ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-167 |
119-162 |
-0-005 |
0.0% |
119-060 |
| High |
119-205 |
119-202 |
-0-003 |
0.0% |
119-207 |
| Low |
119-020 |
119-132 |
0-112 |
0.3% |
119-005 |
| Close |
119-147 |
119-147 |
0-000 |
0.0% |
119-147 |
| Range |
0-185 |
0-070 |
-0-115 |
-62.2% |
0-202 |
| ATR |
0-105 |
0-102 |
-0-002 |
-2.4% |
0-000 |
| Volume |
1,342,435 |
438,258 |
-904,177 |
-67.4% |
4,138,758 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-050 |
120-009 |
119-186 |
|
| R3 |
119-300 |
119-259 |
119-166 |
|
| R2 |
119-230 |
119-230 |
119-160 |
|
| R1 |
119-189 |
119-189 |
119-153 |
119-174 |
| PP |
119-160 |
119-160 |
119-160 |
119-153 |
| S1 |
119-119 |
119-119 |
119-141 |
119-104 |
| S2 |
119-090 |
119-090 |
119-134 |
|
| S3 |
119-020 |
119-049 |
119-128 |
|
| S4 |
118-270 |
118-299 |
119-108 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-086 |
120-318 |
119-258 |
|
| R3 |
120-204 |
120-116 |
119-203 |
|
| R2 |
120-002 |
120-002 |
119-184 |
|
| R1 |
119-234 |
119-234 |
119-166 |
119-278 |
| PP |
119-120 |
119-120 |
119-120 |
119-142 |
| S1 |
119-032 |
119-032 |
119-128 |
119-076 |
| S2 |
118-238 |
118-238 |
119-110 |
|
| S3 |
118-036 |
118-150 |
119-091 |
|
| S4 |
117-154 |
117-268 |
119-036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-207 |
119-005 |
0-202 |
0.5% |
0-104 |
0.3% |
70% |
False |
False |
772,635 |
| 10 |
119-207 |
118-297 |
0-230 |
0.6% |
0-093 |
0.2% |
74% |
False |
False |
702,813 |
| 20 |
120-025 |
118-295 |
1-050 |
1.0% |
0-101 |
0.3% |
46% |
False |
False |
686,454 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-103 |
0.3% |
62% |
False |
False |
713,357 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-100 |
0.3% |
53% |
False |
False |
611,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-180 |
|
2.618 |
120-065 |
|
1.618 |
119-315 |
|
1.000 |
119-272 |
|
0.618 |
119-245 |
|
HIGH |
119-202 |
|
0.618 |
119-175 |
|
0.500 |
119-167 |
|
0.382 |
119-159 |
|
LOW |
119-132 |
|
0.618 |
119-089 |
|
1.000 |
119-062 |
|
1.618 |
119-019 |
|
2.618 |
118-269 |
|
4.250 |
118-154 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-167 |
119-136 |
| PP |
119-160 |
119-125 |
| S1 |
119-154 |
119-114 |
|