ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-030 |
119-070 |
0-040 |
0.1% |
118-060 |
| High |
119-040 |
119-070 |
0-030 |
0.1% |
119-040 |
| Low |
119-000 |
118-260 |
-0-060 |
-0.2% |
118-060 |
| Close |
119-000 |
118-260 |
-0-060 |
-0.2% |
119-000 |
| Range |
0-040 |
0-130 |
0-090 |
225.0% |
0-300 |
| ATR |
0-059 |
0-064 |
0-005 |
8.5% |
0-000 |
| Volume |
28 |
2,273 |
2,245 |
8,017.9% |
2,267 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
119-287 |
119-012 |
|
| R3 |
119-243 |
119-157 |
118-296 |
|
| R2 |
119-113 |
119-113 |
118-284 |
|
| R1 |
119-027 |
119-027 |
118-272 |
119-005 |
| PP |
118-303 |
118-303 |
118-303 |
118-292 |
| S1 |
118-217 |
118-217 |
118-248 |
118-195 |
| S2 |
118-173 |
118-173 |
118-236 |
|
| S3 |
118-043 |
118-087 |
118-224 |
|
| S4 |
117-233 |
117-277 |
118-188 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-187 |
121-073 |
119-165 |
|
| R3 |
120-207 |
120-093 |
119-082 |
|
| R2 |
119-227 |
119-227 |
119-055 |
|
| R1 |
119-113 |
119-113 |
119-028 |
119-170 |
| PP |
118-247 |
118-247 |
118-247 |
118-275 |
| S1 |
118-133 |
118-133 |
118-292 |
118-190 |
| S2 |
117-267 |
117-267 |
118-265 |
|
| S3 |
116-287 |
117-153 |
118-238 |
|
| S4 |
115-307 |
116-173 |
118-155 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-302 |
|
2.618 |
120-090 |
|
1.618 |
119-280 |
|
1.000 |
119-200 |
|
0.618 |
119-150 |
|
HIGH |
119-070 |
|
0.618 |
119-020 |
|
0.500 |
119-005 |
|
0.382 |
118-310 |
|
LOW |
118-260 |
|
0.618 |
118-180 |
|
1.000 |
118-130 |
|
1.618 |
118-050 |
|
2.618 |
117-240 |
|
4.250 |
117-028 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-005 |
119-005 |
| PP |
118-303 |
118-303 |
| S1 |
118-282 |
118-282 |
|