ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
118-295 |
0-005 |
0.0% |
119-257 |
| High |
118-315 |
118-305 |
-0-010 |
0.0% |
119-275 |
| Low |
118-240 |
118-237 |
-0-003 |
0.0% |
118-225 |
| Close |
118-275 |
118-265 |
-0-010 |
0.0% |
118-265 |
| Range |
0-075 |
0-068 |
-0-007 |
-9.3% |
1-050 |
| ATR |
0-112 |
0-109 |
-0-003 |
-2.8% |
0-000 |
| Volume |
1,041,915 |
651,650 |
-390,265 |
-37.5% |
3,954,263 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-153 |
119-117 |
118-302 |
|
| R3 |
119-085 |
119-049 |
118-284 |
|
| R2 |
119-017 |
119-017 |
118-277 |
|
| R1 |
118-301 |
118-301 |
118-271 |
118-285 |
| PP |
118-269 |
118-269 |
118-269 |
118-261 |
| S1 |
118-233 |
118-233 |
118-259 |
118-217 |
| S2 |
118-201 |
118-201 |
118-253 |
|
| S3 |
118-133 |
118-165 |
118-246 |
|
| S4 |
118-065 |
118-097 |
118-228 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-192 |
121-278 |
119-148 |
|
| R3 |
121-142 |
120-228 |
119-047 |
|
| R2 |
120-092 |
120-092 |
119-013 |
|
| R1 |
119-178 |
119-178 |
118-299 |
119-110 |
| PP |
119-042 |
119-042 |
119-042 |
119-008 |
| S1 |
118-128 |
118-128 |
118-231 |
118-060 |
| S2 |
117-312 |
117-312 |
118-197 |
|
| S3 |
116-262 |
117-078 |
118-163 |
|
| S4 |
115-212 |
116-028 |
118-062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-274 |
|
2.618 |
119-163 |
|
1.618 |
119-095 |
|
1.000 |
119-053 |
|
0.618 |
119-027 |
|
HIGH |
118-305 |
|
0.618 |
118-279 |
|
0.500 |
118-271 |
|
0.382 |
118-263 |
|
LOW |
118-237 |
|
0.618 |
118-195 |
|
1.000 |
118-169 |
|
1.618 |
118-127 |
|
2.618 |
118-059 |
|
4.250 |
117-268 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-271 |
119-078 |
| PP |
118-269 |
119-034 |
| S1 |
118-267 |
118-310 |
|