ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-125 |
119-002 |
-0-123 |
-0.3% |
119-252 |
| High |
119-155 |
119-050 |
-0-105 |
-0.3% |
120-025 |
| Low |
118-310 |
118-295 |
-0-015 |
0.0% |
118-310 |
| Close |
119-002 |
119-020 |
0-018 |
0.0% |
119-002 |
| Range |
0-165 |
0-075 |
-0-090 |
-54.5% |
1-035 |
| ATR |
0-109 |
0-107 |
-0-002 |
-2.2% |
0-000 |
| Volume |
769,580 |
284,922 |
-484,658 |
-63.0% |
2,769,595 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-240 |
119-205 |
119-061 |
|
| R3 |
119-165 |
119-130 |
119-041 |
|
| R2 |
119-090 |
119-090 |
119-034 |
|
| R1 |
119-055 |
119-055 |
119-027 |
119-072 |
| PP |
119-015 |
119-015 |
119-015 |
119-024 |
| S1 |
118-300 |
118-300 |
119-013 |
118-318 |
| S2 |
118-260 |
118-260 |
119-006 |
|
| S3 |
118-185 |
118-225 |
118-319 |
|
| S4 |
118-110 |
118-150 |
118-299 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-217 |
121-305 |
119-197 |
|
| R3 |
121-182 |
120-270 |
119-100 |
|
| R2 |
120-147 |
120-147 |
119-067 |
|
| R1 |
119-235 |
119-235 |
119-035 |
119-174 |
| PP |
119-112 |
119-112 |
119-112 |
119-082 |
| S1 |
118-200 |
118-200 |
118-289 |
118-138 |
| S2 |
118-077 |
118-077 |
118-257 |
|
| S3 |
117-042 |
117-165 |
118-224 |
|
| S4 |
116-007 |
116-130 |
118-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-025 |
118-295 |
1-050 |
1.0% |
0-115 |
0.3% |
12% |
False |
True |
610,903 |
| 10 |
120-025 |
118-295 |
1-050 |
1.0% |
0-109 |
0.3% |
12% |
False |
True |
670,095 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-103 |
0.3% |
37% |
False |
False |
701,674 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
32% |
False |
False |
738,313 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-096 |
0.3% |
32% |
False |
False |
495,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-049 |
|
2.618 |
119-246 |
|
1.618 |
119-171 |
|
1.000 |
119-125 |
|
0.618 |
119-096 |
|
HIGH |
119-050 |
|
0.618 |
119-021 |
|
0.500 |
119-012 |
|
0.382 |
119-004 |
|
LOW |
118-295 |
|
0.618 |
118-249 |
|
1.000 |
118-220 |
|
1.618 |
118-174 |
|
2.618 |
118-099 |
|
4.250 |
117-296 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-018 |
119-076 |
| PP |
119-015 |
119-057 |
| S1 |
119-012 |
119-039 |
|