ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
119-047 |
-0-013 |
0.0% |
119-002 |
| High |
119-092 |
119-060 |
-0-032 |
-0.1% |
119-115 |
| Low |
119-007 |
119-005 |
-0-002 |
0.0% |
118-295 |
| Close |
119-072 |
119-047 |
-0-025 |
-0.1% |
119-057 |
| Range |
0-085 |
0-055 |
-0-030 |
-35.3% |
0-140 |
| ATR |
0-100 |
0-098 |
-0-002 |
-2.4% |
0-000 |
| Volume |
713,840 |
598,983 |
-114,857 |
-16.1% |
2,736,043 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-180 |
119-077 |
|
| R3 |
119-147 |
119-125 |
119-062 |
|
| R2 |
119-092 |
119-092 |
119-057 |
|
| R1 |
119-070 |
119-070 |
119-052 |
119-074 |
| PP |
119-037 |
119-037 |
119-037 |
119-040 |
| S1 |
119-015 |
119-015 |
119-042 |
119-020 |
| S2 |
118-302 |
118-302 |
119-037 |
|
| S3 |
118-247 |
118-280 |
119-032 |
|
| S4 |
118-192 |
118-225 |
119-017 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-149 |
120-083 |
119-134 |
|
| R3 |
120-009 |
119-263 |
119-096 |
|
| R2 |
119-189 |
119-189 |
119-083 |
|
| R1 |
119-123 |
119-123 |
119-070 |
119-156 |
| PP |
119-049 |
119-049 |
119-049 |
119-066 |
| S1 |
118-303 |
118-303 |
119-044 |
119-016 |
| S2 |
118-229 |
118-229 |
119-031 |
|
| S3 |
118-089 |
118-163 |
119-018 |
|
| S4 |
117-269 |
118-023 |
118-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-115 |
118-300 |
0-135 |
0.4% |
0-079 |
0.2% |
50% |
False |
False |
652,689 |
| 10 |
119-220 |
118-295 |
0-245 |
0.6% |
0-087 |
0.2% |
29% |
False |
False |
624,901 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-098 |
0.3% |
42% |
False |
False |
660,529 |
| 40 |
120-032 |
118-150 |
1-202 |
1.4% |
0-103 |
0.3% |
42% |
False |
False |
699,439 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-098 |
0.3% |
36% |
False |
False |
558,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-294 |
|
2.618 |
119-204 |
|
1.618 |
119-149 |
|
1.000 |
119-115 |
|
0.618 |
119-094 |
|
HIGH |
119-060 |
|
0.618 |
119-039 |
|
0.500 |
119-032 |
|
0.382 |
119-026 |
|
LOW |
119-005 |
|
0.618 |
118-291 |
|
1.000 |
118-270 |
|
1.618 |
118-236 |
|
2.618 |
118-181 |
|
4.250 |
118-091 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-042 |
119-060 |
| PP |
119-037 |
119-056 |
| S1 |
119-032 |
119-051 |
|