ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
118-030 |
118-070 |
0-040 |
0.1% |
119-070 |
High |
118-030 |
118-110 |
0-080 |
0.2% |
119-070 |
Low |
118-030 |
118-060 |
0-030 |
0.1% |
118-050 |
Close |
118-030 |
118-090 |
0-060 |
0.2% |
118-050 |
Range |
0-000 |
0-050 |
0-050 |
|
1-020 |
ATR |
0-063 |
0-064 |
0-001 |
2.0% |
0-000 |
Volume |
86 |
143 |
57 |
66.3% |
3,649 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-237 |
118-213 |
118-118 |
|
R3 |
118-187 |
118-163 |
118-104 |
|
R2 |
118-137 |
118-137 |
118-099 |
|
R1 |
118-113 |
118-113 |
118-095 |
118-125 |
PP |
118-087 |
118-087 |
118-087 |
118-092 |
S1 |
118-063 |
118-063 |
118-085 |
118-075 |
S2 |
118-037 |
118-037 |
118-081 |
|
S3 |
117-307 |
118-013 |
118-076 |
|
S4 |
117-257 |
117-283 |
118-062 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-223 |
120-317 |
118-237 |
|
R3 |
120-203 |
119-297 |
118-144 |
|
R2 |
119-183 |
119-183 |
118-112 |
|
R1 |
118-277 |
118-277 |
118-081 |
118-220 |
PP |
118-163 |
118-163 |
118-163 |
118-135 |
S1 |
117-257 |
117-257 |
118-019 |
117-200 |
S2 |
117-143 |
117-143 |
117-308 |
|
S3 |
116-123 |
116-237 |
117-276 |
|
S4 |
115-103 |
115-217 |
117-183 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-002 |
2.618 |
118-241 |
1.618 |
118-191 |
1.000 |
118-160 |
0.618 |
118-141 |
HIGH |
118-110 |
0.618 |
118-091 |
0.500 |
118-085 |
0.382 |
118-079 |
LOW |
118-060 |
0.618 |
118-029 |
1.000 |
118-010 |
1.618 |
117-299 |
2.618 |
117-249 |
4.250 |
117-168 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
118-088 |
118-083 |
PP |
118-087 |
118-077 |
S1 |
118-085 |
118-070 |
|