ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
119-125 |
-0-040 |
-0.1% |
119-017 |
| High |
119-177 |
119-155 |
-0-022 |
-0.1% |
119-280 |
| Low |
119-100 |
118-310 |
-0-110 |
-0.3% |
119-010 |
| Close |
119-112 |
119-002 |
-0-110 |
-0.3% |
119-250 |
| Range |
0-077 |
0-165 |
0-088 |
114.3% |
0-270 |
| ATR |
0-105 |
0-109 |
0-004 |
4.1% |
0-000 |
| Volume |
724,328 |
769,580 |
45,252 |
6.2% |
3,646,439 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-224 |
120-118 |
119-093 |
|
| R3 |
120-059 |
119-273 |
119-047 |
|
| R2 |
119-214 |
119-214 |
119-032 |
|
| R1 |
119-108 |
119-108 |
119-017 |
119-078 |
| PP |
119-049 |
119-049 |
119-049 |
119-034 |
| S1 |
118-263 |
118-263 |
118-307 |
118-234 |
| S2 |
118-204 |
118-204 |
118-292 |
|
| S3 |
118-039 |
118-098 |
118-277 |
|
| S4 |
117-194 |
117-253 |
118-231 |
|
|
| 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 |
118-310 |
1-035 |
0.9% |
0-118 |
0.3% |
3% |
False |
True |
692,346 |
| 10 |
120-025 |
118-150 |
1-195 |
1.4% |
0-122 |
0.3% |
33% |
False |
False |
745,235 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-102 |
0.3% |
33% |
False |
False |
720,011 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
29% |
False |
False |
731,844 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-096 |
0.3% |
29% |
False |
False |
490,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-216 |
|
2.618 |
120-267 |
|
1.618 |
120-102 |
|
1.000 |
120-000 |
|
0.618 |
119-257 |
|
HIGH |
119-155 |
|
0.618 |
119-092 |
|
0.500 |
119-072 |
|
0.382 |
119-053 |
|
LOW |
118-310 |
|
0.618 |
118-208 |
|
1.000 |
118-145 |
|
1.618 |
118-043 |
|
2.618 |
117-198 |
|
4.250 |
116-249 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-072 |
119-105 |
| PP |
119-049 |
119-071 |
| S1 |
119-026 |
119-036 |
|