ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
118-120 |
118-040 |
-0-080 |
-0.2% |
119-090 |
| High |
118-120 |
118-040 |
-0-080 |
-0.2% |
119-130 |
| Low |
118-120 |
118-040 |
-0-080 |
-0.2% |
118-120 |
| Close |
118-120 |
118-040 |
-0-080 |
-0.2% |
118-120 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-040 |
118-040 |
118-040 |
|
| R3 |
118-040 |
118-040 |
118-040 |
|
| R2 |
118-040 |
118-040 |
118-040 |
|
| R1 |
118-040 |
118-040 |
118-040 |
118-040 |
| PP |
118-040 |
118-040 |
118-040 |
118-040 |
| S1 |
118-040 |
118-040 |
118-040 |
118-040 |
| S2 |
118-040 |
118-040 |
118-040 |
|
| S3 |
118-040 |
118-040 |
118-040 |
|
| S4 |
118-040 |
118-040 |
118-040 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-040 |
118-302 |
|
| R3 |
120-250 |
120-030 |
118-211 |
|
| R2 |
119-240 |
119-240 |
118-180 |
|
| R1 |
119-020 |
119-020 |
118-150 |
118-285 |
| PP |
118-230 |
118-230 |
118-230 |
118-202 |
| S1 |
118-010 |
118-010 |
118-090 |
117-275 |
| S2 |
117-220 |
117-220 |
118-060 |
|
| S3 |
116-210 |
117-000 |
118-029 |
|
| S4 |
115-200 |
115-310 |
117-258 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-040 |
|
2.618 |
118-040 |
|
1.618 |
118-040 |
|
1.000 |
118-040 |
|
0.618 |
118-040 |
|
HIGH |
118-040 |
|
0.618 |
118-040 |
|
0.500 |
118-040 |
|
0.382 |
118-040 |
|
LOW |
118-040 |
|
0.618 |
118-040 |
|
1.000 |
118-040 |
|
1.618 |
118-040 |
|
2.618 |
118-040 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-040 |
118-085 |
| PP |
118-040 |
118-070 |
| S1 |
118-040 |
118-055 |
|