ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-160 |
0-100 |
0.3% |
118-070 |
| High |
118-100 |
118-160 |
0-060 |
0.2% |
118-160 |
| Low |
118-050 |
118-110 |
0-060 |
0.2% |
118-030 |
| Close |
118-090 |
118-110 |
0-020 |
0.1% |
118-110 |
| Range |
0-050 |
0-050 |
0-000 |
0.0% |
0-130 |
| ATR |
0-063 |
0-063 |
0-001 |
0.8% |
0-000 |
| Volume |
2,512 |
4,067 |
1,555 |
61.9% |
6,915 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-243 |
118-138 |
|
| R3 |
118-227 |
118-193 |
118-124 |
|
| R2 |
118-177 |
118-177 |
118-119 |
|
| R1 |
118-143 |
118-143 |
118-115 |
118-135 |
| PP |
118-127 |
118-127 |
118-127 |
118-122 |
| S1 |
118-093 |
118-093 |
118-105 |
118-085 |
| S2 |
118-077 |
118-077 |
118-101 |
|
| S3 |
118-027 |
118-043 |
118-096 |
|
| S4 |
117-297 |
117-313 |
118-082 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-170 |
119-110 |
118-182 |
|
| R3 |
119-040 |
118-300 |
118-146 |
|
| R2 |
118-230 |
118-230 |
118-134 |
|
| R1 |
118-170 |
118-170 |
118-122 |
118-200 |
| PP |
118-100 |
118-100 |
118-100 |
118-115 |
| S1 |
118-040 |
118-040 |
118-098 |
118-070 |
| S2 |
117-290 |
117-290 |
118-086 |
|
| S3 |
117-160 |
117-230 |
118-074 |
|
| S4 |
117-030 |
117-100 |
118-038 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-052 |
|
2.618 |
118-291 |
|
1.618 |
118-241 |
|
1.000 |
118-210 |
|
0.618 |
118-191 |
|
HIGH |
118-160 |
|
0.618 |
118-141 |
|
0.500 |
118-135 |
|
0.382 |
118-129 |
|
LOW |
118-110 |
|
0.618 |
118-079 |
|
1.000 |
118-060 |
|
1.618 |
118-029 |
|
2.618 |
117-299 |
|
4.250 |
117-218 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-135 |
118-108 |
| PP |
118-127 |
118-107 |
| S1 |
118-118 |
118-105 |
|