ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
119-110 |
119-160 |
0-050 |
0.1% |
120-045 |
High |
119-197 |
119-292 |
0-095 |
0.2% |
120-105 |
Low |
119-105 |
119-097 |
-0-008 |
0.0% |
119-027 |
Close |
119-167 |
119-270 |
0-103 |
0.3% |
119-067 |
Range |
0-092 |
0-195 |
0-103 |
112.0% |
1-078 |
ATR |
0-093 |
0-101 |
0-007 |
7.8% |
0-000 |
Volume |
605,684 |
1,030,302 |
424,618 |
70.1% |
3,583,193 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-165 |
121-092 |
120-057 |
|
R3 |
120-290 |
120-217 |
120-004 |
|
R2 |
120-095 |
120-095 |
119-306 |
|
R1 |
120-022 |
120-022 |
119-288 |
120-058 |
PP |
119-220 |
119-220 |
119-220 |
119-238 |
S1 |
119-147 |
119-147 |
119-252 |
119-184 |
S2 |
119-025 |
119-025 |
119-234 |
|
S3 |
118-150 |
118-272 |
119-216 |
|
S4 |
117-275 |
118-077 |
119-163 |
|
|
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 |
122-161 |
2.618 |
121-163 |
1.618 |
120-288 |
1.000 |
120-167 |
0.618 |
120-093 |
HIGH |
119-292 |
0.618 |
119-218 |
0.500 |
119-194 |
0.382 |
119-171 |
LOW |
119-097 |
0.618 |
118-296 |
1.000 |
118-222 |
1.618 |
118-101 |
2.618 |
117-226 |
4.250 |
116-228 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-245 |
119-240 |
PP |
119-220 |
119-211 |
S1 |
119-194 |
119-181 |
|