ECBOT 5 Year T-Note Future September 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 |
118-200 |
118-190 |
-0-010 |
0.0% |
118-140 |
| High |
118-250 |
118-230 |
-0-020 |
-0.1% |
118-270 |
| Low |
118-200 |
118-190 |
-0-010 |
0.0% |
118-060 |
| Close |
118-210 |
118-210 |
0-000 |
0.0% |
118-210 |
| Range |
0-050 |
0-040 |
-0-010 |
-20.0% |
0-210 |
| ATR |
0-073 |
0-070 |
-0-002 |
-3.2% |
0-000 |
| Volume |
3,888 |
4,253 |
365 |
9.4% |
20,082 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-010 |
118-310 |
118-232 |
|
| R3 |
118-290 |
118-270 |
118-221 |
|
| R2 |
118-250 |
118-250 |
118-217 |
|
| R1 |
118-230 |
118-230 |
118-214 |
118-240 |
| PP |
118-210 |
118-210 |
118-210 |
118-215 |
| S1 |
118-190 |
118-190 |
118-206 |
118-200 |
| S2 |
118-170 |
118-170 |
118-203 |
|
| S3 |
118-130 |
118-150 |
118-199 |
|
| S4 |
118-090 |
118-110 |
118-188 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
120-080 |
119-006 |
|
| R3 |
119-280 |
119-190 |
118-268 |
|
| R2 |
119-070 |
119-070 |
118-248 |
|
| R1 |
118-300 |
118-300 |
118-229 |
119-025 |
| PP |
118-180 |
118-180 |
118-180 |
118-202 |
| S1 |
118-090 |
118-090 |
118-191 |
118-135 |
| S2 |
117-290 |
117-290 |
118-172 |
|
| S3 |
117-080 |
117-200 |
118-152 |
|
| S4 |
116-190 |
116-310 |
118-094 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-080 |
|
2.618 |
119-015 |
|
1.618 |
118-295 |
|
1.000 |
118-270 |
|
0.618 |
118-255 |
|
HIGH |
118-230 |
|
0.618 |
118-215 |
|
0.500 |
118-210 |
|
0.382 |
118-205 |
|
LOW |
118-190 |
|
0.618 |
118-165 |
|
1.000 |
118-150 |
|
1.618 |
118-125 |
|
2.618 |
118-085 |
|
4.250 |
118-020 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-210 |
118-192 |
| PP |
118-210 |
118-173 |
| S1 |
118-210 |
118-155 |
|