ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-190 |
119-265 |
0-075 |
0.2% |
119-150 |
| High |
119-300 |
120-015 |
0-035 |
0.1% |
119-240 |
| Low |
119-187 |
119-227 |
0-040 |
0.1% |
119-130 |
| Close |
119-290 |
119-260 |
-0-030 |
-0.1% |
119-190 |
| Range |
0-113 |
0-108 |
-0-005 |
-4.4% |
0-110 |
| ATR |
0-078 |
0-080 |
0-002 |
2.7% |
0-000 |
| Volume |
1,173,106 |
778,573 |
-394,533 |
-33.6% |
459,239 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-278 |
120-217 |
119-319 |
|
| R3 |
120-170 |
120-109 |
119-290 |
|
| R2 |
120-062 |
120-062 |
119-280 |
|
| R1 |
120-001 |
120-001 |
119-270 |
119-298 |
| PP |
119-274 |
119-274 |
119-274 |
119-262 |
| S1 |
119-213 |
119-213 |
119-250 |
119-190 |
| S2 |
119-166 |
119-166 |
119-240 |
|
| S3 |
119-058 |
119-105 |
119-230 |
|
| S4 |
118-270 |
118-317 |
119-201 |
|
|
| 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 |
121-154 |
|
2.618 |
120-298 |
|
1.618 |
120-190 |
|
1.000 |
120-123 |
|
0.618 |
120-082 |
|
HIGH |
120-015 |
|
0.618 |
119-294 |
|
0.500 |
119-281 |
|
0.382 |
119-268 |
|
LOW |
119-227 |
|
0.618 |
119-160 |
|
1.000 |
119-119 |
|
1.618 |
119-052 |
|
2.618 |
118-264 |
|
4.250 |
118-088 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-281 |
119-254 |
| PP |
119-274 |
119-248 |
| S1 |
119-267 |
119-242 |
|