ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-047 |
120-065 |
0-018 |
0.0% |
119-237 |
| High |
120-125 |
120-147 |
0-022 |
0.1% |
120-120 |
| Low |
120-042 |
120-055 |
0-013 |
0.0% |
119-180 |
| Close |
120-080 |
120-135 |
0-055 |
0.1% |
120-062 |
| Range |
0-083 |
0-092 |
0-009 |
10.8% |
0-260 |
| ATR |
0-096 |
0-095 |
0-000 |
-0.3% |
0-000 |
| Volume |
465,652 |
585,784 |
120,132 |
25.8% |
3,211,306 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-068 |
121-034 |
120-186 |
|
| R3 |
120-296 |
120-262 |
120-160 |
|
| R2 |
120-204 |
120-204 |
120-152 |
|
| R1 |
120-170 |
120-170 |
120-143 |
120-187 |
| PP |
120-112 |
120-112 |
120-112 |
120-121 |
| S1 |
120-078 |
120-078 |
120-127 |
120-095 |
| S2 |
120-020 |
120-020 |
120-118 |
|
| S3 |
119-248 |
119-306 |
120-110 |
|
| S4 |
119-156 |
119-214 |
120-084 |
|
|
| 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 |
120-147 |
119-257 |
0-210 |
0.5% |
0-103 |
0.3% |
94% |
True |
False |
671,676 |
| 10 |
120-147 |
119-107 |
1-040 |
0.9% |
0-091 |
0.2% |
97% |
True |
False |
631,777 |
| 20 |
120-147 |
118-300 |
1-167 |
1.3% |
0-091 |
0.2% |
98% |
True |
False |
668,894 |
| 40 |
120-147 |
118-150 |
1-317 |
1.7% |
0-096 |
0.2% |
98% |
True |
False |
676,305 |
| 60 |
120-147 |
118-150 |
1-317 |
1.7% |
0-101 |
0.3% |
98% |
True |
False |
716,057 |
| 80 |
120-147 |
118-150 |
1-317 |
1.7% |
0-095 |
0.2% |
98% |
True |
False |
545,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-218 |
|
2.618 |
121-068 |
|
1.618 |
120-296 |
|
1.000 |
120-239 |
|
0.618 |
120-204 |
|
HIGH |
120-147 |
|
0.618 |
120-112 |
|
0.500 |
120-101 |
|
0.382 |
120-090 |
|
LOW |
120-055 |
|
0.618 |
119-318 |
|
1.000 |
119-283 |
|
1.618 |
119-226 |
|
2.618 |
119-134 |
|
4.250 |
118-304 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-124 |
120-122 |
| PP |
120-112 |
120-108 |
| S1 |
120-101 |
120-094 |
|