ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
119-147 |
119-142 |
-0-005 |
0.0% |
119-060 |
High |
119-167 |
119-220 |
0-053 |
0.1% |
119-207 |
Low |
119-117 |
119-107 |
-0-010 |
0.0% |
119-005 |
Close |
119-145 |
119-205 |
0-060 |
0.2% |
119-147 |
Range |
0-050 |
0-113 |
0-063 |
126.0% |
0-202 |
ATR |
0-099 |
0-100 |
0-001 |
1.0% |
0-000 |
Volume |
532,474 |
824,047 |
291,573 |
54.8% |
4,138,758 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-196 |
120-154 |
119-267 |
|
R3 |
120-083 |
120-041 |
119-236 |
|
R2 |
119-290 |
119-290 |
119-226 |
|
R1 |
119-248 |
119-248 |
119-215 |
119-269 |
PP |
119-177 |
119-177 |
119-177 |
119-188 |
S1 |
119-135 |
119-135 |
119-195 |
119-156 |
S2 |
119-064 |
119-064 |
119-184 |
|
S3 |
118-271 |
119-022 |
119-174 |
|
S4 |
118-158 |
118-229 |
119-143 |
|
|
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 |
119-220 |
119-020 |
0-200 |
0.5% |
0-101 |
0.3% |
93% |
True |
False |
754,715 |
10 |
119-220 |
118-300 |
0-240 |
0.6% |
0-094 |
0.2% |
94% |
True |
False |
718,036 |
20 |
120-025 |
118-295 |
1-050 |
1.0% |
0-102 |
0.3% |
62% |
False |
False |
694,549 |
40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-104 |
0.3% |
73% |
False |
False |
721,170 |
60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-100 |
0.3% |
63% |
False |
False |
634,282 |
80 |
120-105 |
118-130 |
1-295 |
1.6% |
0-088 |
0.2% |
64% |
False |
False |
476,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-060 |
2.618 |
120-196 |
1.618 |
120-083 |
1.000 |
120-013 |
0.618 |
119-290 |
HIGH |
119-220 |
0.618 |
119-177 |
0.500 |
119-164 |
0.382 |
119-150 |
LOW |
119-107 |
0.618 |
119-037 |
1.000 |
118-314 |
1.618 |
118-244 |
2.618 |
118-131 |
4.250 |
117-267 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
119-191 |
119-191 |
PP |
119-177 |
119-177 |
S1 |
119-164 |
119-164 |
|