ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
118-240 |
118-245 |
0-005 |
0.0% |
119-257 |
High |
118-287 |
119-040 |
0-073 |
0.2% |
119-275 |
Low |
118-217 |
118-235 |
0-018 |
0.0% |
118-225 |
Close |
118-262 |
119-015 |
0-073 |
0.2% |
118-265 |
Range |
0-070 |
0-125 |
0-055 |
78.6% |
1-050 |
ATR |
0-105 |
0-107 |
0-001 |
1.3% |
0-000 |
Volume |
716,265 |
843,299 |
127,034 |
17.7% |
3,954,263 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-045 |
119-315 |
119-084 |
|
R3 |
119-240 |
119-190 |
119-049 |
|
R2 |
119-115 |
119-115 |
119-038 |
|
R1 |
119-065 |
119-065 |
119-026 |
119-090 |
PP |
118-310 |
118-310 |
118-310 |
119-002 |
S1 |
118-260 |
118-260 |
119-004 |
118-285 |
S2 |
118-185 |
118-185 |
118-312 |
|
S3 |
118-060 |
118-135 |
118-301 |
|
S4 |
117-255 |
118-010 |
118-266 |
|
|
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 |
120-251 |
2.618 |
120-047 |
1.618 |
119-242 |
1.000 |
119-165 |
0.618 |
119-117 |
HIGH |
119-040 |
0.618 |
118-312 |
0.500 |
118-298 |
0.382 |
118-283 |
LOW |
118-235 |
0.618 |
118-158 |
1.000 |
118-110 |
1.618 |
118-033 |
2.618 |
117-228 |
4.250 |
117-024 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
119-002 |
118-312 |
PP |
118-310 |
118-288 |
S1 |
118-298 |
118-265 |
|