ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
119-142 |
0-082 |
0.2% |
119-002 |
| High |
119-150 |
119-207 |
0-057 |
0.1% |
119-115 |
| Low |
119-027 |
119-120 |
0-093 |
0.2% |
118-295 |
| Close |
119-145 |
119-185 |
0-040 |
0.1% |
119-057 |
| Range |
0-123 |
0-087 |
-0-036 |
-29.3% |
0-140 |
| ATR |
0-100 |
0-099 |
-0-001 |
-0.9% |
0-000 |
| Volume |
847,137 |
636,363 |
-210,774 |
-24.9% |
2,736,043 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
120-075 |
119-233 |
|
| R3 |
120-025 |
119-308 |
119-209 |
|
| R2 |
119-258 |
119-258 |
119-201 |
|
| R1 |
119-221 |
119-221 |
119-193 |
119-240 |
| PP |
119-171 |
119-171 |
119-171 |
119-180 |
| S1 |
119-134 |
119-134 |
119-177 |
119-152 |
| S2 |
119-084 |
119-084 |
119-169 |
|
| S3 |
118-317 |
119-047 |
119-161 |
|
| S4 |
118-230 |
118-280 |
119-137 |
|
|
| 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 |
119-207 |
119-005 |
0-202 |
0.5% |
0-086 |
0.2% |
89% |
True |
False |
666,591 |
| 10 |
119-207 |
118-295 |
0-232 |
0.6% |
0-092 |
0.2% |
91% |
True |
False |
630,194 |
| 20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-100 |
0.3% |
69% |
False |
False |
676,901 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-103 |
0.3% |
69% |
False |
False |
703,940 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-099 |
0.3% |
60% |
False |
False |
582,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-257 |
|
2.618 |
120-115 |
|
1.618 |
120-028 |
|
1.000 |
119-294 |
|
0.618 |
119-261 |
|
HIGH |
119-207 |
|
0.618 |
119-174 |
|
0.500 |
119-164 |
|
0.382 |
119-153 |
|
LOW |
119-120 |
|
0.618 |
119-066 |
|
1.000 |
119-033 |
|
1.618 |
118-299 |
|
2.618 |
118-212 |
|
4.250 |
118-070 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-178 |
119-159 |
| PP |
119-171 |
119-132 |
| S1 |
119-164 |
119-106 |
|