ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-180 |
119-160 |
-0-020 |
-0.1% |
119-150 |
| High |
119-190 |
119-210 |
0-020 |
0.1% |
119-240 |
| Low |
119-130 |
119-150 |
0-020 |
0.1% |
119-130 |
| Close |
119-150 |
119-190 |
0-040 |
0.1% |
119-190 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-110 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.7% |
0-000 |
| Volume |
124,686 |
205,633 |
80,947 |
64.9% |
459,239 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-043 |
120-017 |
119-223 |
|
| R3 |
119-303 |
119-277 |
119-206 |
|
| R2 |
119-243 |
119-243 |
119-201 |
|
| R1 |
119-217 |
119-217 |
119-196 |
119-230 |
| PP |
119-183 |
119-183 |
119-183 |
119-190 |
| S1 |
119-157 |
119-157 |
119-184 |
119-170 |
| S2 |
119-123 |
119-123 |
119-179 |
|
| S3 |
119-063 |
119-097 |
119-174 |
|
| S4 |
119-003 |
119-037 |
119-157 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-197 |
120-143 |
119-250 |
|
| R3 |
120-087 |
120-033 |
119-220 |
|
| R2 |
119-297 |
119-297 |
119-210 |
|
| R1 |
119-243 |
119-243 |
119-200 |
119-270 |
| PP |
119-187 |
119-187 |
119-187 |
119-200 |
| S1 |
119-133 |
119-133 |
119-180 |
119-160 |
| S2 |
119-077 |
119-077 |
119-170 |
|
| S3 |
118-287 |
119-023 |
119-160 |
|
| S4 |
118-177 |
118-233 |
119-130 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-145 |
|
2.618 |
120-047 |
|
1.618 |
119-307 |
|
1.000 |
119-270 |
|
0.618 |
119-247 |
|
HIGH |
119-210 |
|
0.618 |
119-187 |
|
0.500 |
119-180 |
|
0.382 |
119-173 |
|
LOW |
119-150 |
|
0.618 |
119-113 |
|
1.000 |
119-090 |
|
1.618 |
119-053 |
|
2.618 |
118-313 |
|
4.250 |
118-215 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-187 |
119-188 |
| PP |
119-183 |
119-187 |
| S1 |
119-180 |
119-185 |
|