ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-177 |
0-007 |
0.0% |
119-180 |
| High |
119-190 |
119-215 |
0-025 |
0.1% |
120-000 |
| Low |
119-130 |
119-137 |
0-007 |
0.0% |
119-130 |
| Close |
119-190 |
119-167 |
-0-023 |
-0.1% |
119-190 |
| Range |
0-060 |
0-078 |
0-018 |
30.0% |
0-190 |
| ATR |
0-089 |
0-088 |
-0-001 |
-0.9% |
0-000 |
| Volume |
26,180 |
447,482 |
421,302 |
1,609.3% |
86,813 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-087 |
120-045 |
119-210 |
|
| R3 |
120-009 |
119-287 |
119-188 |
|
| R2 |
119-251 |
119-251 |
119-181 |
|
| R1 |
119-209 |
119-209 |
119-174 |
119-191 |
| PP |
119-173 |
119-173 |
119-173 |
119-164 |
| S1 |
119-131 |
119-131 |
119-160 |
119-113 |
| S2 |
119-095 |
119-095 |
119-153 |
|
| S3 |
119-017 |
119-053 |
119-146 |
|
| S4 |
118-259 |
118-295 |
119-124 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-143 |
121-037 |
119-294 |
|
| R3 |
120-273 |
120-167 |
119-242 |
|
| R2 |
120-083 |
120-083 |
119-225 |
|
| R1 |
119-297 |
119-297 |
119-207 |
120-030 |
| PP |
119-213 |
119-213 |
119-213 |
119-240 |
| S1 |
119-107 |
119-107 |
119-173 |
119-160 |
| S2 |
119-023 |
119-023 |
119-155 |
|
| S3 |
118-153 |
118-237 |
119-138 |
|
| S4 |
117-283 |
118-047 |
119-086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-226 |
|
2.618 |
120-099 |
|
1.618 |
120-021 |
|
1.000 |
119-293 |
|
0.618 |
119-263 |
|
HIGH |
119-215 |
|
0.618 |
119-185 |
|
0.500 |
119-176 |
|
0.382 |
119-167 |
|
LOW |
119-137 |
|
0.618 |
119-089 |
|
1.000 |
119-059 |
|
1.618 |
119-011 |
|
2.618 |
118-253 |
|
4.250 |
118-126 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-176 |
119-205 |
| PP |
119-173 |
119-192 |
| S1 |
119-170 |
119-180 |
|