ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
119-240 |
119-180 |
-0-060 |
-0.2% |
119-270 |
| High |
119-240 |
119-290 |
0-050 |
0.1% |
119-270 |
| Low |
119-180 |
119-170 |
-0-010 |
0.0% |
119-100 |
| Close |
119-200 |
119-270 |
0-070 |
0.2% |
119-200 |
| Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-170 |
| ATR |
0-083 |
0-086 |
0-003 |
3.2% |
0-000 |
| Volume |
21,381 |
11,786 |
-9,595 |
-44.9% |
60,141 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-237 |
120-016 |
|
| R3 |
120-163 |
120-117 |
119-303 |
|
| R2 |
120-043 |
120-043 |
119-292 |
|
| R1 |
119-317 |
119-317 |
119-281 |
120-020 |
| PP |
119-243 |
119-243 |
119-243 |
119-255 |
| S1 |
119-197 |
119-197 |
119-259 |
119-220 |
| S2 |
119-123 |
119-123 |
119-248 |
|
| S3 |
119-003 |
119-077 |
119-237 |
|
| S4 |
118-203 |
118-277 |
119-204 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-060 |
120-300 |
119-294 |
|
| R3 |
120-210 |
120-130 |
119-247 |
|
| R2 |
120-040 |
120-040 |
119-231 |
|
| R1 |
119-280 |
119-280 |
119-216 |
119-235 |
| PP |
119-190 |
119-190 |
119-190 |
119-168 |
| S1 |
119-110 |
119-110 |
119-184 |
119-065 |
| S2 |
119-020 |
119-020 |
119-169 |
|
| S3 |
118-170 |
118-260 |
119-153 |
|
| S4 |
118-000 |
118-090 |
119-106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-160 |
|
2.618 |
120-284 |
|
1.618 |
120-164 |
|
1.000 |
120-090 |
|
0.618 |
120-044 |
|
HIGH |
119-290 |
|
0.618 |
119-244 |
|
0.500 |
119-230 |
|
0.382 |
119-216 |
|
LOW |
119-170 |
|
0.618 |
119-096 |
|
1.000 |
119-050 |
|
1.618 |
118-296 |
|
2.618 |
118-176 |
|
4.250 |
117-300 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-257 |
119-253 |
| PP |
119-243 |
119-237 |
| S1 |
119-230 |
119-220 |
|