ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
118-295 |
118-267 |
-0-028 |
-0.1% |
119-257 |
| High |
118-305 |
118-270 |
-0-035 |
-0.1% |
119-275 |
| Low |
118-237 |
118-170 |
-0-067 |
-0.2% |
118-225 |
| Close |
118-265 |
118-235 |
-0-030 |
-0.1% |
118-265 |
| Range |
0-068 |
0-100 |
0-032 |
47.1% |
1-050 |
| ATR |
0-109 |
0-108 |
-0-001 |
-0.6% |
0-000 |
| Volume |
651,650 |
859,663 |
208,013 |
31.9% |
3,954,263 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-160 |
118-290 |
|
| R3 |
119-105 |
119-060 |
118-262 |
|
| R2 |
119-005 |
119-005 |
118-253 |
|
| R1 |
118-280 |
118-280 |
118-244 |
118-252 |
| PP |
118-225 |
118-225 |
118-225 |
118-211 |
| S1 |
118-180 |
118-180 |
118-226 |
118-152 |
| S2 |
118-125 |
118-125 |
118-217 |
|
| S3 |
118-025 |
118-080 |
118-208 |
|
| S4 |
117-245 |
117-300 |
118-180 |
|
|
| 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 |
120-055 |
|
2.618 |
119-212 |
|
1.618 |
119-112 |
|
1.000 |
119-050 |
|
0.618 |
119-012 |
|
HIGH |
118-270 |
|
0.618 |
118-232 |
|
0.500 |
118-220 |
|
0.382 |
118-208 |
|
LOW |
118-170 |
|
0.618 |
118-108 |
|
1.000 |
118-070 |
|
1.618 |
118-008 |
|
2.618 |
117-228 |
|
4.250 |
117-065 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-230 |
118-242 |
| PP |
118-225 |
118-240 |
| S1 |
118-220 |
118-238 |
|