ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-047 |
119-060 |
0-013 |
0.0% |
119-002 |
| High |
119-060 |
119-150 |
0-090 |
0.2% |
119-115 |
| Low |
119-005 |
119-027 |
0-022 |
0.1% |
118-295 |
| Close |
119-047 |
119-145 |
0-098 |
0.3% |
119-057 |
| Range |
0-055 |
0-123 |
0-068 |
123.6% |
0-140 |
| ATR |
0-098 |
0-100 |
0-002 |
1.8% |
0-000 |
| Volume |
598,983 |
847,137 |
248,154 |
41.4% |
2,736,043 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-156 |
120-114 |
119-213 |
|
| R3 |
120-033 |
119-311 |
119-179 |
|
| R2 |
119-230 |
119-230 |
119-168 |
|
| R1 |
119-188 |
119-188 |
119-156 |
119-209 |
| PP |
119-107 |
119-107 |
119-107 |
119-118 |
| S1 |
119-065 |
119-065 |
119-134 |
119-086 |
| S2 |
118-304 |
118-304 |
119-122 |
|
| S3 |
118-181 |
118-262 |
119-111 |
|
| S4 |
118-058 |
118-139 |
119-077 |
|
|
| 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 |
119-150 |
118-300 |
0-170 |
0.4% |
0-086 |
0.2% |
97% |
True |
False |
681,356 |
| 10 |
119-177 |
118-295 |
0-202 |
0.5% |
0-090 |
0.2% |
84% |
False |
False |
638,991 |
| 20 |
120-025 |
118-150 |
1-195 |
1.3% |
0-102 |
0.3% |
61% |
False |
False |
675,076 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-103 |
0.3% |
61% |
False |
False |
703,696 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-098 |
0.3% |
53% |
False |
False |
572,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-033 |
|
2.618 |
120-152 |
|
1.618 |
120-029 |
|
1.000 |
119-273 |
|
0.618 |
119-226 |
|
HIGH |
119-150 |
|
0.618 |
119-103 |
|
0.500 |
119-088 |
|
0.382 |
119-074 |
|
LOW |
119-027 |
|
0.618 |
118-271 |
|
1.000 |
118-224 |
|
1.618 |
118-148 |
|
2.618 |
118-025 |
|
4.250 |
117-144 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-126 |
119-122 |
| PP |
119-107 |
119-100 |
| S1 |
119-088 |
119-078 |
|