ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
119-232 |
119-225 |
-0-007 |
0.0% |
119-177 |
| High |
119-255 |
119-235 |
-0-020 |
-0.1% |
120-015 |
| Low |
119-182 |
119-160 |
-0-022 |
-0.1% |
119-137 |
| Close |
119-235 |
119-185 |
-0-050 |
-0.1% |
119-275 |
| Range |
0-073 |
0-075 |
0-002 |
2.7% |
0-198 |
| ATR |
0-094 |
0-093 |
-0-001 |
-1.4% |
0-000 |
| Volume |
626,575 |
500,551 |
-126,024 |
-20.1% |
4,443,188 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-098 |
120-057 |
119-226 |
|
| R3 |
120-023 |
119-302 |
119-206 |
|
| R2 |
119-268 |
119-268 |
119-199 |
|
| R1 |
119-227 |
119-227 |
119-192 |
119-210 |
| PP |
119-193 |
119-193 |
119-193 |
119-185 |
| S1 |
119-152 |
119-152 |
119-178 |
119-135 |
| S2 |
119-118 |
119-118 |
119-171 |
|
| S3 |
119-043 |
119-077 |
119-164 |
|
| S4 |
118-288 |
119-002 |
119-144 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-203 |
121-117 |
120-064 |
|
| R3 |
121-005 |
120-239 |
120-009 |
|
| R2 |
120-127 |
120-127 |
119-311 |
|
| R1 |
120-041 |
120-041 |
119-293 |
120-084 |
| PP |
119-249 |
119-249 |
119-249 |
119-270 |
| S1 |
119-163 |
119-163 |
119-257 |
119-206 |
| S2 |
119-051 |
119-051 |
119-239 |
|
| S3 |
118-173 |
118-285 |
119-221 |
|
| S4 |
117-295 |
118-087 |
119-166 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-234 |
|
2.618 |
120-111 |
|
1.618 |
120-036 |
|
1.000 |
119-310 |
|
0.618 |
119-281 |
|
HIGH |
119-235 |
|
0.618 |
119-206 |
|
0.500 |
119-198 |
|
0.382 |
119-189 |
|
LOW |
119-160 |
|
0.618 |
119-114 |
|
1.000 |
119-085 |
|
1.618 |
119-039 |
|
2.618 |
118-284 |
|
4.250 |
118-161 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-198 |
119-256 |
| PP |
119-193 |
119-232 |
| S1 |
119-189 |
119-209 |
|