ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
118-267 |
118-240 |
-0-027 |
-0.1% |
119-257 |
High |
118-270 |
118-287 |
0-017 |
0.0% |
119-275 |
Low |
118-170 |
118-217 |
0-047 |
0.1% |
118-225 |
Close |
118-235 |
118-262 |
0-027 |
0.1% |
118-265 |
Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
1-050 |
ATR |
0-108 |
0-105 |
-0-003 |
-2.5% |
0-000 |
Volume |
859,663 |
716,265 |
-143,398 |
-16.7% |
3,954,263 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-145 |
119-114 |
118-300 |
|
R3 |
119-075 |
119-044 |
118-281 |
|
R2 |
119-005 |
119-005 |
118-275 |
|
R1 |
118-294 |
118-294 |
118-268 |
118-310 |
PP |
118-255 |
118-255 |
118-255 |
118-263 |
S1 |
118-224 |
118-224 |
118-256 |
118-240 |
S2 |
118-185 |
118-185 |
118-249 |
|
S3 |
118-115 |
118-154 |
118-243 |
|
S4 |
118-045 |
118-084 |
118-224 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-192 |
121-278 |
119-148 |
|
R3 |
121-142 |
120-228 |
119-047 |
|
R2 |
120-092 |
120-092 |
119-013 |
|
R1 |
119-178 |
119-178 |
118-299 |
119-110 |
PP |
119-042 |
119-042 |
119-042 |
119-008 |
S1 |
118-128 |
118-128 |
118-231 |
118-060 |
S2 |
117-312 |
117-312 |
118-197 |
|
S3 |
116-262 |
117-078 |
118-163 |
|
S4 |
115-212 |
116-028 |
118-062 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-264 |
2.618 |
119-150 |
1.618 |
119-080 |
1.000 |
119-037 |
0.618 |
119-010 |
HIGH |
118-287 |
0.618 |
118-260 |
0.500 |
118-252 |
0.382 |
118-244 |
LOW |
118-217 |
0.618 |
118-174 |
1.000 |
118-147 |
1.618 |
118-104 |
2.618 |
118-034 |
4.250 |
117-240 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
118-259 |
118-254 |
PP |
118-255 |
118-246 |
S1 |
118-252 |
118-238 |
|