ECBOT 5 Year T-Note Future September 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 |
117-250 |
117-260 |
0-010 |
0.0% |
118-040 |
High |
117-250 |
117-260 |
0-010 |
0.0% |
118-120 |
Low |
117-250 |
117-250 |
0-000 |
0.0% |
118-040 |
Close |
117-250 |
117-260 |
0-010 |
0.0% |
118-060 |
Range |
0-000 |
0-010 |
0-010 |
|
0-080 |
ATR |
0-050 |
0-047 |
-0-003 |
-5.7% |
0-000 |
Volume |
2 |
14 |
12 |
600.0% |
34 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-287 |
117-283 |
117-266 |
|
R3 |
117-277 |
117-273 |
117-263 |
|
R2 |
117-267 |
117-267 |
117-262 |
|
R1 |
117-263 |
117-263 |
117-261 |
117-265 |
PP |
117-257 |
117-257 |
117-257 |
117-258 |
S1 |
117-253 |
117-253 |
117-259 |
117-255 |
S2 |
117-247 |
117-247 |
117-258 |
|
S3 |
117-237 |
117-243 |
117-257 |
|
S4 |
117-227 |
117-233 |
117-254 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-313 |
118-267 |
118-104 |
|
R3 |
118-233 |
118-187 |
118-082 |
|
R2 |
118-153 |
118-153 |
118-075 |
|
R1 |
118-107 |
118-107 |
118-067 |
118-130 |
PP |
118-073 |
118-073 |
118-073 |
118-085 |
S1 |
118-027 |
118-027 |
118-053 |
118-050 |
S2 |
117-313 |
117-313 |
118-045 |
|
S3 |
117-233 |
117-267 |
118-038 |
|
S4 |
117-153 |
117-187 |
118-016 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-302 |
2.618 |
117-286 |
1.618 |
117-276 |
1.000 |
117-270 |
0.618 |
117-266 |
HIGH |
117-260 |
0.618 |
117-256 |
0.500 |
117-255 |
0.382 |
117-254 |
LOW |
117-250 |
0.618 |
117-244 |
1.000 |
117-240 |
1.618 |
117-234 |
2.618 |
117-224 |
4.250 |
117-208 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
117-258 |
117-295 |
PP |
117-257 |
117-283 |
S1 |
117-255 |
117-272 |
|