ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
118-297 |
118-200 |
-0-097 |
-0.3% |
118-267 |
High |
118-300 |
118-232 |
-0-068 |
-0.2% |
119-040 |
Low |
118-190 |
118-187 |
-0-003 |
0.0% |
118-170 |
Close |
118-200 |
118-205 |
0-005 |
0.0% |
118-285 |
Range |
0-110 |
0-045 |
-0-065 |
-59.1% |
0-190 |
ATR |
0-100 |
0-096 |
-0-004 |
-3.9% |
0-000 |
Volume |
599,865 |
553,313 |
-46,552 |
-7.8% |
3,766,719 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-023 |
118-319 |
118-230 |
|
R3 |
118-298 |
118-274 |
118-217 |
|
R2 |
118-253 |
118-253 |
118-213 |
|
R1 |
118-229 |
118-229 |
118-209 |
118-241 |
PP |
118-208 |
118-208 |
118-208 |
118-214 |
S1 |
118-184 |
118-184 |
118-201 |
118-196 |
S2 |
118-163 |
118-163 |
118-197 |
|
S3 |
118-118 |
118-139 |
118-193 |
|
S4 |
118-073 |
118-094 |
118-180 |
|
|
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 |
119-103 |
2.618 |
119-030 |
1.618 |
118-305 |
1.000 |
118-277 |
0.618 |
118-260 |
HIGH |
118-232 |
0.618 |
118-215 |
0.500 |
118-210 |
0.382 |
118-204 |
LOW |
118-187 |
0.618 |
118-159 |
1.000 |
118-142 |
1.618 |
118-114 |
2.618 |
118-069 |
4.250 |
117-316 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
118-210 |
118-254 |
PP |
118-208 |
118-237 |
S1 |
118-206 |
118-221 |
|