ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
118-187 |
119-017 |
0-150 |
0.4% |
118-260 |
High |
119-030 |
119-095 |
0-065 |
0.2% |
119-030 |
Low |
118-150 |
119-015 |
0-185 |
0.5% |
118-150 |
Close |
119-020 |
119-067 |
0-047 |
0.1% |
119-020 |
Range |
0-200 |
0-080 |
-0-120 |
-60.0% |
0-200 |
ATR |
0-104 |
0-102 |
-0-002 |
-1.6% |
0-000 |
Volume |
1,036,320 |
610,318 |
-426,002 |
-41.1% |
3,565,822 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-299 |
119-263 |
119-111 |
|
R3 |
119-219 |
119-183 |
119-089 |
|
R2 |
119-139 |
119-139 |
119-082 |
|
R1 |
119-103 |
119-103 |
119-074 |
119-121 |
PP |
119-059 |
119-059 |
119-059 |
119-068 |
S1 |
119-023 |
119-023 |
119-060 |
119-041 |
S2 |
118-299 |
118-299 |
119-052 |
|
S3 |
118-219 |
118-263 |
119-045 |
|
S4 |
118-139 |
118-183 |
119-023 |
|
|
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 |
120-115 |
2.618 |
119-304 |
1.618 |
119-224 |
1.000 |
119-175 |
0.618 |
119-144 |
HIGH |
119-095 |
0.618 |
119-064 |
0.500 |
119-055 |
0.382 |
119-046 |
LOW |
119-015 |
0.618 |
118-286 |
1.000 |
118-255 |
1.618 |
118-206 |
2.618 |
118-126 |
4.250 |
117-315 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
119-063 |
119-032 |
PP |
119-059 |
118-317 |
S1 |
119-055 |
118-282 |
|