ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
118-280 |
118-270 |
-0-010 |
0.0% |
118-200 |
High |
118-290 |
119-030 |
0-060 |
0.2% |
119-020 |
Low |
118-250 |
118-250 |
0-000 |
0.0% |
118-170 |
Close |
118-270 |
119-020 |
0-070 |
0.2% |
119-000 |
Range |
0-040 |
0-100 |
0-060 |
150.0% |
0-170 |
ATR |
0-072 |
0-074 |
0-002 |
2.8% |
0-000 |
Volume |
8,877 |
12,207 |
3,330 |
37.5% |
23,930 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-293 |
119-257 |
119-075 |
|
R3 |
119-193 |
119-157 |
119-048 |
|
R2 |
119-093 |
119-093 |
119-038 |
|
R1 |
119-057 |
119-057 |
119-029 |
119-075 |
PP |
118-313 |
118-313 |
118-313 |
119-002 |
S1 |
118-277 |
118-277 |
119-011 |
118-295 |
S2 |
118-213 |
118-213 |
119-002 |
|
S3 |
118-113 |
118-177 |
118-312 |
|
S4 |
118-013 |
118-077 |
118-285 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-147 |
120-083 |
119-094 |
|
R3 |
119-297 |
119-233 |
119-047 |
|
R2 |
119-127 |
119-127 |
119-031 |
|
R1 |
119-063 |
119-063 |
119-016 |
119-095 |
PP |
118-277 |
118-277 |
118-277 |
118-292 |
S1 |
118-213 |
118-213 |
118-304 |
118-245 |
S2 |
118-107 |
118-107 |
118-289 |
|
S3 |
117-257 |
118-043 |
118-273 |
|
S4 |
117-087 |
117-193 |
118-226 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-135 |
2.618 |
119-292 |
1.618 |
119-192 |
1.000 |
119-130 |
0.618 |
119-092 |
HIGH |
119-030 |
0.618 |
118-312 |
0.500 |
118-300 |
0.382 |
118-288 |
LOW |
118-250 |
0.618 |
118-188 |
1.000 |
118-150 |
1.618 |
118-088 |
2.618 |
117-308 |
4.250 |
117-145 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
119-007 |
119-007 |
PP |
118-313 |
118-313 |
S1 |
118-300 |
118-300 |
|