ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
119-190 |
119-080 |
-0-110 |
-0.3% |
120-045 |
High |
119-205 |
119-110 |
-0-095 |
-0.2% |
120-105 |
Low |
119-027 |
119-047 |
0-020 |
0.1% |
119-027 |
Close |
119-067 |
119-095 |
0-028 |
0.1% |
119-067 |
Range |
0-178 |
0-063 |
-0-115 |
-64.6% |
1-078 |
ATR |
0-099 |
0-096 |
-0-003 |
-2.6% |
0-000 |
Volume |
903,489 |
511,219 |
-392,270 |
-43.4% |
3,583,193 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-273 |
119-247 |
119-130 |
|
R3 |
119-210 |
119-184 |
119-112 |
|
R2 |
119-147 |
119-147 |
119-107 |
|
R1 |
119-121 |
119-121 |
119-101 |
119-134 |
PP |
119-084 |
119-084 |
119-084 |
119-090 |
S1 |
119-058 |
119-058 |
119-089 |
119-071 |
S2 |
119-021 |
119-021 |
119-083 |
|
S3 |
118-278 |
118-315 |
119-078 |
|
S4 |
118-215 |
118-252 |
119-060 |
|
|
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 |
120-058 |
2.618 |
119-275 |
1.618 |
119-212 |
1.000 |
119-173 |
0.618 |
119-149 |
HIGH |
119-110 |
0.618 |
119-086 |
0.500 |
119-078 |
0.382 |
119-071 |
LOW |
119-047 |
0.618 |
119-008 |
1.000 |
118-304 |
1.618 |
118-265 |
2.618 |
118-202 |
4.250 |
118-099 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-090 |
119-131 |
PP |
119-084 |
119-119 |
S1 |
119-078 |
119-107 |
|