ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 01-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-180 |
0-080 |
0.2% |
118-070 |
High |
118-200 |
118-270 |
0-070 |
0.2% |
118-160 |
Low |
118-100 |
118-180 |
0-080 |
0.2% |
118-030 |
Close |
118-200 |
118-250 |
0-050 |
0.1% |
118-110 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-130 |
ATR |
0-064 |
0-066 |
0-002 |
2.9% |
0-000 |
Volume |
10,789 |
3,816 |
-6,973 |
-64.6% |
6,915 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-183 |
119-147 |
118-300 |
|
R3 |
119-093 |
119-057 |
118-275 |
|
R2 |
119-003 |
119-003 |
118-266 |
|
R1 |
118-287 |
118-287 |
118-258 |
118-305 |
PP |
118-233 |
118-233 |
118-233 |
118-242 |
S1 |
118-197 |
118-197 |
118-242 |
118-215 |
S2 |
118-143 |
118-143 |
118-234 |
|
S3 |
118-053 |
118-107 |
118-225 |
|
S4 |
117-283 |
118-017 |
118-200 |
|
|
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 |
120-012 |
2.618 |
119-186 |
1.618 |
119-096 |
1.000 |
119-040 |
0.618 |
119-006 |
HIGH |
118-270 |
0.618 |
118-236 |
0.500 |
118-225 |
0.382 |
118-214 |
LOW |
118-180 |
0.618 |
118-124 |
1.000 |
118-090 |
1.618 |
118-034 |
2.618 |
117-264 |
4.250 |
117-118 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
118-242 |
118-222 |
PP |
118-233 |
118-193 |
S1 |
118-225 |
118-165 |
|