ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
118-120 |
118-110 |
-0-010 |
0.0% |
119-090 |
High |
118-120 |
118-110 |
-0-010 |
0.0% |
119-130 |
Low |
118-120 |
118-110 |
-0-010 |
0.0% |
118-120 |
Close |
118-120 |
118-110 |
-0-010 |
0.0% |
118-120 |
Range |
|
|
|
|
|
ATR |
0-000 |
0-051 |
0-051 |
|
0-000 |
Volume |
2 |
14 |
12 |
600.0% |
10 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-110 |
118-110 |
118-110 |
|
R3 |
118-110 |
118-110 |
118-110 |
|
R2 |
118-110 |
118-110 |
118-110 |
|
R1 |
118-110 |
118-110 |
118-110 |
118-110 |
PP |
118-110 |
118-110 |
118-110 |
118-110 |
S1 |
118-110 |
118-110 |
118-110 |
118-110 |
S2 |
118-110 |
118-110 |
118-110 |
|
S3 |
118-110 |
118-110 |
118-110 |
|
S4 |
118-110 |
118-110 |
118-110 |
|
|
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 |
118-110 |
2.618 |
118-110 |
1.618 |
118-110 |
1.000 |
118-110 |
0.618 |
118-110 |
HIGH |
118-110 |
0.618 |
118-110 |
0.500 |
118-110 |
0.382 |
118-110 |
LOW |
118-110 |
0.618 |
118-110 |
1.000 |
118-110 |
1.618 |
118-110 |
2.618 |
118-110 |
4.250 |
118-110 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
118-110 |
118-103 |
PP |
118-110 |
118-097 |
S1 |
118-110 |
118-090 |
|