ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
119-225 |
119-285 |
0-060 |
0.2% |
119-180 |
| High |
119-292 |
120-015 |
0-043 |
0.1% |
120-000 |
| Low |
119-200 |
119-270 |
0-070 |
0.2% |
119-130 |
| Close |
119-277 |
119-312 |
0-035 |
0.1% |
119-190 |
| Range |
0-092 |
0-065 |
-0-027 |
-29.3% |
0-190 |
| ATR |
0-088 |
0-086 |
-0-002 |
-1.8% |
0-000 |
| Volume |
1,113,011 |
1,208,990 |
95,979 |
8.6% |
86,813 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-181 |
120-151 |
120-028 |
|
| R3 |
120-116 |
120-086 |
120-010 |
|
| R2 |
120-051 |
120-051 |
120-004 |
|
| R1 |
120-021 |
120-021 |
119-318 |
120-036 |
| PP |
119-306 |
119-306 |
119-306 |
119-313 |
| S1 |
119-276 |
119-276 |
119-306 |
119-291 |
| S2 |
119-241 |
119-241 |
119-300 |
|
| S3 |
119-176 |
119-211 |
119-294 |
|
| S4 |
119-111 |
119-146 |
119-276 |
|
|
| 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 |
120-291 |
|
2.618 |
120-185 |
|
1.618 |
120-120 |
|
1.000 |
120-080 |
|
0.618 |
120-055 |
|
HIGH |
120-015 |
|
0.618 |
119-310 |
|
0.500 |
119-302 |
|
0.382 |
119-295 |
|
LOW |
119-270 |
|
0.618 |
119-230 |
|
1.000 |
119-205 |
|
1.618 |
119-165 |
|
2.618 |
119-100 |
|
4.250 |
118-314 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-309 |
119-292 |
| PP |
119-306 |
119-271 |
| S1 |
119-302 |
119-251 |
|