ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-310 |
0-050 |
0.1% |
118-200 |
| High |
119-010 |
119-020 |
0-010 |
0.0% |
119-020 |
| Low |
118-260 |
118-290 |
0-030 |
0.1% |
118-170 |
| Close |
119-010 |
119-000 |
-0-010 |
0.0% |
119-000 |
| Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-170 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.3% |
0-000 |
| Volume |
9,068 |
5,520 |
-3,548 |
-39.1% |
23,930 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-147 |
119-123 |
119-028 |
|
| R3 |
119-097 |
119-073 |
119-014 |
|
| R2 |
119-047 |
119-047 |
119-009 |
|
| R1 |
119-023 |
119-023 |
119-005 |
119-035 |
| PP |
118-317 |
118-317 |
118-317 |
119-002 |
| S1 |
118-293 |
118-293 |
118-315 |
118-305 |
| S2 |
118-267 |
118-267 |
118-311 |
|
| S3 |
118-217 |
118-243 |
118-306 |
|
| S4 |
118-167 |
118-193 |
118-292 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-147 |
120-083 |
119-094 |
|
| R3 |
119-297 |
119-233 |
119-047 |
|
| R2 |
119-127 |
119-127 |
119-031 |
|
| R1 |
119-063 |
119-063 |
119-016 |
119-095 |
| PP |
118-277 |
118-277 |
118-277 |
118-292 |
| S1 |
118-213 |
118-213 |
118-304 |
118-245 |
| S2 |
118-107 |
118-107 |
118-289 |
|
| S3 |
117-257 |
118-043 |
118-273 |
|
| S4 |
117-087 |
117-193 |
118-226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-232 |
|
2.618 |
119-151 |
|
1.618 |
119-101 |
|
1.000 |
119-070 |
|
0.618 |
119-051 |
|
HIGH |
119-020 |
|
0.618 |
119-001 |
|
0.500 |
118-315 |
|
0.382 |
118-309 |
|
LOW |
118-290 |
|
0.618 |
118-259 |
|
1.000 |
118-240 |
|
1.618 |
118-209 |
|
2.618 |
118-159 |
|
4.250 |
118-078 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-318 |
118-298 |
| PP |
118-317 |
118-277 |
| S1 |
118-315 |
118-255 |
|