ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
119-100 |
119-160 |
0-060 |
0.2% |
118-280 |
High |
119-200 |
119-170 |
-0-030 |
-0.1% |
119-200 |
Low |
119-050 |
119-130 |
0-080 |
0.2% |
118-250 |
Close |
119-160 |
119-140 |
-0-020 |
-0.1% |
119-140 |
Range |
0-150 |
0-040 |
-0-110 |
-73.3% |
0-270 |
ATR |
0-082 |
0-079 |
-0-003 |
-3.7% |
0-000 |
Volume |
8,846 |
19,013 |
10,167 |
114.9% |
63,134 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-267 |
119-243 |
119-162 |
|
R3 |
119-227 |
119-203 |
119-151 |
|
R2 |
119-187 |
119-187 |
119-147 |
|
R1 |
119-163 |
119-163 |
119-144 |
119-155 |
PP |
119-147 |
119-147 |
119-147 |
119-142 |
S1 |
119-123 |
119-123 |
119-136 |
119-115 |
S2 |
119-107 |
119-107 |
119-133 |
|
S3 |
119-067 |
119-083 |
119-129 |
|
S4 |
119-027 |
119-043 |
119-118 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-260 |
121-150 |
119-288 |
|
R3 |
120-310 |
120-200 |
119-214 |
|
R2 |
120-040 |
120-040 |
119-190 |
|
R1 |
119-250 |
119-250 |
119-165 |
119-305 |
PP |
119-090 |
119-090 |
119-090 |
119-118 |
S1 |
118-300 |
118-300 |
119-115 |
119-035 |
S2 |
118-140 |
118-140 |
119-090 |
|
S3 |
117-190 |
118-030 |
119-066 |
|
S4 |
116-240 |
117-080 |
118-312 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-020 |
2.618 |
119-275 |
1.618 |
119-235 |
1.000 |
119-210 |
0.618 |
119-195 |
HIGH |
119-170 |
0.618 |
119-155 |
0.500 |
119-150 |
0.382 |
119-145 |
LOW |
119-130 |
0.618 |
119-105 |
1.000 |
119-090 |
1.618 |
119-065 |
2.618 |
119-025 |
4.250 |
118-280 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
119-150 |
119-130 |
PP |
119-147 |
119-120 |
S1 |
119-143 |
119-110 |
|