ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-240 |
0-060 |
0.2% |
118-140 |
| High |
118-270 |
118-250 |
-0-020 |
-0.1% |
118-270 |
| Low |
118-180 |
118-060 |
-0-120 |
-0.3% |
118-060 |
| Close |
118-250 |
118-210 |
-0-040 |
-0.1% |
118-210 |
| Range |
0-090 |
0-190 |
0-100 |
111.1% |
0-210 |
| ATR |
0-066 |
0-074 |
0-009 |
13.5% |
0-000 |
| Volume |
3,816 |
2,490 |
-1,326 |
-34.7% |
20,082 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-103 |
120-027 |
118-314 |
|
| R3 |
119-233 |
119-157 |
118-262 |
|
| R2 |
119-043 |
119-043 |
118-245 |
|
| R1 |
118-287 |
118-287 |
118-227 |
118-230 |
| PP |
118-173 |
118-173 |
118-173 |
118-145 |
| S1 |
118-097 |
118-097 |
118-193 |
118-040 |
| S2 |
117-303 |
117-303 |
118-175 |
|
| S3 |
117-113 |
117-227 |
118-158 |
|
| S4 |
116-243 |
117-037 |
118-106 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
120-080 |
119-006 |
|
| R3 |
119-280 |
119-190 |
118-268 |
|
| R2 |
119-070 |
119-070 |
118-248 |
|
| R1 |
118-300 |
118-300 |
118-229 |
119-025 |
| PP |
118-180 |
118-180 |
118-180 |
118-202 |
| S1 |
118-090 |
118-090 |
118-191 |
118-135 |
| S2 |
117-290 |
117-290 |
118-172 |
|
| S3 |
117-080 |
117-200 |
118-152 |
|
| S4 |
116-190 |
116-310 |
118-094 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-098 |
|
2.618 |
120-107 |
|
1.618 |
119-237 |
|
1.000 |
119-120 |
|
0.618 |
119-047 |
|
HIGH |
118-250 |
|
0.618 |
118-177 |
|
0.500 |
118-155 |
|
0.382 |
118-133 |
|
LOW |
118-060 |
|
0.618 |
117-263 |
|
1.000 |
117-190 |
|
1.618 |
117-073 |
|
2.618 |
116-203 |
|
4.250 |
115-212 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-192 |
118-195 |
| PP |
118-173 |
118-180 |
| S1 |
118-155 |
118-165 |
|