ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
119-262 |
119-257 |
-0-005 |
0.0% |
119-080 |
| High |
120-015 |
119-275 |
-0-060 |
-0.2% |
120-015 |
| Low |
119-230 |
119-190 |
-0-040 |
-0.1% |
119-047 |
| Close |
119-270 |
119-195 |
-0-075 |
-0.2% |
119-270 |
| Range |
0-105 |
0-085 |
-0-020 |
-19.0% |
0-288 |
| ATR |
0-101 |
0-100 |
-0-001 |
-1.1% |
0-000 |
| Volume |
838,396 |
515,270 |
-323,126 |
-38.5% |
3,518,390 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-155 |
120-100 |
119-242 |
|
| R3 |
120-070 |
120-015 |
119-218 |
|
| R2 |
119-305 |
119-305 |
119-211 |
|
| R1 |
119-250 |
119-250 |
119-203 |
119-235 |
| PP |
119-220 |
119-220 |
119-220 |
119-212 |
| S1 |
119-165 |
119-165 |
119-187 |
119-150 |
| S2 |
119-135 |
119-135 |
119-179 |
|
| S3 |
119-050 |
119-080 |
119-172 |
|
| S4 |
118-285 |
118-315 |
119-148 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-121 |
122-004 |
120-108 |
|
| R3 |
121-153 |
121-036 |
120-029 |
|
| R2 |
120-185 |
120-185 |
120-003 |
|
| R1 |
120-068 |
120-068 |
119-296 |
120-126 |
| PP |
119-217 |
119-217 |
119-217 |
119-247 |
| S1 |
119-100 |
119-100 |
119-244 |
119-158 |
| S2 |
118-249 |
118-249 |
119-217 |
|
| S3 |
117-281 |
118-132 |
119-191 |
|
| S4 |
116-313 |
117-164 |
119-112 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-316 |
|
2.618 |
120-178 |
|
1.618 |
120-093 |
|
1.000 |
120-040 |
|
0.618 |
120-008 |
|
HIGH |
119-275 |
|
0.618 |
119-243 |
|
0.500 |
119-232 |
|
0.382 |
119-222 |
|
LOW |
119-190 |
|
0.618 |
119-137 |
|
1.000 |
119-105 |
|
1.618 |
119-052 |
|
2.618 |
118-287 |
|
4.250 |
118-149 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-232 |
119-216 |
| PP |
119-220 |
119-209 |
| S1 |
119-208 |
119-202 |
|