ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-265 |
119-235 |
-0-030 |
-0.1% |
119-190 |
| High |
120-015 |
119-255 |
-0-080 |
-0.2% |
120-015 |
| Low |
119-227 |
119-190 |
-0-037 |
-0.1% |
119-150 |
| Close |
119-260 |
119-242 |
-0-018 |
0.0% |
119-242 |
| Range |
0-108 |
0-065 |
-0-043 |
-39.8% |
0-185 |
| ATR |
0-080 |
0-080 |
-0-001 |
-0.9% |
0-000 |
| Volume |
778,573 |
698,020 |
-80,553 |
-10.3% |
2,876,842 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-104 |
120-078 |
119-278 |
|
| R3 |
120-039 |
120-013 |
119-260 |
|
| R2 |
119-294 |
119-294 |
119-254 |
|
| R1 |
119-268 |
119-268 |
119-248 |
119-281 |
| PP |
119-229 |
119-229 |
119-229 |
119-236 |
| S1 |
119-203 |
119-203 |
119-236 |
119-216 |
| S2 |
119-164 |
119-164 |
119-230 |
|
| S3 |
119-099 |
119-138 |
119-224 |
|
| S4 |
119-034 |
119-073 |
119-206 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-157 |
121-065 |
120-024 |
|
| R3 |
120-292 |
120-200 |
119-293 |
|
| R2 |
120-107 |
120-107 |
119-276 |
|
| R1 |
120-015 |
120-015 |
119-259 |
120-061 |
| PP |
119-242 |
119-242 |
119-242 |
119-266 |
| S1 |
119-150 |
119-150 |
119-225 |
119-196 |
| S2 |
119-057 |
119-057 |
119-208 |
|
| S3 |
118-192 |
118-285 |
119-191 |
|
| S4 |
118-007 |
118-100 |
119-140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-211 |
|
2.618 |
120-105 |
|
1.618 |
120-040 |
|
1.000 |
120-000 |
|
0.618 |
119-295 |
|
HIGH |
119-255 |
|
0.618 |
119-230 |
|
0.500 |
119-222 |
|
0.382 |
119-215 |
|
LOW |
119-190 |
|
0.618 |
119-150 |
|
1.000 |
119-125 |
|
1.618 |
119-085 |
|
2.618 |
119-020 |
|
4.250 |
118-234 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-236 |
119-261 |
| PP |
119-229 |
119-255 |
| S1 |
119-222 |
119-248 |
|