ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
119-237 |
118-290 |
-0-267 |
-0.7% |
119-080 |
| High |
119-252 |
118-315 |
-0-257 |
-0.7% |
120-015 |
| Low |
118-225 |
118-240 |
0-015 |
0.0% |
119-047 |
| Close |
118-305 |
118-275 |
-0-030 |
-0.1% |
119-270 |
| Range |
1-027 |
0-075 |
-0-272 |
-78.4% |
0-288 |
| ATR |
0-115 |
0-112 |
-0-003 |
-2.5% |
0-000 |
| Volume |
1,195,028 |
1,041,915 |
-153,113 |
-12.8% |
3,518,390 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-182 |
119-143 |
118-316 |
|
| R3 |
119-107 |
119-068 |
118-296 |
|
| R2 |
119-032 |
119-032 |
118-289 |
|
| R1 |
118-313 |
118-313 |
118-282 |
118-295 |
| PP |
118-277 |
118-277 |
118-277 |
118-268 |
| S1 |
118-238 |
118-238 |
118-268 |
118-220 |
| S2 |
118-202 |
118-202 |
118-261 |
|
| S3 |
118-127 |
118-163 |
118-254 |
|
| S4 |
118-052 |
118-088 |
118-234 |
|
|
| 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 |
119-314 |
|
2.618 |
119-191 |
|
1.618 |
119-116 |
|
1.000 |
119-070 |
|
0.618 |
119-041 |
|
HIGH |
118-315 |
|
0.618 |
118-286 |
|
0.500 |
118-278 |
|
0.382 |
118-269 |
|
LOW |
118-240 |
|
0.618 |
118-194 |
|
1.000 |
118-165 |
|
1.618 |
118-119 |
|
2.618 |
118-044 |
|
4.250 |
117-241 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
119-078 |
| PP |
118-277 |
119-037 |
| S1 |
118-276 |
118-316 |
|