ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-142 |
119-187 |
0-045 |
0.1% |
119-060 |
| High |
119-220 |
119-257 |
0-037 |
0.1% |
119-207 |
| Low |
119-107 |
119-172 |
0-065 |
0.2% |
119-005 |
| Close |
119-205 |
119-255 |
0-050 |
0.1% |
119-147 |
| Range |
0-113 |
0-085 |
-0-028 |
-24.8% |
0-202 |
| ATR |
0-100 |
0-099 |
-0-001 |
-1.0% |
0-000 |
| Volume |
824,047 |
755,361 |
-68,686 |
-8.3% |
4,138,758 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-163 |
120-134 |
119-302 |
|
| R3 |
120-078 |
120-049 |
119-278 |
|
| R2 |
119-313 |
119-313 |
119-271 |
|
| R1 |
119-284 |
119-284 |
119-263 |
119-298 |
| PP |
119-228 |
119-228 |
119-228 |
119-235 |
| S1 |
119-199 |
119-199 |
119-247 |
119-214 |
| S2 |
119-143 |
119-143 |
119-239 |
|
| S3 |
119-058 |
119-114 |
119-232 |
|
| S4 |
118-293 |
119-029 |
119-208 |
|
|
| 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 |
119-257 |
119-020 |
0-237 |
0.6% |
0-101 |
0.3% |
99% |
True |
False |
778,515 |
| 10 |
119-257 |
119-005 |
0-252 |
0.7% |
0-093 |
0.2% |
99% |
True |
False |
722,553 |
| 20 |
120-025 |
118-295 |
1-050 |
1.0% |
0-099 |
0.3% |
76% |
False |
False |
693,756 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-104 |
0.3% |
83% |
False |
False |
724,911 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-101 |
0.3% |
71% |
False |
False |
646,745 |
| 80 |
120-105 |
118-130 |
1-295 |
1.6% |
0-089 |
0.2% |
72% |
False |
False |
486,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-298 |
|
2.618 |
120-160 |
|
1.618 |
120-075 |
|
1.000 |
120-022 |
|
0.618 |
119-310 |
|
HIGH |
119-257 |
|
0.618 |
119-225 |
|
0.500 |
119-214 |
|
0.382 |
119-204 |
|
LOW |
119-172 |
|
0.618 |
119-119 |
|
1.000 |
119-087 |
|
1.618 |
119-034 |
|
2.618 |
118-269 |
|
4.250 |
118-131 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-242 |
119-231 |
| PP |
119-228 |
119-206 |
| S1 |
119-214 |
119-182 |
|