ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
119-030 |
0-050 |
0.1% |
118-060 |
| High |
118-300 |
119-040 |
0-060 |
0.2% |
119-040 |
| Low |
118-300 |
119-000 |
0-020 |
0.1% |
118-060 |
| Close |
118-300 |
119-000 |
0-020 |
0.1% |
119-000 |
| Range |
0-000 |
0-040 |
0-040 |
|
0-300 |
| ATR |
0-059 |
0-059 |
0-000 |
0.1% |
0-000 |
| Volume |
2,226 |
28 |
-2,198 |
-98.7% |
2,267 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-133 |
119-107 |
119-022 |
|
| R3 |
119-093 |
119-067 |
119-011 |
|
| R2 |
119-053 |
119-053 |
119-007 |
|
| R1 |
119-027 |
119-027 |
119-004 |
119-020 |
| PP |
119-013 |
119-013 |
119-013 |
119-010 |
| S1 |
118-307 |
118-307 |
118-316 |
118-300 |
| S2 |
118-293 |
118-293 |
118-313 |
|
| S3 |
118-253 |
118-267 |
118-309 |
|
| S4 |
118-213 |
118-227 |
118-298 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-187 |
121-073 |
119-165 |
|
| R3 |
120-207 |
120-093 |
119-082 |
|
| R2 |
119-227 |
119-227 |
119-055 |
|
| R1 |
119-113 |
119-113 |
119-028 |
119-170 |
| PP |
118-247 |
118-247 |
118-247 |
118-275 |
| S1 |
118-133 |
118-133 |
118-292 |
118-190 |
| S2 |
117-267 |
117-267 |
118-265 |
|
| S3 |
116-287 |
117-153 |
118-238 |
|
| S4 |
115-307 |
116-173 |
118-155 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-210 |
|
2.618 |
119-145 |
|
1.618 |
119-105 |
|
1.000 |
119-080 |
|
0.618 |
119-065 |
|
HIGH |
119-040 |
|
0.618 |
119-025 |
|
0.500 |
119-020 |
|
0.382 |
119-015 |
|
LOW |
119-000 |
|
0.618 |
118-295 |
|
1.000 |
118-280 |
|
1.618 |
118-255 |
|
2.618 |
118-215 |
|
4.250 |
118-150 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-020 |
118-287 |
| PP |
119-013 |
118-253 |
| S1 |
119-007 |
118-220 |
|