ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-182 |
120-152 |
-0-030 |
-0.1% |
120-100 |
| High |
120-250 |
120-170 |
-0-080 |
-0.2% |
120-250 |
| Low |
120-142 |
120-105 |
-0-037 |
-0.1% |
120-065 |
| Close |
120-175 |
120-157 |
-0-018 |
0.0% |
120-157 |
| Range |
0-108 |
0-065 |
-0-043 |
-39.8% |
0-185 |
| ATR |
0-090 |
0-089 |
-0-001 |
-1.6% |
0-000 |
| Volume |
940,216 |
185,600 |
-754,616 |
-80.3% |
4,473,460 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-019 |
120-313 |
120-193 |
|
| R3 |
120-274 |
120-248 |
120-175 |
|
| R2 |
120-209 |
120-209 |
120-169 |
|
| R1 |
120-183 |
120-183 |
120-163 |
120-196 |
| PP |
120-144 |
120-144 |
120-144 |
120-150 |
| S1 |
120-118 |
120-118 |
120-151 |
120-131 |
| S2 |
120-079 |
120-079 |
120-145 |
|
| S3 |
120-014 |
120-053 |
120-139 |
|
| S4 |
119-269 |
119-308 |
120-121 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-072 |
121-300 |
120-259 |
|
| R3 |
121-207 |
121-115 |
120-208 |
|
| R2 |
121-022 |
121-022 |
120-191 |
|
| R1 |
120-250 |
120-250 |
120-174 |
120-296 |
| PP |
120-157 |
120-157 |
120-157 |
120-180 |
| S1 |
120-065 |
120-065 |
120-140 |
120-111 |
| S2 |
119-292 |
119-292 |
120-123 |
|
| S3 |
119-107 |
119-200 |
120-106 |
|
| S4 |
118-242 |
119-015 |
120-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
120-065 |
0-185 |
0.5% |
0-077 |
0.2% |
50% |
False |
False |
1,004,919 |
| 10 |
120-250 |
120-042 |
0-208 |
0.5% |
0-077 |
0.2% |
55% |
False |
False |
804,297 |
| 20 |
120-250 |
119-020 |
1-230 |
1.4% |
0-088 |
0.2% |
83% |
False |
False |
755,984 |
| 40 |
120-250 |
118-150 |
2-100 |
1.9% |
0-094 |
0.2% |
87% |
False |
False |
716,443 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-098 |
0.3% |
87% |
False |
False |
721,288 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.2% |
87% |
False |
False |
625,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-126 |
|
2.618 |
121-020 |
|
1.618 |
120-275 |
|
1.000 |
120-235 |
|
0.618 |
120-210 |
|
HIGH |
120-170 |
|
0.618 |
120-145 |
|
0.500 |
120-138 |
|
0.382 |
120-130 |
|
LOW |
120-105 |
|
0.618 |
120-065 |
|
1.000 |
120-040 |
|
1.618 |
120-000 |
|
2.618 |
119-255 |
|
4.250 |
119-149 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-150 |
120-178 |
| PP |
120-144 |
120-171 |
| S1 |
120-138 |
120-164 |
|