ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-017 |
119-052 |
0-035 |
0.1% |
118-260 |
| High |
119-095 |
119-090 |
-0-005 |
0.0% |
119-030 |
| Low |
119-015 |
119-032 |
0-017 |
0.0% |
118-150 |
| Close |
119-067 |
119-080 |
0-013 |
0.0% |
119-020 |
| Range |
0-080 |
0-058 |
-0-022 |
-27.5% |
0-200 |
| ATR |
0-102 |
0-099 |
-0-003 |
-3.1% |
0-000 |
| Volume |
610,318 |
584,316 |
-26,002 |
-4.3% |
3,565,822 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-241 |
119-219 |
119-112 |
|
| R3 |
119-183 |
119-161 |
119-096 |
|
| R2 |
119-125 |
119-125 |
119-091 |
|
| R1 |
119-103 |
119-103 |
119-085 |
119-114 |
| PP |
119-067 |
119-067 |
119-067 |
119-073 |
| S1 |
119-045 |
119-045 |
119-075 |
119-056 |
| S2 |
119-009 |
119-009 |
119-069 |
|
| S3 |
118-271 |
118-307 |
119-064 |
|
| S4 |
118-213 |
118-249 |
119-048 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-170 |
119-130 |
|
| R3 |
120-040 |
119-290 |
119-075 |
|
| R2 |
119-160 |
119-160 |
119-057 |
|
| R1 |
119-090 |
119-090 |
119-038 |
119-125 |
| PP |
118-280 |
118-280 |
118-280 |
118-298 |
| S1 |
118-210 |
118-210 |
119-002 |
118-245 |
| S2 |
118-080 |
118-080 |
118-303 |
|
| S3 |
117-200 |
118-010 |
118-285 |
|
| S4 |
117-000 |
117-130 |
118-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-095 |
118-150 |
0-265 |
0.7% |
0-099 |
0.3% |
94% |
False |
False |
676,826 |
| 10 |
119-095 |
118-150 |
0-265 |
0.7% |
0-093 |
0.2% |
94% |
False |
False |
695,124 |
| 20 |
120-015 |
118-150 |
1-185 |
1.3% |
0-107 |
0.3% |
50% |
False |
False |
747,791 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-099 |
0.3% |
42% |
False |
False |
604,148 |
| 60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-083 |
0.2% |
44% |
False |
False |
403,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-016 |
|
2.618 |
119-242 |
|
1.618 |
119-184 |
|
1.000 |
119-148 |
|
0.618 |
119-126 |
|
HIGH |
119-090 |
|
0.618 |
119-068 |
|
0.500 |
119-061 |
|
0.382 |
119-054 |
|
LOW |
119-032 |
|
0.618 |
118-316 |
|
1.000 |
118-294 |
|
1.618 |
118-258 |
|
2.618 |
118-200 |
|
4.250 |
118-106 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-074 |
119-041 |
| PP |
119-067 |
119-002 |
| S1 |
119-061 |
118-282 |
|