ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-307 |
119-307 |
0-000 |
0.0% |
120-100 |
| High |
120-030 |
120-055 |
0-025 |
0.1% |
120-250 |
| Low |
119-282 |
119-272 |
-0-010 |
0.0% |
120-065 |
| Close |
119-305 |
120-017 |
0-032 |
0.1% |
120-157 |
| Range |
0-068 |
0-103 |
0-035 |
51.5% |
0-185 |
| ATR |
0-089 |
0-090 |
0-001 |
1.1% |
0-000 |
| Volume |
33,617 |
23,726 |
-9,891 |
-29.4% |
4,473,460 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-317 |
120-270 |
120-074 |
|
| R3 |
120-214 |
120-167 |
120-045 |
|
| R2 |
120-111 |
120-111 |
120-036 |
|
| R1 |
120-064 |
120-064 |
120-026 |
120-088 |
| PP |
120-008 |
120-008 |
120-008 |
120-020 |
| S1 |
119-281 |
119-281 |
120-008 |
119-304 |
| S2 |
119-225 |
119-225 |
119-318 |
|
| S3 |
119-122 |
119-178 |
119-309 |
|
| S4 |
119-019 |
119-075 |
119-280 |
|
|
| 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 |
120-170 |
119-272 |
0-218 |
0.6% |
0-085 |
0.2% |
30% |
False |
True |
92,021 |
| 10 |
120-250 |
119-272 |
0-298 |
0.8% |
0-080 |
0.2% |
22% |
False |
True |
601,460 |
| 20 |
120-250 |
119-172 |
1-078 |
1.0% |
0-085 |
0.2% |
41% |
False |
False |
612,849 |
| 40 |
120-250 |
118-295 |
1-275 |
1.5% |
0-094 |
0.2% |
61% |
False |
False |
653,699 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-098 |
0.3% |
69% |
False |
False |
685,063 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.3% |
69% |
False |
False |
628,924 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-087 |
0.2% |
69% |
False |
False |
503,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-173 |
|
2.618 |
121-005 |
|
1.618 |
120-222 |
|
1.000 |
120-158 |
|
0.618 |
120-119 |
|
HIGH |
120-055 |
|
0.618 |
120-016 |
|
0.500 |
120-004 |
|
0.382 |
119-311 |
|
LOW |
119-272 |
|
0.618 |
119-208 |
|
1.000 |
119-169 |
|
1.618 |
119-105 |
|
2.618 |
119-002 |
|
4.250 |
118-154 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-012 |
120-013 |
| PP |
120-008 |
120-010 |
| S1 |
120-004 |
120-006 |
|