ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-002 |
119-022 |
0-020 |
0.1% |
119-252 |
| High |
119-050 |
119-047 |
-0-003 |
0.0% |
120-025 |
| Low |
118-295 |
118-297 |
0-002 |
0.0% |
118-310 |
| Close |
119-020 |
118-305 |
-0-035 |
-0.1% |
119-002 |
| Range |
0-075 |
0-070 |
-0-005 |
-6.7% |
1-035 |
| ATR |
0-107 |
0-104 |
-0-003 |
-2.5% |
0-000 |
| Volume |
284,922 |
500,497 |
215,575 |
75.7% |
2,769,595 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-213 |
119-169 |
119-024 |
|
| R3 |
119-143 |
119-099 |
119-004 |
|
| R2 |
119-073 |
119-073 |
118-318 |
|
| R1 |
119-029 |
119-029 |
118-311 |
119-016 |
| PP |
119-003 |
119-003 |
119-003 |
118-316 |
| S1 |
118-279 |
118-279 |
118-299 |
118-266 |
| S2 |
118-253 |
118-253 |
118-292 |
|
| S3 |
118-183 |
118-209 |
118-286 |
|
| S4 |
118-113 |
118-139 |
118-266 |
|
|
| 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 |
119-220 |
118-295 |
0-245 |
0.6% |
0-094 |
0.2% |
4% |
False |
False |
597,114 |
| 10 |
120-025 |
118-295 |
1-050 |
1.0% |
0-108 |
0.3% |
3% |
False |
False |
659,113 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-101 |
0.3% |
30% |
False |
False |
683,716 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
26% |
False |
False |
739,638 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-096 |
0.3% |
26% |
False |
False |
503,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-024 |
|
2.618 |
119-230 |
|
1.618 |
119-160 |
|
1.000 |
119-117 |
|
0.618 |
119-090 |
|
HIGH |
119-047 |
|
0.618 |
119-020 |
|
0.500 |
119-012 |
|
0.382 |
119-004 |
|
LOW |
118-297 |
|
0.618 |
118-254 |
|
1.000 |
118-227 |
|
1.618 |
118-184 |
|
2.618 |
118-114 |
|
4.250 |
118-000 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-012 |
119-065 |
| PP |
119-003 |
119-038 |
| S1 |
118-314 |
119-012 |
|