ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
119-020 |
0-015 |
0.0% |
119-252 |
| High |
119-087 |
119-070 |
-0-017 |
0.0% |
120-025 |
| Low |
119-000 |
118-300 |
-0-020 |
-0.1% |
118-310 |
| Close |
119-045 |
119-040 |
-0-005 |
0.0% |
119-002 |
| Range |
0-087 |
0-090 |
0-003 |
3.4% |
1-035 |
| ATR |
0-104 |
0-103 |
-0-001 |
-1.0% |
0-000 |
| Volume |
703,800 |
710,190 |
6,390 |
0.9% |
2,769,595 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-260 |
119-090 |
|
| R3 |
119-210 |
119-170 |
119-065 |
|
| R2 |
119-120 |
119-120 |
119-056 |
|
| R1 |
119-080 |
119-080 |
119-048 |
119-100 |
| PP |
119-030 |
119-030 |
119-030 |
119-040 |
| S1 |
118-310 |
118-310 |
119-032 |
119-010 |
| S2 |
118-260 |
118-260 |
119-024 |
|
| S3 |
118-170 |
118-220 |
119-015 |
|
| S4 |
118-080 |
118-130 |
118-310 |
|
|
| 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 |
119-155 |
118-295 |
0-180 |
0.5% |
0-097 |
0.3% |
36% |
False |
False |
593,797 |
| 10 |
120-025 |
118-295 |
1-050 |
1.0% |
0-105 |
0.3% |
18% |
False |
False |
664,959 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-100 |
0.3% |
41% |
False |
False |
676,437 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
35% |
False |
False |
728,438 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-097 |
0.3% |
35% |
False |
False |
527,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-132 |
|
2.618 |
119-306 |
|
1.618 |
119-216 |
|
1.000 |
119-160 |
|
0.618 |
119-126 |
|
HIGH |
119-070 |
|
0.618 |
119-036 |
|
0.500 |
119-025 |
|
0.382 |
119-014 |
|
LOW |
118-300 |
|
0.618 |
118-244 |
|
1.000 |
118-210 |
|
1.618 |
118-154 |
|
2.618 |
118-064 |
|
4.250 |
117-238 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-035 |
119-037 |
| PP |
119-030 |
119-035 |
| S1 |
119-025 |
119-032 |
|