ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-237 |
119-197 |
-0-040 |
-0.1% |
119-162 |
| High |
119-242 |
119-277 |
0-035 |
0.1% |
119-270 |
| Low |
119-187 |
119-180 |
-0-007 |
0.0% |
119-107 |
| Close |
119-205 |
119-267 |
0-062 |
0.2% |
119-250 |
| Range |
0-055 |
0-097 |
0-042 |
76.4% |
0-163 |
| ATR |
0-093 |
0-093 |
0-000 |
0.3% |
0-000 |
| Volume |
379,463 |
524,897 |
145,434 |
38.3% |
3,025,764 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-212 |
120-177 |
120-000 |
|
| R3 |
120-115 |
120-080 |
119-294 |
|
| R2 |
120-018 |
120-018 |
119-285 |
|
| R1 |
119-303 |
119-303 |
119-276 |
120-000 |
| PP |
119-241 |
119-241 |
119-241 |
119-250 |
| S1 |
119-206 |
119-206 |
119-258 |
119-224 |
| S2 |
119-144 |
119-144 |
119-249 |
|
| S3 |
119-047 |
119-109 |
119-240 |
|
| S4 |
118-270 |
119-012 |
119-214 |
|
|
| 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 |
119-277 |
119-107 |
0-170 |
0.4% |
0-080 |
0.2% |
94% |
True |
False |
591,878 |
| 10 |
119-277 |
119-020 |
0-257 |
0.7% |
0-091 |
0.2% |
96% |
True |
False |
675,605 |
| 20 |
119-277 |
118-295 |
0-302 |
0.8% |
0-089 |
0.2% |
97% |
True |
False |
650,253 |
| 40 |
120-025 |
118-150 |
1-195 |
1.3% |
0-100 |
0.3% |
85% |
False |
False |
699,812 |
| 60 |
120-105 |
118-150 |
1-275 |
1.6% |
0-101 |
0.3% |
73% |
False |
False |
668,989 |
| 80 |
120-105 |
118-130 |
1-295 |
1.6% |
0-091 |
0.2% |
74% |
False |
False |
503,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-049 |
|
2.618 |
120-211 |
|
1.618 |
120-114 |
|
1.000 |
120-054 |
|
0.618 |
120-017 |
|
HIGH |
119-277 |
|
0.618 |
119-240 |
|
0.500 |
119-228 |
|
0.382 |
119-217 |
|
LOW |
119-180 |
|
0.618 |
119-120 |
|
1.000 |
119-083 |
|
1.618 |
119-023 |
|
2.618 |
118-246 |
|
4.250 |
118-088 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-254 |
119-254 |
| PP |
119-241 |
119-241 |
| S1 |
119-228 |
119-228 |
|