ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
119-252 |
119-175 |
-0-077 |
-0.2% |
119-017 |
High |
120-025 |
119-220 |
-0-125 |
-0.3% |
119-280 |
Low |
119-170 |
119-135 |
-0-035 |
-0.1% |
119-010 |
Close |
119-195 |
119-167 |
-0-028 |
-0.1% |
119-250 |
Range |
0-175 |
0-085 |
-0-090 |
-51.4% |
0-270 |
ATR |
0-109 |
0-107 |
-0-002 |
-1.6% |
0-000 |
Volume |
569,443 |
706,244 |
136,801 |
24.0% |
3,646,439 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-109 |
120-063 |
119-214 |
|
R3 |
120-024 |
119-298 |
119-190 |
|
R2 |
119-259 |
119-259 |
119-183 |
|
R1 |
119-213 |
119-213 |
119-175 |
119-194 |
PP |
119-174 |
119-174 |
119-174 |
119-164 |
S1 |
119-128 |
119-128 |
119-159 |
119-108 |
S2 |
119-089 |
119-089 |
119-151 |
|
S3 |
119-004 |
119-043 |
119-144 |
|
S4 |
118-239 |
118-278 |
119-120 |
|
|
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% |
0-127 |
0.3% |
47% |
False |
False |
745,498 |
10 |
120-025 |
118-150 |
1-195 |
1.3% |
0-113 |
0.3% |
65% |
False |
False |
711,162 |
20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-111 |
0.3% |
65% |
False |
False |
757,163 |
40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
57% |
False |
False |
695,718 |
60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-092 |
0.2% |
58% |
False |
False |
466,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-261 |
2.618 |
120-123 |
1.618 |
120-038 |
1.000 |
119-305 |
0.618 |
119-273 |
HIGH |
119-220 |
0.618 |
119-188 |
0.500 |
119-178 |
0.382 |
119-167 |
LOW |
119-135 |
0.618 |
119-082 |
1.000 |
119-050 |
1.618 |
118-317 |
2.618 |
118-232 |
4.250 |
118-094 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
119-178 |
119-240 |
PP |
119-174 |
119-216 |
S1 |
119-170 |
119-191 |
|