ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-142 |
119-167 |
0-025 |
0.1% |
119-060 |
| High |
119-207 |
119-205 |
-0-002 |
0.0% |
119-207 |
| Low |
119-120 |
119-020 |
-0-100 |
-0.3% |
119-005 |
| Close |
119-185 |
119-147 |
-0-038 |
-0.1% |
119-147 |
| Range |
0-087 |
0-185 |
0-098 |
112.6% |
0-202 |
| ATR |
0-099 |
0-105 |
0-006 |
6.2% |
0-000 |
| Volume |
636,363 |
1,342,435 |
706,072 |
111.0% |
4,138,758 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-039 |
120-278 |
119-249 |
|
| R3 |
120-174 |
120-093 |
119-198 |
|
| R2 |
119-309 |
119-309 |
119-181 |
|
| R1 |
119-228 |
119-228 |
119-164 |
119-176 |
| PP |
119-124 |
119-124 |
119-124 |
119-098 |
| S1 |
119-043 |
119-043 |
119-130 |
118-311 |
| S2 |
118-259 |
118-259 |
119-113 |
|
| S3 |
118-074 |
118-178 |
119-096 |
|
| S4 |
117-209 |
117-313 |
119-045 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-086 |
120-318 |
119-258 |
|
| R3 |
120-204 |
120-116 |
119-203 |
|
| R2 |
120-002 |
120-002 |
119-184 |
|
| R1 |
119-234 |
119-234 |
119-166 |
119-278 |
| PP |
119-120 |
119-120 |
119-120 |
119-142 |
| S1 |
119-032 |
119-032 |
119-128 |
119-076 |
| S2 |
118-238 |
118-238 |
119-110 |
|
| S3 |
118-036 |
118-150 |
119-091 |
|
| S4 |
117-154 |
117-268 |
119-036 |
|
|
| 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% |
0-107 |
0.3% |
70% |
False |
False |
827,751 |
| 10 |
119-207 |
118-295 |
0-232 |
0.6% |
0-094 |
0.2% |
74% |
False |
False |
687,480 |
| 20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-108 |
0.3% |
62% |
False |
False |
716,357 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-106 |
0.3% |
62% |
False |
False |
724,987 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-100 |
0.3% |
53% |
False |
False |
604,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-031 |
|
2.618 |
121-049 |
|
1.618 |
120-184 |
|
1.000 |
120-070 |
|
0.618 |
119-319 |
|
HIGH |
119-205 |
|
0.618 |
119-134 |
|
0.500 |
119-112 |
|
0.382 |
119-091 |
|
LOW |
119-020 |
|
0.618 |
118-226 |
|
1.000 |
118-155 |
|
1.618 |
118-041 |
|
2.618 |
117-176 |
|
4.250 |
116-194 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-136 |
119-136 |
| PP |
119-124 |
119-125 |
| S1 |
119-112 |
119-114 |
|