ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 29-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
118-140 |
118-100 |
-0-040 |
-0.1% |
118-070 |
High |
118-140 |
118-100 |
-0-040 |
-0.1% |
118-160 |
Low |
118-120 |
118-060 |
-0-060 |
-0.2% |
118-030 |
Close |
118-120 |
118-100 |
-0-020 |
-0.1% |
118-110 |
Range |
0-020 |
0-040 |
0-020 |
100.0% |
0-130 |
ATR |
0-061 |
0-061 |
0-000 |
-0.1% |
0-000 |
Volume |
1,017 |
1,970 |
953 |
93.7% |
6,915 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-207 |
118-193 |
118-122 |
|
R3 |
118-167 |
118-153 |
118-111 |
|
R2 |
118-127 |
118-127 |
118-107 |
|
R1 |
118-113 |
118-113 |
118-104 |
118-120 |
PP |
118-087 |
118-087 |
118-087 |
118-090 |
S1 |
118-073 |
118-073 |
118-096 |
118-080 |
S2 |
118-047 |
118-047 |
118-093 |
|
S3 |
118-007 |
118-033 |
118-089 |
|
S4 |
117-287 |
117-313 |
118-078 |
|
|
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 |
118-270 |
2.618 |
118-205 |
1.618 |
118-165 |
1.000 |
118-140 |
0.618 |
118-125 |
HIGH |
118-100 |
0.618 |
118-085 |
0.500 |
118-080 |
0.382 |
118-075 |
LOW |
118-060 |
0.618 |
118-035 |
1.000 |
118-020 |
1.618 |
117-315 |
2.618 |
117-275 |
4.250 |
117-210 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
118-093 |
118-110 |
PP |
118-087 |
118-107 |
S1 |
118-080 |
118-103 |
|