ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
118-317 |
118-297 |
-0-020 |
-0.1% |
118-267 |
High |
119-000 |
118-300 |
-0-020 |
-0.1% |
119-040 |
Low |
118-272 |
118-190 |
-0-082 |
-0.2% |
118-170 |
Close |
118-287 |
118-200 |
-0-087 |
-0.2% |
118-285 |
Range |
0-048 |
0-110 |
0-062 |
129.2% |
0-190 |
ATR |
0-100 |
0-100 |
0-001 |
0.7% |
0-000 |
Volume |
556,201 |
599,865 |
43,664 |
7.9% |
3,766,719 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-240 |
119-170 |
118-260 |
|
R3 |
119-130 |
119-060 |
118-230 |
|
R2 |
119-020 |
119-020 |
118-220 |
|
R1 |
118-270 |
118-270 |
118-210 |
118-250 |
PP |
118-230 |
118-230 |
118-230 |
118-220 |
S1 |
118-160 |
118-160 |
118-190 |
118-140 |
S2 |
118-120 |
118-120 |
118-180 |
|
S3 |
118-010 |
118-050 |
118-170 |
|
S4 |
117-220 |
117-260 |
118-140 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-202 |
120-113 |
119-070 |
|
R3 |
120-012 |
119-243 |
119-017 |
|
R2 |
119-142 |
119-142 |
119-000 |
|
R1 |
119-053 |
119-053 |
118-302 |
119-098 |
PP |
118-272 |
118-272 |
118-272 |
118-294 |
S1 |
118-183 |
118-183 |
118-268 |
118-228 |
S2 |
118-082 |
118-082 |
118-250 |
|
S3 |
117-212 |
117-313 |
118-233 |
|
S4 |
117-022 |
117-123 |
118-180 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-128 |
2.618 |
119-268 |
1.618 |
119-158 |
1.000 |
119-090 |
0.618 |
119-048 |
HIGH |
118-300 |
0.618 |
118-258 |
0.500 |
118-245 |
0.382 |
118-232 |
LOW |
118-190 |
0.618 |
118-122 |
1.000 |
118-080 |
1.618 |
118-012 |
2.618 |
117-222 |
4.250 |
117-042 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
118-245 |
118-258 |
PP |
118-230 |
118-238 |
S1 |
118-215 |
118-219 |
|