ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
120-100 |
120-072 |
-0-028 |
-0.1% |
120-047 |
High |
120-110 |
120-122 |
0-012 |
0.0% |
120-157 |
Low |
120-052 |
120-065 |
0-013 |
0.0% |
120-042 |
Close |
120-065 |
120-110 |
0-045 |
0.1% |
120-110 |
Range |
0-058 |
0-057 |
-0-001 |
-1.7% |
0-115 |
ATR |
0-093 |
0-090 |
-0-003 |
-2.8% |
0-000 |
Volume |
715,501 |
551,136 |
-164,365 |
-23.0% |
3,066,734 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-270 |
120-247 |
120-141 |
|
R3 |
120-213 |
120-190 |
120-126 |
|
R2 |
120-156 |
120-156 |
120-120 |
|
R1 |
120-133 |
120-133 |
120-115 |
120-144 |
PP |
120-099 |
120-099 |
120-099 |
120-105 |
S1 |
120-076 |
120-076 |
120-105 |
120-088 |
S2 |
120-042 |
120-042 |
120-100 |
|
S3 |
119-305 |
120-019 |
120-094 |
|
S4 |
119-248 |
119-282 |
120-079 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-128 |
121-074 |
120-173 |
|
R3 |
121-013 |
120-279 |
120-142 |
|
R2 |
120-218 |
120-218 |
120-131 |
|
R1 |
120-164 |
120-164 |
120-121 |
120-191 |
PP |
120-103 |
120-103 |
120-103 |
120-116 |
S1 |
120-049 |
120-049 |
120-099 |
120-076 |
S2 |
119-308 |
119-308 |
120-089 |
|
S3 |
119-193 |
119-254 |
120-078 |
|
S4 |
119-078 |
119-139 |
120-047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-157 |
120-042 |
0-115 |
0.3% |
0-078 |
0.2% |
59% |
False |
False |
613,346 |
10 |
120-157 |
119-180 |
0-297 |
0.8% |
0-088 |
0.2% |
84% |
False |
False |
627,804 |
20 |
120-157 |
119-005 |
1-152 |
1.2% |
0-089 |
0.2% |
90% |
False |
False |
672,128 |
40 |
120-157 |
118-150 |
2-007 |
1.7% |
0-095 |
0.2% |
93% |
False |
False |
667,070 |
60 |
120-157 |
118-150 |
2-007 |
1.7% |
0-101 |
0.3% |
93% |
False |
False |
698,462 |
80 |
120-157 |
118-150 |
2-007 |
1.7% |
0-096 |
0.2% |
93% |
False |
False |
570,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-044 |
2.618 |
120-271 |
1.618 |
120-214 |
1.000 |
120-179 |
0.618 |
120-157 |
HIGH |
120-122 |
0.618 |
120-100 |
0.500 |
120-094 |
0.382 |
120-087 |
LOW |
120-065 |
0.618 |
120-030 |
1.000 |
120-008 |
1.618 |
119-293 |
2.618 |
119-236 |
4.250 |
119-143 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
120-104 |
120-108 |
PP |
120-099 |
120-106 |
S1 |
120-094 |
120-104 |
|