ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
119-017 |
118-302 |
-0-035 |
-0.1% |
118-267 |
| High |
119-030 |
119-012 |
-0-018 |
0.0% |
119-040 |
| Low |
118-272 |
118-257 |
-0-015 |
0.0% |
118-170 |
| Close |
119-012 |
118-285 |
-0-047 |
-0.1% |
118-285 |
| Range |
0-078 |
0-075 |
-0-003 |
-3.8% |
0-190 |
| ATR |
0-105 |
0-103 |
-0-002 |
-2.0% |
0-000 |
| Volume |
825,140 |
522,352 |
-302,788 |
-36.7% |
3,766,719 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-196 |
119-156 |
119-006 |
|
| R3 |
119-121 |
119-081 |
118-306 |
|
| R2 |
119-046 |
119-046 |
118-299 |
|
| R1 |
119-006 |
119-006 |
118-292 |
118-308 |
| PP |
118-291 |
118-291 |
118-291 |
118-283 |
| S1 |
118-251 |
118-251 |
118-278 |
118-234 |
| S2 |
118-216 |
118-216 |
118-271 |
|
| S3 |
118-141 |
118-176 |
118-264 |
|
| S4 |
118-066 |
118-101 |
118-244 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-202 |
120-113 |
119-070 |
|
| R3 |
120-012 |
119-243 |
119-017 |
|
| R2 |
119-142 |
119-142 |
119-000 |
|
| R1 |
119-053 |
119-053 |
118-302 |
119-098 |
| PP |
118-272 |
118-272 |
118-272 |
118-294 |
| S1 |
118-183 |
118-183 |
118-268 |
118-228 |
| S2 |
118-082 |
118-082 |
118-250 |
|
| S3 |
117-212 |
117-313 |
118-233 |
|
| S4 |
117-022 |
117-123 |
118-180 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-011 |
|
2.618 |
119-208 |
|
1.618 |
119-133 |
|
1.000 |
119-087 |
|
0.618 |
119-058 |
|
HIGH |
119-012 |
|
0.618 |
118-303 |
|
0.500 |
118-294 |
|
0.382 |
118-286 |
|
LOW |
118-257 |
|
0.618 |
118-211 |
|
1.000 |
118-182 |
|
1.618 |
118-136 |
|
2.618 |
118-061 |
|
4.250 |
117-258 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-294 |
118-298 |
| PP |
118-291 |
118-293 |
| S1 |
118-288 |
118-289 |
|