ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
119-257 |
119-202 |
-0-055 |
-0.1% |
119-080 |
High |
119-275 |
119-252 |
-0-023 |
-0.1% |
120-015 |
Low |
119-190 |
119-192 |
0-002 |
0.0% |
119-047 |
Close |
119-195 |
119-235 |
0-040 |
0.1% |
119-270 |
Range |
0-085 |
0-060 |
-0-025 |
-29.4% |
0-288 |
ATR |
0-100 |
0-097 |
-0-003 |
-2.9% |
0-000 |
Volume |
515,270 |
550,400 |
35,130 |
6.8% |
3,518,390 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-086 |
120-061 |
119-268 |
|
R3 |
120-026 |
120-001 |
119-252 |
|
R2 |
119-286 |
119-286 |
119-246 |
|
R1 |
119-261 |
119-261 |
119-240 |
119-274 |
PP |
119-226 |
119-226 |
119-226 |
119-233 |
S1 |
119-201 |
119-201 |
119-230 |
119-214 |
S2 |
119-166 |
119-166 |
119-224 |
|
S3 |
119-106 |
119-141 |
119-218 |
|
S4 |
119-046 |
119-081 |
119-202 |
|
|
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 |
120-187 |
2.618 |
120-089 |
1.618 |
120-029 |
1.000 |
119-312 |
0.618 |
119-289 |
HIGH |
119-252 |
0.618 |
119-229 |
0.500 |
119-222 |
0.382 |
119-215 |
LOW |
119-192 |
0.618 |
119-155 |
1.000 |
119-132 |
1.618 |
119-095 |
2.618 |
119-035 |
4.250 |
118-257 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-231 |
119-262 |
PP |
119-226 |
119-253 |
S1 |
119-222 |
119-244 |
|