ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-047 |
-0-033 |
-0.1% |
119-237 |
| High |
120-095 |
120-125 |
0-030 |
0.1% |
120-120 |
| Low |
120-042 |
120-042 |
0-000 |
0.0% |
119-180 |
| Close |
120-062 |
120-080 |
0-018 |
0.0% |
120-062 |
| Range |
0-053 |
0-083 |
0-030 |
56.6% |
0-260 |
| ATR |
0-097 |
0-096 |
-0-001 |
-1.0% |
0-000 |
| Volume |
502,780 |
465,652 |
-37,128 |
-7.4% |
3,211,306 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-011 |
120-289 |
120-126 |
|
| R3 |
120-248 |
120-206 |
120-103 |
|
| R2 |
120-165 |
120-165 |
120-095 |
|
| R1 |
120-123 |
120-123 |
120-088 |
120-144 |
| PP |
120-082 |
120-082 |
120-082 |
120-093 |
| S1 |
120-040 |
120-040 |
120-072 |
120-061 |
| S2 |
119-319 |
119-319 |
120-065 |
|
| S3 |
119-236 |
119-277 |
120-057 |
|
| S4 |
119-153 |
119-194 |
120-034 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-154 |
122-048 |
120-205 |
|
| R3 |
121-214 |
121-108 |
120-134 |
|
| R2 |
120-274 |
120-274 |
120-110 |
|
| R1 |
120-168 |
120-168 |
120-086 |
120-221 |
| PP |
120-014 |
120-014 |
120-014 |
120-040 |
| S1 |
119-228 |
119-228 |
120-038 |
119-281 |
| S2 |
119-074 |
119-074 |
120-014 |
|
| S3 |
118-134 |
118-288 |
119-310 |
|
| S4 |
117-194 |
118-028 |
119-239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-125 |
119-180 |
0-265 |
0.7% |
0-104 |
0.3% |
83% |
True |
False |
659,499 |
| 10 |
120-125 |
119-107 |
1-018 |
0.9% |
0-087 |
0.2% |
87% |
True |
False |
626,446 |
| 20 |
120-125 |
118-297 |
1-148 |
1.2% |
0-090 |
0.2% |
90% |
True |
False |
664,630 |
| 40 |
120-125 |
118-150 |
1-295 |
1.6% |
0-096 |
0.3% |
93% |
True |
False |
683,152 |
| 60 |
120-125 |
118-150 |
1-295 |
1.6% |
0-101 |
0.3% |
93% |
True |
False |
713,752 |
| 80 |
120-125 |
118-150 |
1-295 |
1.6% |
0-094 |
0.2% |
93% |
True |
False |
537,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-158 |
|
2.618 |
121-022 |
|
1.618 |
120-259 |
|
1.000 |
120-208 |
|
0.618 |
120-176 |
|
HIGH |
120-125 |
|
0.618 |
120-093 |
|
0.500 |
120-084 |
|
0.382 |
120-074 |
|
LOW |
120-042 |
|
0.618 |
119-311 |
|
1.000 |
119-279 |
|
1.618 |
119-228 |
|
2.618 |
119-145 |
|
4.250 |
119-009 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-084 |
120-070 |
| PP |
120-082 |
120-059 |
| S1 |
120-081 |
120-048 |
|