ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
118-190 |
118-230 |
0-040 |
0.1% |
118-140 |
| High |
118-230 |
118-290 |
0-060 |
0.2% |
118-270 |
| Low |
118-190 |
118-170 |
-0-020 |
-0.1% |
118-060 |
| Close |
118-210 |
118-270 |
0-060 |
0.2% |
118-210 |
| Range |
0-040 |
0-120 |
0-080 |
200.0% |
0-210 |
| ATR |
0-070 |
0-074 |
0-004 |
5.0% |
0-000 |
| Volume |
4,253 |
1,201 |
-3,052 |
-71.8% |
20,082 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-283 |
119-237 |
119-016 |
|
| R3 |
119-163 |
119-117 |
118-303 |
|
| R2 |
119-043 |
119-043 |
118-292 |
|
| R1 |
118-317 |
118-317 |
118-281 |
119-020 |
| PP |
118-243 |
118-243 |
118-243 |
118-255 |
| S1 |
118-197 |
118-197 |
118-259 |
118-220 |
| S2 |
118-123 |
118-123 |
118-248 |
|
| S3 |
118-003 |
118-077 |
118-237 |
|
| S4 |
117-203 |
117-277 |
118-204 |
|
|
| 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 |
120-160 |
|
2.618 |
119-284 |
|
1.618 |
119-164 |
|
1.000 |
119-090 |
|
0.618 |
119-044 |
|
HIGH |
118-290 |
|
0.618 |
118-244 |
|
0.500 |
118-230 |
|
0.382 |
118-216 |
|
LOW |
118-170 |
|
0.618 |
118-096 |
|
1.000 |
118-050 |
|
1.618 |
117-296 |
|
2.618 |
117-176 |
|
4.250 |
116-300 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-257 |
118-257 |
| PP |
118-243 |
118-243 |
| S1 |
118-230 |
118-230 |
|