ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
119-175 |
119-165 |
-0-010 |
0.0% |
119-017 |
High |
119-220 |
119-177 |
-0-043 |
-0.1% |
119-280 |
Low |
119-135 |
119-100 |
-0-035 |
-0.1% |
119-010 |
Close |
119-167 |
119-112 |
-0-055 |
-0.1% |
119-250 |
Range |
0-085 |
0-077 |
-0-008 |
-9.4% |
0-270 |
ATR |
0-107 |
0-105 |
-0-002 |
-2.0% |
0-000 |
Volume |
706,244 |
724,328 |
18,084 |
2.6% |
3,646,439 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-041 |
119-313 |
119-154 |
|
R3 |
119-284 |
119-236 |
119-133 |
|
R2 |
119-207 |
119-207 |
119-126 |
|
R1 |
119-159 |
119-159 |
119-119 |
119-144 |
PP |
119-130 |
119-130 |
119-130 |
119-122 |
S1 |
119-082 |
119-082 |
119-105 |
119-068 |
S2 |
119-053 |
119-053 |
119-098 |
|
S3 |
118-296 |
119-005 |
119-091 |
|
S4 |
118-219 |
118-248 |
119-070 |
|
|
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 |
119-100 |
0-245 |
0.6% |
0-113 |
0.3% |
5% |
False |
True |
736,121 |
10 |
120-025 |
118-150 |
1-195 |
1.3% |
0-110 |
0.3% |
55% |
False |
False |
723,608 |
20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-098 |
0.3% |
55% |
False |
False |
733,628 |
40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-105 |
0.3% |
47% |
False |
False |
713,390 |
60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-093 |
0.2% |
49% |
False |
False |
478,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-184 |
2.618 |
120-059 |
1.618 |
119-302 |
1.000 |
119-254 |
0.618 |
119-225 |
HIGH |
119-177 |
0.618 |
119-148 |
0.500 |
119-138 |
0.382 |
119-129 |
LOW |
119-100 |
0.618 |
119-052 |
1.000 |
119-023 |
1.618 |
118-295 |
2.618 |
118-218 |
4.250 |
118-093 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
119-138 |
119-222 |
PP |
119-130 |
119-186 |
S1 |
119-121 |
119-149 |
|