ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-162 |
119-147 |
-0-015 |
0.0% |
119-060 |
| High |
119-202 |
119-167 |
-0-035 |
-0.1% |
119-207 |
| Low |
119-132 |
119-117 |
-0-015 |
0.0% |
119-005 |
| Close |
119-147 |
119-145 |
-0-002 |
0.0% |
119-147 |
| Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-202 |
| ATR |
0-102 |
0-099 |
-0-004 |
-3.7% |
0-000 |
| Volume |
438,258 |
532,474 |
94,216 |
21.5% |
4,138,758 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-293 |
119-269 |
119-172 |
|
| R3 |
119-243 |
119-219 |
119-159 |
|
| R2 |
119-193 |
119-193 |
119-154 |
|
| R1 |
119-169 |
119-169 |
119-150 |
119-156 |
| PP |
119-143 |
119-143 |
119-143 |
119-136 |
| S1 |
119-119 |
119-119 |
119-140 |
119-106 |
| S2 |
119-093 |
119-093 |
119-136 |
|
| S3 |
119-043 |
119-069 |
119-131 |
|
| S4 |
118-313 |
119-019 |
119-118 |
|
|
| 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 |
119-020 |
0-187 |
0.5% |
0-103 |
0.3% |
67% |
False |
False |
759,333 |
| 10 |
119-207 |
118-300 |
0-227 |
0.6% |
0-091 |
0.2% |
73% |
False |
False |
706,011 |
| 20 |
120-025 |
118-295 |
1-050 |
1.0% |
0-100 |
0.3% |
46% |
False |
False |
682,562 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-103 |
0.3% |
61% |
False |
False |
713,888 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-098 |
0.3% |
53% |
False |
False |
620,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-060 |
|
2.618 |
119-298 |
|
1.618 |
119-248 |
|
1.000 |
119-217 |
|
0.618 |
119-198 |
|
HIGH |
119-167 |
|
0.618 |
119-148 |
|
0.500 |
119-142 |
|
0.382 |
119-136 |
|
LOW |
119-117 |
|
0.618 |
119-086 |
|
1.000 |
119-067 |
|
1.618 |
119-036 |
|
2.618 |
118-306 |
|
4.250 |
118-224 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-144 |
119-134 |
| PP |
119-143 |
119-123 |
| S1 |
119-142 |
119-112 |
|