ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-262 |
0-102 |
0.3% |
119-080 |
High |
119-292 |
120-015 |
0-043 |
0.1% |
120-015 |
Low |
119-097 |
119-230 |
0-133 |
0.3% |
119-047 |
Close |
119-270 |
119-270 |
0-000 |
0.0% |
119-270 |
Range |
0-195 |
0-105 |
-0-090 |
-46.2% |
0-288 |
ATR |
0-101 |
0-101 |
0-000 |
0.3% |
0-000 |
Volume |
1,030,302 |
838,396 |
-191,906 |
-18.6% |
3,518,390 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-273 |
120-217 |
120-008 |
|
R3 |
120-168 |
120-112 |
119-299 |
|
R2 |
120-063 |
120-063 |
119-289 |
|
R1 |
120-007 |
120-007 |
119-280 |
120-035 |
PP |
119-278 |
119-278 |
119-278 |
119-292 |
S1 |
119-222 |
119-222 |
119-260 |
119-250 |
S2 |
119-173 |
119-173 |
119-251 |
|
S3 |
119-068 |
119-117 |
119-241 |
|
S4 |
118-283 |
119-012 |
119-212 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-121 |
122-004 |
120-108 |
|
R3 |
121-153 |
121-036 |
120-029 |
|
R2 |
120-185 |
120-185 |
120-003 |
|
R1 |
120-068 |
120-068 |
119-296 |
120-126 |
PP |
119-217 |
119-217 |
119-217 |
119-247 |
S1 |
119-100 |
119-100 |
119-244 |
119-158 |
S2 |
118-249 |
118-249 |
119-217 |
|
S3 |
117-281 |
118-132 |
119-191 |
|
S4 |
116-313 |
117-164 |
119-112 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-141 |
2.618 |
120-290 |
1.618 |
120-185 |
1.000 |
120-120 |
0.618 |
120-080 |
HIGH |
120-015 |
0.618 |
119-295 |
0.500 |
119-282 |
0.382 |
119-270 |
LOW |
119-230 |
0.618 |
119-165 |
1.000 |
119-125 |
1.618 |
119-060 |
2.618 |
118-275 |
4.250 |
118-104 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-282 |
119-252 |
PP |
119-278 |
119-234 |
S1 |
119-274 |
119-216 |
|