ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-067 |
119-145 |
0-078 |
0.2% |
118-260 |
| High |
119-157 |
119-280 |
0-123 |
0.3% |
119-030 |
| Low |
119-010 |
119-142 |
0-132 |
0.3% |
118-150 |
| Close |
119-142 |
119-235 |
0-093 |
0.2% |
119-020 |
| Range |
0-147 |
0-138 |
-0-009 |
-6.1% |
0-200 |
| ATR |
0-102 |
0-105 |
0-003 |
2.5% |
0-000 |
| Volume |
771,211 |
988,457 |
217,246 |
28.2% |
3,565,822 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-313 |
120-252 |
119-311 |
|
| R3 |
120-175 |
120-114 |
119-273 |
|
| R2 |
120-037 |
120-037 |
119-260 |
|
| R1 |
119-296 |
119-296 |
119-248 |
120-006 |
| PP |
119-219 |
119-219 |
119-219 |
119-234 |
| S1 |
119-158 |
119-158 |
119-222 |
119-188 |
| S2 |
119-081 |
119-081 |
119-210 |
|
| S3 |
118-263 |
119-020 |
119-197 |
|
| S4 |
118-125 |
118-202 |
119-159 |
|
|
| 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 |
119-280 |
118-150 |
1-130 |
1.2% |
0-125 |
0.3% |
90% |
True |
False |
798,124 |
| 10 |
119-280 |
118-150 |
1-130 |
1.2% |
0-102 |
0.3% |
90% |
True |
False |
704,247 |
| 20 |
120-015 |
118-150 |
1-185 |
1.3% |
0-106 |
0.3% |
80% |
False |
False |
753,975 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-103 |
0.3% |
68% |
False |
False |
647,758 |
| 60 |
120-105 |
118-130 |
1-295 |
1.6% |
0-087 |
0.2% |
69% |
False |
False |
433,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-226 |
|
2.618 |
121-001 |
|
1.618 |
120-183 |
|
1.000 |
120-098 |
|
0.618 |
120-045 |
|
HIGH |
119-280 |
|
0.618 |
119-227 |
|
0.500 |
119-211 |
|
0.382 |
119-195 |
|
LOW |
119-142 |
|
0.618 |
119-057 |
|
1.000 |
119-004 |
|
1.618 |
118-239 |
|
2.618 |
118-101 |
|
4.250 |
117-196 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-227 |
119-205 |
| PP |
119-219 |
119-175 |
| S1 |
119-211 |
119-145 |
|