ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
118-280 |
-0-030 |
-0.1% |
118-200 |
| High |
119-020 |
118-290 |
-0-050 |
-0.1% |
119-020 |
| Low |
118-290 |
118-250 |
-0-040 |
-0.1% |
118-170 |
| Close |
119-000 |
118-270 |
-0-050 |
-0.1% |
119-000 |
| Range |
0-050 |
0-040 |
-0-010 |
-20.0% |
0-170 |
| ATR |
0-072 |
0-072 |
0-000 |
-0.2% |
0-000 |
| Volume |
5,520 |
8,877 |
3,357 |
60.8% |
23,930 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
119-050 |
118-292 |
|
| R3 |
119-030 |
119-010 |
118-281 |
|
| R2 |
118-310 |
118-310 |
118-277 |
|
| R1 |
118-290 |
118-290 |
118-274 |
118-280 |
| PP |
118-270 |
118-270 |
118-270 |
118-265 |
| S1 |
118-250 |
118-250 |
118-266 |
118-240 |
| S2 |
118-230 |
118-230 |
118-263 |
|
| S3 |
118-190 |
118-210 |
118-259 |
|
| S4 |
118-150 |
118-170 |
118-248 |
|
|
| 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 |
119-140 |
|
2.618 |
119-075 |
|
1.618 |
119-035 |
|
1.000 |
119-010 |
|
0.618 |
118-315 |
|
HIGH |
118-290 |
|
0.618 |
118-275 |
|
0.500 |
118-270 |
|
0.382 |
118-265 |
|
LOW |
118-250 |
|
0.618 |
118-225 |
|
1.000 |
118-210 |
|
1.618 |
118-185 |
|
2.618 |
118-145 |
|
4.250 |
118-080 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-270 |
118-295 |
| PP |
118-270 |
118-287 |
| S1 |
118-270 |
118-278 |
|