ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-047 |
119-060 |
0-013 |
0.0% |
119-002 |
| High |
119-115 |
119-092 |
-0-023 |
-0.1% |
119-115 |
| Low |
119-037 |
119-007 |
-0-030 |
-0.1% |
118-295 |
| Close |
119-057 |
119-072 |
0-015 |
0.0% |
119-057 |
| Range |
0-078 |
0-085 |
0-007 |
9.0% |
0-140 |
| ATR |
0-101 |
0-100 |
-0-001 |
-1.1% |
0-000 |
| Volume |
536,634 |
713,840 |
177,206 |
33.0% |
2,736,043 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-312 |
119-277 |
119-119 |
|
| R3 |
119-227 |
119-192 |
119-095 |
|
| R2 |
119-142 |
119-142 |
119-088 |
|
| R1 |
119-107 |
119-107 |
119-080 |
119-124 |
| PP |
119-057 |
119-057 |
119-057 |
119-066 |
| S1 |
119-022 |
119-022 |
119-064 |
119-040 |
| S2 |
118-292 |
118-292 |
119-056 |
|
| S3 |
118-207 |
118-257 |
119-049 |
|
| S4 |
118-122 |
118-172 |
119-025 |
|
|
| 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 |
118-297 |
0-138 |
0.4% |
0-082 |
0.2% |
69% |
False |
False |
632,992 |
| 10 |
120-025 |
118-295 |
1-050 |
1.0% |
0-099 |
0.3% |
26% |
False |
False |
621,947 |
| 20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-101 |
0.3% |
47% |
False |
False |
671,586 |
| 40 |
120-105 |
118-150 |
1-275 |
1.6% |
0-105 |
0.3% |
41% |
False |
False |
706,357 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-098 |
0.3% |
41% |
False |
False |
548,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-133 |
|
2.618 |
119-315 |
|
1.618 |
119-230 |
|
1.000 |
119-177 |
|
0.618 |
119-145 |
|
HIGH |
119-092 |
|
0.618 |
119-060 |
|
0.500 |
119-050 |
|
0.382 |
119-039 |
|
LOW |
119-007 |
|
0.618 |
118-274 |
|
1.000 |
118-242 |
|
1.618 |
118-189 |
|
2.618 |
118-104 |
|
4.250 |
117-286 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-064 |
119-064 |
| PP |
119-057 |
119-056 |
| S1 |
119-050 |
119-048 |
|