ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-150 |
-0-080 |
-0.2% |
118-060 |
| High |
118-230 |
118-150 |
-0-080 |
-0.2% |
119-040 |
| Low |
118-170 |
118-050 |
-0-120 |
-0.3% |
118-060 |
| Close |
118-170 |
118-050 |
-0-120 |
-0.3% |
119-000 |
| Range |
0-060 |
0-100 |
0-040 |
66.7% |
0-300 |
| ATR |
0-064 |
0-068 |
0-004 |
6.3% |
0-000 |
| Volume |
1,023 |
110 |
-913 |
-89.2% |
2,267 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
118-317 |
118-105 |
|
| R3 |
118-283 |
118-217 |
118-078 |
|
| R2 |
118-183 |
118-183 |
118-068 |
|
| R1 |
118-117 |
118-117 |
118-059 |
118-100 |
| PP |
118-083 |
118-083 |
118-083 |
118-075 |
| S1 |
118-017 |
118-017 |
118-041 |
118-000 |
| S2 |
117-303 |
117-303 |
118-032 |
|
| S3 |
117-203 |
117-237 |
118-022 |
|
| S4 |
117-103 |
117-137 |
117-315 |
|
|
| 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 |
119-255 |
|
2.618 |
119-092 |
|
1.618 |
118-312 |
|
1.000 |
118-250 |
|
0.618 |
118-212 |
|
HIGH |
118-150 |
|
0.618 |
118-112 |
|
0.500 |
118-100 |
|
0.382 |
118-088 |
|
LOW |
118-050 |
|
0.618 |
117-308 |
|
1.000 |
117-270 |
|
1.618 |
117-208 |
|
2.618 |
117-108 |
|
4.250 |
116-265 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-100 |
118-160 |
| PP |
118-083 |
118-123 |
| S1 |
118-067 |
118-087 |
|