ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
119-187 |
119-240 |
0-053 |
0.1% |
119-162 |
High |
119-257 |
119-270 |
0-013 |
0.0% |
119-270 |
Low |
119-172 |
119-222 |
0-050 |
0.1% |
119-107 |
Close |
119-255 |
119-250 |
-0-005 |
0.0% |
119-250 |
Range |
0-085 |
0-048 |
-0-037 |
-43.5% |
0-163 |
ATR |
0-099 |
0-095 |
-0-004 |
-3.7% |
0-000 |
Volume |
755,361 |
475,624 |
-279,737 |
-37.0% |
3,025,764 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-071 |
120-049 |
119-276 |
|
R3 |
120-023 |
120-001 |
119-263 |
|
R2 |
119-295 |
119-295 |
119-259 |
|
R1 |
119-273 |
119-273 |
119-254 |
119-284 |
PP |
119-247 |
119-247 |
119-247 |
119-253 |
S1 |
119-225 |
119-225 |
119-246 |
119-236 |
S2 |
119-199 |
119-199 |
119-241 |
|
S3 |
119-151 |
119-177 |
119-237 |
|
S4 |
119-103 |
119-129 |
119-224 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-058 |
120-317 |
120-020 |
|
R3 |
120-215 |
120-154 |
119-295 |
|
R2 |
120-052 |
120-052 |
119-280 |
|
R1 |
119-311 |
119-311 |
119-265 |
120-022 |
PP |
119-209 |
119-209 |
119-209 |
119-224 |
S1 |
119-148 |
119-148 |
119-235 |
119-178 |
S2 |
119-046 |
119-046 |
119-220 |
|
S3 |
118-203 |
118-305 |
119-205 |
|
S4 |
118-040 |
118-142 |
119-160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-270 |
119-107 |
0-163 |
0.4% |
0-073 |
0.2% |
88% |
True |
False |
605,152 |
10 |
119-270 |
119-005 |
0-265 |
0.7% |
0-090 |
0.2% |
92% |
True |
False |
716,452 |
20 |
120-025 |
118-295 |
1-050 |
1.0% |
0-095 |
0.2% |
74% |
False |
False |
668,114 |
40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-101 |
0.3% |
82% |
False |
False |
711,044 |
60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-100 |
0.3% |
71% |
False |
False |
654,544 |
80 |
120-105 |
118-130 |
1-295 |
1.6% |
0-089 |
0.2% |
72% |
False |
False |
491,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-154 |
2.618 |
120-076 |
1.618 |
120-028 |
1.000 |
119-318 |
0.618 |
119-300 |
HIGH |
119-270 |
0.618 |
119-252 |
0.500 |
119-246 |
0.382 |
119-240 |
LOW |
119-222 |
0.618 |
119-192 |
1.000 |
119-174 |
1.618 |
119-144 |
2.618 |
119-096 |
4.250 |
119-018 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
119-249 |
119-230 |
PP |
119-247 |
119-209 |
S1 |
119-246 |
119-188 |
|