ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
119-020 |
119-100 |
0-080 |
0.2% |
118-200 |
High |
119-140 |
119-200 |
0-060 |
0.2% |
119-020 |
Low |
119-020 |
119-050 |
0-030 |
0.1% |
118-170 |
Close |
119-110 |
119-160 |
0-050 |
0.1% |
119-000 |
Range |
0-120 |
0-150 |
0-030 |
25.0% |
0-170 |
ATR |
0-077 |
0-082 |
0-005 |
6.7% |
0-000 |
Volume |
14,191 |
8,846 |
-5,345 |
-37.7% |
23,930 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-267 |
120-203 |
119-242 |
|
R3 |
120-117 |
120-053 |
119-201 |
|
R2 |
119-287 |
119-287 |
119-188 |
|
R1 |
119-223 |
119-223 |
119-174 |
119-255 |
PP |
119-137 |
119-137 |
119-137 |
119-152 |
S1 |
119-073 |
119-073 |
119-146 |
119-105 |
S2 |
118-307 |
118-307 |
119-132 |
|
S3 |
118-157 |
118-243 |
119-119 |
|
S4 |
118-007 |
118-093 |
119-078 |
|
|
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 |
121-198 |
2.618 |
120-273 |
1.618 |
120-123 |
1.000 |
120-030 |
0.618 |
119-293 |
HIGH |
119-200 |
0.618 |
119-143 |
0.500 |
119-125 |
0.382 |
119-107 |
LOW |
119-050 |
0.618 |
118-277 |
1.000 |
118-220 |
1.618 |
118-127 |
2.618 |
117-297 |
4.250 |
117-052 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
119-148 |
119-128 |
PP |
119-137 |
119-097 |
S1 |
119-125 |
119-065 |
|