ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
118-200 |
118-187 |
-0-013 |
0.0% |
118-260 |
High |
118-232 |
119-030 |
0-118 |
0.3% |
119-030 |
Low |
118-187 |
118-150 |
-0-037 |
-0.1% |
118-150 |
Close |
118-205 |
119-020 |
0-135 |
0.4% |
119-020 |
Range |
0-045 |
0-200 |
0-155 |
344.4% |
0-200 |
ATR |
0-096 |
0-104 |
0-007 |
7.7% |
0-000 |
Volume |
553,313 |
1,036,320 |
483,007 |
87.3% |
3,565,822 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-240 |
120-170 |
119-130 |
|
R3 |
120-040 |
119-290 |
119-075 |
|
R2 |
119-160 |
119-160 |
119-057 |
|
R1 |
119-090 |
119-090 |
119-038 |
119-125 |
PP |
118-280 |
118-280 |
118-280 |
118-298 |
S1 |
118-210 |
118-210 |
119-002 |
118-245 |
S2 |
118-080 |
118-080 |
118-303 |
|
S3 |
117-200 |
118-010 |
118-285 |
|
S4 |
117-000 |
117-130 |
118-230 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-240 |
120-170 |
119-130 |
|
R3 |
120-040 |
119-290 |
119-075 |
|
R2 |
119-160 |
119-160 |
119-057 |
|
R1 |
119-090 |
119-090 |
119-038 |
119-125 |
PP |
118-280 |
118-280 |
118-280 |
118-298 |
S1 |
118-210 |
118-210 |
119-002 |
118-245 |
S2 |
118-080 |
118-080 |
118-303 |
|
S3 |
117-200 |
118-010 |
118-285 |
|
S4 |
117-000 |
117-130 |
118-230 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-240 |
2.618 |
120-234 |
1.618 |
120-034 |
1.000 |
119-230 |
0.618 |
119-154 |
HIGH |
119-030 |
0.618 |
118-274 |
0.500 |
118-250 |
0.382 |
118-226 |
LOW |
118-150 |
0.618 |
118-026 |
1.000 |
117-270 |
1.618 |
117-146 |
2.618 |
116-266 |
4.250 |
115-260 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
118-310 |
118-310 |
PP |
118-280 |
118-280 |
S1 |
118-250 |
118-250 |
|