ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-020 |
-0-030 |
-0.1% |
118-040 |
| High |
118-050 |
118-020 |
-0-030 |
-0.1% |
118-120 |
| Low |
118-050 |
118-020 |
-0-030 |
-0.1% |
118-040 |
| Close |
118-050 |
118-020 |
-0-030 |
-0.1% |
118-060 |
| Range |
|
|
|
|
|
| ATR |
0-048 |
0-047 |
-0-001 |
-2.7% |
0-000 |
| Volume |
14 |
14 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
118-020 |
118-020 |
|
| R3 |
118-020 |
118-020 |
118-020 |
|
| R2 |
118-020 |
118-020 |
118-020 |
|
| R1 |
118-020 |
118-020 |
118-020 |
118-020 |
| PP |
118-020 |
118-020 |
118-020 |
118-020 |
| S1 |
118-020 |
118-020 |
118-020 |
118-020 |
| S2 |
118-020 |
118-020 |
118-020 |
|
| S3 |
118-020 |
118-020 |
118-020 |
|
| S4 |
118-020 |
118-020 |
118-020 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-313 |
118-267 |
118-104 |
|
| R3 |
118-233 |
118-187 |
118-082 |
|
| R2 |
118-153 |
118-153 |
118-075 |
|
| R1 |
118-107 |
118-107 |
118-067 |
118-130 |
| PP |
118-073 |
118-073 |
118-073 |
118-085 |
| S1 |
118-027 |
118-027 |
118-053 |
118-050 |
| S2 |
117-313 |
117-313 |
118-045 |
|
| S3 |
117-233 |
117-267 |
118-038 |
|
| S4 |
117-153 |
117-187 |
118-016 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-020 |
|
2.618 |
118-020 |
|
1.618 |
118-020 |
|
1.000 |
118-020 |
|
0.618 |
118-020 |
|
HIGH |
118-020 |
|
0.618 |
118-020 |
|
0.500 |
118-020 |
|
0.382 |
118-020 |
|
LOW |
118-020 |
|
0.618 |
118-020 |
|
1.000 |
118-020 |
|
1.618 |
118-020 |
|
2.618 |
118-020 |
|
4.250 |
118-020 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-020 |
118-040 |
| PP |
118-020 |
118-033 |
| S1 |
118-020 |
118-027 |
|