ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-022 |
119-005 |
-0-017 |
0.0% |
119-252 |
| High |
119-047 |
119-087 |
0-040 |
0.1% |
120-025 |
| Low |
118-297 |
119-000 |
0-023 |
0.1% |
118-310 |
| Close |
118-305 |
119-045 |
0-060 |
0.2% |
119-002 |
| Range |
0-070 |
0-087 |
0-017 |
24.3% |
1-035 |
| ATR |
0-104 |
0-104 |
0-000 |
-0.2% |
0-000 |
| Volume |
500,497 |
703,800 |
203,303 |
40.6% |
2,769,595 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-305 |
119-262 |
119-093 |
|
| R3 |
119-218 |
119-175 |
119-069 |
|
| R2 |
119-131 |
119-131 |
119-061 |
|
| R1 |
119-088 |
119-088 |
119-053 |
119-110 |
| PP |
119-044 |
119-044 |
119-044 |
119-055 |
| S1 |
119-001 |
119-001 |
119-037 |
119-022 |
| S2 |
118-277 |
118-277 |
119-029 |
|
| S3 |
118-190 |
118-234 |
119-021 |
|
| S4 |
118-103 |
118-147 |
118-317 |
|
|
| 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 |
119-177 |
118-295 |
0-202 |
0.5% |
0-095 |
0.2% |
35% |
False |
False |
596,625 |
| 10 |
120-025 |
118-295 |
1-050 |
1.0% |
0-111 |
0.3% |
19% |
False |
False |
671,061 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-102 |
0.3% |
42% |
False |
False |
683,093 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
36% |
False |
False |
738,509 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-097 |
0.3% |
36% |
False |
False |
515,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-137 |
|
2.618 |
119-315 |
|
1.618 |
119-228 |
|
1.000 |
119-174 |
|
0.618 |
119-141 |
|
HIGH |
119-087 |
|
0.618 |
119-054 |
|
0.500 |
119-044 |
|
0.382 |
119-033 |
|
LOW |
119-000 |
|
0.618 |
118-266 |
|
1.000 |
118-233 |
|
1.618 |
118-179 |
|
2.618 |
118-092 |
|
4.250 |
117-270 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-044 |
119-040 |
| PP |
119-044 |
119-036 |
| S1 |
119-044 |
119-031 |
|