ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
118-240 |
-0-150 |
-0.4% |
118-060 |
| High |
119-070 |
118-270 |
-0-120 |
-0.3% |
119-040 |
| Low |
118-260 |
118-210 |
-0-050 |
-0.1% |
118-060 |
| Close |
118-260 |
118-230 |
-0-030 |
-0.1% |
119-000 |
| Range |
0-130 |
0-060 |
-0-070 |
-53.8% |
0-300 |
| ATR |
0-064 |
0-064 |
0-000 |
-0.5% |
0-000 |
| Volume |
2,273 |
243 |
-2,030 |
-89.3% |
2,267 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-097 |
119-063 |
118-263 |
|
| R3 |
119-037 |
119-003 |
118-246 |
|
| R2 |
118-297 |
118-297 |
118-241 |
|
| R1 |
118-263 |
118-263 |
118-236 |
118-250 |
| PP |
118-237 |
118-237 |
118-237 |
118-230 |
| S1 |
118-203 |
118-203 |
118-224 |
118-190 |
| S2 |
118-177 |
118-177 |
118-219 |
|
| S3 |
118-117 |
118-143 |
118-214 |
|
| S4 |
118-057 |
118-083 |
118-197 |
|
|
| 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 |
119-205 |
|
2.618 |
119-107 |
|
1.618 |
119-047 |
|
1.000 |
119-010 |
|
0.618 |
118-307 |
|
HIGH |
118-270 |
|
0.618 |
118-247 |
|
0.500 |
118-240 |
|
0.382 |
118-233 |
|
LOW |
118-210 |
|
0.618 |
118-173 |
|
1.000 |
118-150 |
|
1.618 |
118-113 |
|
2.618 |
118-053 |
|
4.250 |
117-275 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-240 |
118-300 |
| PP |
118-237 |
118-277 |
| S1 |
118-233 |
118-253 |
|