ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-020 |
119-047 |
0-027 |
0.1% |
119-002 |
| High |
119-070 |
119-115 |
0-045 |
0.1% |
119-115 |
| Low |
118-300 |
119-037 |
0-057 |
0.1% |
118-295 |
| Close |
119-040 |
119-057 |
0-017 |
0.0% |
119-057 |
| Range |
0-090 |
0-078 |
-0-012 |
-13.3% |
0-140 |
| ATR |
0-103 |
0-101 |
-0-002 |
-1.7% |
0-000 |
| Volume |
710,190 |
536,634 |
-173,556 |
-24.4% |
2,736,043 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-258 |
119-100 |
|
| R3 |
119-226 |
119-180 |
119-078 |
|
| R2 |
119-148 |
119-148 |
119-071 |
|
| R1 |
119-102 |
119-102 |
119-064 |
119-125 |
| PP |
119-070 |
119-070 |
119-070 |
119-081 |
| S1 |
119-024 |
119-024 |
119-050 |
119-047 |
| S2 |
118-312 |
118-312 |
119-043 |
|
| S3 |
118-234 |
118-266 |
119-036 |
|
| S4 |
118-156 |
118-188 |
119-014 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-149 |
120-083 |
119-134 |
|
| R3 |
120-009 |
119-263 |
119-096 |
|
| R2 |
119-189 |
119-189 |
119-083 |
|
| R1 |
119-123 |
119-123 |
119-070 |
119-156 |
| PP |
119-049 |
119-049 |
119-049 |
119-066 |
| S1 |
118-303 |
118-303 |
119-044 |
119-016 |
| S2 |
118-229 |
118-229 |
119-031 |
|
| S3 |
118-089 |
118-163 |
119-018 |
|
| S4 |
117-269 |
118-023 |
118-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-115 |
118-295 |
0-140 |
0.4% |
0-080 |
0.2% |
59% |
True |
False |
547,208 |
| 10 |
120-025 |
118-295 |
1-050 |
1.0% |
0-099 |
0.3% |
22% |
False |
False |
619,777 |
| 20 |
120-025 |
118-150 |
1-195 |
1.4% |
0-100 |
0.3% |
44% |
False |
False |
662,012 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-106 |
0.3% |
38% |
False |
False |
711,629 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-098 |
0.3% |
38% |
False |
False |
536,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-126 |
|
2.618 |
119-319 |
|
1.618 |
119-241 |
|
1.000 |
119-193 |
|
0.618 |
119-163 |
|
HIGH |
119-115 |
|
0.618 |
119-085 |
|
0.500 |
119-076 |
|
0.382 |
119-067 |
|
LOW |
119-037 |
|
0.618 |
118-309 |
|
1.000 |
118-279 |
|
1.618 |
118-231 |
|
2.618 |
118-153 |
|
4.250 |
118-026 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-076 |
119-054 |
| PP |
119-070 |
119-051 |
| S1 |
119-063 |
119-048 |
|