ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-150 |
-0-010 |
0.0% |
118-280 |
| High |
119-170 |
119-200 |
0-030 |
0.1% |
119-200 |
| Low |
119-130 |
119-140 |
0-010 |
0.0% |
118-250 |
| Close |
119-140 |
119-160 |
0-020 |
0.1% |
119-140 |
| Range |
0-040 |
0-060 |
0-020 |
50.0% |
0-270 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.7% |
0-000 |
| Volume |
19,013 |
16,639 |
-2,374 |
-12.5% |
63,134 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-027 |
119-313 |
119-193 |
|
| R3 |
119-287 |
119-253 |
119-176 |
|
| R2 |
119-227 |
119-227 |
119-171 |
|
| R1 |
119-193 |
119-193 |
119-166 |
119-210 |
| PP |
119-167 |
119-167 |
119-167 |
119-175 |
| S1 |
119-133 |
119-133 |
119-154 |
119-150 |
| S2 |
119-107 |
119-107 |
119-149 |
|
| S3 |
119-047 |
119-073 |
119-144 |
|
| S4 |
118-307 |
119-013 |
119-127 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-150 |
119-288 |
|
| R3 |
120-310 |
120-200 |
119-214 |
|
| R2 |
120-040 |
120-040 |
119-190 |
|
| R1 |
119-250 |
119-250 |
119-165 |
119-305 |
| PP |
119-090 |
119-090 |
119-090 |
119-118 |
| S1 |
118-300 |
118-300 |
119-115 |
119-035 |
| S2 |
118-140 |
118-140 |
119-090 |
|
| S3 |
117-190 |
118-030 |
119-066 |
|
| S4 |
116-240 |
117-080 |
118-312 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-135 |
|
2.618 |
120-037 |
|
1.618 |
119-297 |
|
1.000 |
119-260 |
|
0.618 |
119-237 |
|
HIGH |
119-200 |
|
0.618 |
119-177 |
|
0.500 |
119-170 |
|
0.382 |
119-163 |
|
LOW |
119-140 |
|
0.618 |
119-103 |
|
1.000 |
119-080 |
|
1.618 |
119-043 |
|
2.618 |
118-303 |
|
4.250 |
118-205 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-170 |
119-148 |
| PP |
119-167 |
119-137 |
| S1 |
119-163 |
119-125 |
|