ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
119-205 |
119-252 |
0-047 |
0.1% |
119-017 |
High |
119-275 |
120-025 |
0-070 |
0.2% |
119-280 |
Low |
119-185 |
119-170 |
-0-015 |
0.0% |
119-010 |
Close |
119-250 |
119-195 |
-0-055 |
-0.1% |
119-250 |
Range |
0-090 |
0-175 |
0-085 |
94.4% |
0-270 |
ATR |
0-104 |
0-109 |
0-005 |
4.9% |
0-000 |
Volume |
692,137 |
569,443 |
-122,694 |
-17.7% |
3,646,439 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-122 |
121-013 |
119-291 |
|
R3 |
120-267 |
120-158 |
119-243 |
|
R2 |
120-092 |
120-092 |
119-227 |
|
R1 |
119-303 |
119-303 |
119-211 |
119-270 |
PP |
119-237 |
119-237 |
119-237 |
119-220 |
S1 |
119-128 |
119-128 |
119-179 |
119-095 |
S2 |
119-062 |
119-062 |
119-163 |
|
S3 |
118-207 |
118-273 |
119-147 |
|
S4 |
118-032 |
118-098 |
119-099 |
|
|
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 |
120-025 |
119-010 |
1-015 |
0.9% |
0-122 |
0.3% |
55% |
True |
False |
721,112 |
10 |
120-025 |
118-150 |
1-195 |
1.3% |
0-109 |
0.3% |
71% |
True |
False |
696,158 |
20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-110 |
0.3% |
71% |
True |
False |
749,370 |
40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-107 |
0.3% |
61% |
False |
False |
678,356 |
60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-091 |
0.2% |
63% |
False |
False |
454,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-129 |
2.618 |
121-163 |
1.618 |
120-308 |
1.000 |
120-200 |
0.618 |
120-133 |
HIGH |
120-025 |
0.618 |
119-278 |
0.500 |
119-258 |
0.382 |
119-237 |
LOW |
119-170 |
0.618 |
119-062 |
1.000 |
118-315 |
1.618 |
118-207 |
2.618 |
118-032 |
4.250 |
117-066 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
119-258 |
119-244 |
PP |
119-237 |
119-227 |
S1 |
119-216 |
119-211 |
|