
121-077 |
119-176 |
|
R2 |
120-251 |
120-251 |
119-140 |
|
R1 |
119-319 |
119-319 |
119-103 |
119-246 |
PP |
119-173 |
119-173 |
119-173 |
119-136 |
S1 |
118-241 |
118-241 |
119-031 |
118-168 |
S2 |
118-095 |
118-095 |
118-314 |
|
S3 |
117-017 |
117-163 |
118-278 |
|
S4 |
115-259 |
116-085 |
118-168 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-002 |
2.618 |
121-031 |
1.618 |
120-173 |
1.000 |
120-063 |
0.618 |
119-315 |
HIGH |
119-205 |
0.618 |
119-137 |
0.500 |
119-116 |
0.382 |
119-095 |
LOW |
119-027 |
0.618 |
118-237 |
1.000 |
118-169 |
1.618 |
118-059 |
2.618 |
117-201 |
4.250 |
116-230 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-116 |
119-141 |
PP |
119-100 |
119-116 |
S1 |
119-083 |
119-092 |
|