ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-065 |
120-120 |
0-055 |
0.1% |
119-237 |
| High |
120-147 |
120-157 |
0-010 |
0.0% |
120-120 |
| Low |
120-055 |
120-057 |
0-002 |
0.0% |
119-180 |
| Close |
120-135 |
120-107 |
-0-028 |
-0.1% |
120-062 |
| Range |
0-092 |
0-100 |
0-008 |
8.7% |
0-260 |
| ATR |
0-095 |
0-096 |
0-000 |
0.3% |
0-000 |
| Volume |
585,784 |
748,661 |
162,877 |
27.8% |
3,211,306 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-087 |
121-037 |
120-162 |
|
| R3 |
120-307 |
120-257 |
120-134 |
|
| R2 |
120-207 |
120-207 |
120-125 |
|
| R1 |
120-157 |
120-157 |
120-116 |
120-132 |
| PP |
120-107 |
120-107 |
120-107 |
120-094 |
| S1 |
120-057 |
120-057 |
120-098 |
120-032 |
| S2 |
120-007 |
120-007 |
120-089 |
|
| S3 |
119-227 |
119-277 |
120-080 |
|
| S4 |
119-127 |
119-177 |
120-052 |
|
|
| 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 |
120-157 |
119-292 |
0-185 |
0.5% |
0-095 |
0.2% |
73% |
True |
False |
663,530 |
| 10 |
120-157 |
119-172 |
0-305 |
0.8% |
0-090 |
0.2% |
84% |
True |
False |
624,238 |
| 20 |
120-157 |
118-300 |
1-177 |
1.3% |
0-092 |
0.2% |
90% |
True |
False |
671,137 |
| 40 |
120-157 |
118-150 |
2-007 |
1.7% |
0-097 |
0.3% |
92% |
True |
False |
677,115 |
| 60 |
120-157 |
118-150 |
2-007 |
1.7% |
0-101 |
0.3% |
92% |
True |
False |
716,051 |
| 80 |
120-157 |
118-150 |
2-007 |
1.7% |
0-096 |
0.2% |
92% |
True |
False |
554,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-262 |
|
2.618 |
121-099 |
|
1.618 |
120-319 |
|
1.000 |
120-257 |
|
0.618 |
120-219 |
|
HIGH |
120-157 |
|
0.618 |
120-119 |
|
0.500 |
120-107 |
|
0.382 |
120-095 |
|
LOW |
120-057 |
|
0.618 |
119-315 |
|
1.000 |
119-277 |
|
1.618 |
119-215 |
|
2.618 |
119-115 |
|
4.250 |
118-272 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-107 |
120-104 |
| PP |
120-107 |
120-102 |
| S1 |
120-107 |
120-100 |
|