ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-052 |
119-067 |
0-015 |
0.0% |
118-260 |
| High |
119-090 |
119-157 |
0-067 |
0.2% |
119-030 |
| Low |
119-032 |
119-010 |
-0-022 |
-0.1% |
118-150 |
| Close |
119-080 |
119-142 |
0-062 |
0.2% |
119-020 |
| Range |
0-058 |
0-147 |
0-089 |
153.4% |
0-200 |
| ATR |
0-099 |
0-102 |
0-003 |
3.5% |
0-000 |
| Volume |
584,316 |
771,211 |
186,895 |
32.0% |
3,565,822 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-224 |
120-170 |
119-223 |
|
| R3 |
120-077 |
120-023 |
119-182 |
|
| R2 |
119-250 |
119-250 |
119-169 |
|
| R1 |
119-196 |
119-196 |
119-155 |
119-223 |
| PP |
119-103 |
119-103 |
119-103 |
119-116 |
| S1 |
119-049 |
119-049 |
119-129 |
119-076 |
| S2 |
118-276 |
118-276 |
119-115 |
|
| S3 |
118-129 |
118-222 |
119-102 |
|
| S4 |
117-302 |
118-075 |
119-061 |
|
|
| 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 |
119-157 |
118-150 |
1-007 |
0.9% |
0-106 |
0.3% |
95% |
True |
False |
711,095 |
| 10 |
119-157 |
118-150 |
1-007 |
0.9% |
0-096 |
0.3% |
95% |
True |
False |
687,915 |
| 20 |
120-015 |
118-150 |
1-185 |
1.3% |
0-109 |
0.3% |
62% |
False |
False |
756,067 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-101 |
0.3% |
52% |
False |
False |
623,239 |
| 60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-085 |
0.2% |
54% |
False |
False |
416,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-142 |
|
2.618 |
120-222 |
|
1.618 |
120-075 |
|
1.000 |
119-304 |
|
0.618 |
119-248 |
|
HIGH |
119-157 |
|
0.618 |
119-101 |
|
0.500 |
119-084 |
|
0.382 |
119-066 |
|
LOW |
119-010 |
|
0.618 |
118-239 |
|
1.000 |
118-183 |
|
1.618 |
118-092 |
|
2.618 |
117-265 |
|
4.250 |
117-025 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-122 |
119-122 |
| PP |
119-103 |
119-103 |
| S1 |
119-084 |
119-084 |
|