ECBOT 5 Year T-Note Future June 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 |
119-240 |
119-237 |
-0-003 |
0.0% |
119-162 |
| High |
119-270 |
119-242 |
-0-028 |
-0.1% |
119-270 |
| Low |
119-222 |
119-187 |
-0-035 |
-0.1% |
119-107 |
| Close |
119-250 |
119-205 |
-0-045 |
-0.1% |
119-250 |
| Range |
0-048 |
0-055 |
0-007 |
14.6% |
0-163 |
| ATR |
0-095 |
0-093 |
-0-002 |
-2.4% |
0-000 |
| Volume |
475,624 |
379,463 |
-96,161 |
-20.2% |
3,025,764 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-056 |
120-026 |
119-235 |
|
| R3 |
120-001 |
119-291 |
119-220 |
|
| R2 |
119-266 |
119-266 |
119-215 |
|
| R1 |
119-236 |
119-236 |
119-210 |
119-224 |
| PP |
119-211 |
119-211 |
119-211 |
119-205 |
| S1 |
119-181 |
119-181 |
119-200 |
119-168 |
| S2 |
119-156 |
119-156 |
119-195 |
|
| S3 |
119-101 |
119-126 |
119-190 |
|
| S4 |
119-046 |
119-071 |
119-175 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-058 |
120-317 |
120-020 |
|
| R3 |
120-215 |
120-154 |
119-295 |
|
| R2 |
120-052 |
120-052 |
119-280 |
|
| R1 |
119-311 |
119-311 |
119-265 |
120-022 |
| PP |
119-209 |
119-209 |
119-209 |
119-224 |
| S1 |
119-148 |
119-148 |
119-235 |
119-178 |
| S2 |
119-046 |
119-046 |
119-220 |
|
| S3 |
118-203 |
118-305 |
119-205 |
|
| S4 |
118-040 |
118-142 |
119-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-270 |
119-107 |
0-163 |
0.4% |
0-070 |
0.2% |
60% |
False |
False |
593,393 |
| 10 |
119-270 |
119-005 |
0-265 |
0.7% |
0-087 |
0.2% |
75% |
False |
False |
683,014 |
| 20 |
120-025 |
118-295 |
1-050 |
1.0% |
0-093 |
0.2% |
62% |
False |
False |
652,481 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-099 |
0.3% |
73% |
False |
False |
699,571 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-100 |
0.3% |
63% |
False |
False |
660,597 |
| 80 |
120-105 |
118-130 |
1-295 |
1.6% |
0-089 |
0.2% |
64% |
False |
False |
496,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-156 |
|
2.618 |
120-066 |
|
1.618 |
120-011 |
|
1.000 |
119-297 |
|
0.618 |
119-276 |
|
HIGH |
119-242 |
|
0.618 |
119-221 |
|
0.500 |
119-214 |
|
0.382 |
119-208 |
|
LOW |
119-187 |
|
0.618 |
119-153 |
|
1.000 |
119-132 |
|
1.618 |
119-098 |
|
2.618 |
119-043 |
|
4.250 |
118-273 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-214 |
119-221 |
| PP |
119-211 |
119-216 |
| S1 |
119-208 |
119-210 |
|