ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
120-152 |
120-140 |
-0-012 |
0.0% |
120-100 |
| High |
120-170 |
120-142 |
-0-028 |
-0.1% |
120-250 |
| Low |
120-105 |
120-032 |
-0-073 |
-0.2% |
120-065 |
| Close |
120-157 |
120-045 |
-0-112 |
-0.3% |
120-157 |
| Range |
0-065 |
0-110 |
0-045 |
69.2% |
0-185 |
| ATR |
0-089 |
0-091 |
0-003 |
2.9% |
0-000 |
| Volume |
185,600 |
145,887 |
-39,713 |
-21.4% |
4,473,460 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-083 |
121-014 |
120-106 |
|
| R3 |
120-293 |
120-224 |
120-075 |
|
| R2 |
120-183 |
120-183 |
120-065 |
|
| R1 |
120-114 |
120-114 |
120-055 |
120-094 |
| PP |
120-073 |
120-073 |
120-073 |
120-063 |
| S1 |
120-004 |
120-004 |
120-035 |
119-304 |
| S2 |
119-283 |
119-283 |
120-025 |
|
| S3 |
119-173 |
119-214 |
120-015 |
|
| S4 |
119-063 |
119-104 |
119-304 |
|
|
| 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 |
120-032 |
0-218 |
0.6% |
0-088 |
0.2% |
6% |
False |
True |
923,869 |
| 10 |
120-250 |
120-032 |
0-218 |
0.6% |
0-083 |
0.2% |
6% |
False |
True |
768,608 |
| 20 |
120-250 |
119-107 |
1-143 |
1.2% |
0-084 |
0.2% |
56% |
False |
False |
696,157 |
| 40 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.2% |
72% |
False |
False |
706,257 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-099 |
0.3% |
72% |
False |
False |
715,377 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.2% |
72% |
False |
False |
627,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-290 |
|
2.618 |
121-110 |
|
1.618 |
121-000 |
|
1.000 |
120-252 |
|
0.618 |
120-210 |
|
HIGH |
120-142 |
|
0.618 |
120-100 |
|
0.500 |
120-087 |
|
0.382 |
120-074 |
|
LOW |
120-032 |
|
0.618 |
119-284 |
|
1.000 |
119-242 |
|
1.618 |
119-174 |
|
2.618 |
119-064 |
|
4.250 |
118-204 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-087 |
120-141 |
| PP |
120-073 |
120-109 |
| S1 |
120-059 |
120-077 |
|