ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
119-145 |
119-205 |
0-060 |
0.2% |
119-017 |
High |
119-280 |
119-275 |
-0-005 |
0.0% |
119-280 |
Low |
119-142 |
119-185 |
0-043 |
0.1% |
119-010 |
Close |
119-235 |
119-250 |
0-015 |
0.0% |
119-250 |
Range |
0-138 |
0-090 |
-0-048 |
-34.8% |
0-270 |
ATR |
0-105 |
0-104 |
-0-001 |
-1.0% |
0-000 |
Volume |
988,457 |
692,137 |
-296,320 |
-30.0% |
3,646,439 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-187 |
120-148 |
119-300 |
|
R3 |
120-097 |
120-058 |
119-275 |
|
R2 |
120-007 |
120-007 |
119-266 |
|
R1 |
119-288 |
119-288 |
119-258 |
119-308 |
PP |
119-237 |
119-237 |
119-237 |
119-246 |
S1 |
119-198 |
119-198 |
119-242 |
119-218 |
S2 |
119-147 |
119-147 |
119-234 |
|
S3 |
119-057 |
119-108 |
119-225 |
|
S4 |
118-287 |
119-018 |
119-200 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-030 |
121-250 |
120-078 |
|
R3 |
121-080 |
120-300 |
120-004 |
|
R2 |
120-130 |
120-130 |
119-300 |
|
R1 |
120-030 |
120-030 |
119-275 |
120-080 |
PP |
119-180 |
119-180 |
119-180 |
119-205 |
S1 |
119-080 |
119-080 |
119-225 |
119-130 |
S2 |
118-230 |
118-230 |
119-200 |
|
S3 |
117-280 |
118-130 |
119-176 |
|
S4 |
117-010 |
117-180 |
119-102 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-280 |
119-010 |
0-270 |
0.7% |
0-103 |
0.3% |
89% |
False |
False |
729,287 |
10 |
119-280 |
118-150 |
1-130 |
1.2% |
0-103 |
0.3% |
93% |
False |
False |
721,226 |
20 |
119-280 |
118-150 |
1-130 |
1.2% |
0-106 |
0.3% |
93% |
False |
False |
746,662 |
40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-104 |
0.3% |
71% |
False |
False |
664,655 |
60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-088 |
0.2% |
72% |
False |
False |
444,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-018 |
2.618 |
120-191 |
1.618 |
120-101 |
1.000 |
120-045 |
0.618 |
120-011 |
HIGH |
119-275 |
0.618 |
119-241 |
0.500 |
119-230 |
0.382 |
119-219 |
LOW |
119-185 |
0.618 |
119-129 |
1.000 |
119-095 |
1.618 |
119-039 |
2.618 |
118-269 |
4.250 |
118-122 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
119-243 |
119-215 |
PP |
119-237 |
119-180 |
S1 |
119-230 |
119-145 |
|