ECBOT 5 Year T-Note Future September 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 |
117-260 |
117-280 |
0-020 |
0.1% |
118-050 |
| High |
117-260 |
118-070 |
0-130 |
0.3% |
118-070 |
| Low |
117-250 |
117-280 |
0-030 |
0.1% |
117-250 |
| Close |
117-260 |
118-070 |
0-130 |
0.3% |
118-070 |
| Range |
0-010 |
0-110 |
0-100 |
1,000.0% |
0-140 |
| ATR |
0-047 |
0-053 |
0-006 |
12.5% |
0-000 |
| Volume |
14 |
5 |
-9 |
-64.3% |
49 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-043 |
119-007 |
118-130 |
|
| R3 |
118-253 |
118-217 |
118-100 |
|
| R2 |
118-143 |
118-143 |
118-090 |
|
| R1 |
118-107 |
118-107 |
118-080 |
118-125 |
| PP |
118-033 |
118-033 |
118-033 |
118-042 |
| S1 |
117-317 |
117-317 |
118-060 |
118-015 |
| S2 |
117-243 |
117-243 |
118-050 |
|
| S3 |
117-133 |
117-207 |
118-040 |
|
| S4 |
117-023 |
117-097 |
118-010 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-123 |
119-077 |
118-147 |
|
| R3 |
118-303 |
118-257 |
118-108 |
|
| R2 |
118-163 |
118-163 |
118-096 |
|
| R1 |
118-117 |
118-117 |
118-083 |
118-140 |
| PP |
118-023 |
118-023 |
118-023 |
118-035 |
| S1 |
117-297 |
117-297 |
118-057 |
118-000 |
| S2 |
117-203 |
117-203 |
118-044 |
|
| S3 |
117-063 |
117-157 |
118-032 |
|
| S4 |
116-243 |
117-017 |
117-313 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-218 |
|
2.618 |
119-038 |
|
1.618 |
118-248 |
|
1.000 |
118-180 |
|
0.618 |
118-138 |
|
HIGH |
118-070 |
|
0.618 |
118-028 |
|
0.500 |
118-015 |
|
0.382 |
118-002 |
|
LOW |
117-280 |
|
0.618 |
117-212 |
|
1.000 |
117-170 |
|
1.618 |
117-102 |
|
2.618 |
116-312 |
|
4.250 |
116-132 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-052 |
118-047 |
| PP |
118-033 |
118-023 |
| S1 |
118-015 |
118-000 |
|