ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-307 |
120-017 |
0-030 |
0.1% |
120-140 |
| High |
120-055 |
120-080 |
0-025 |
0.1% |
120-142 |
| Low |
119-272 |
119-287 |
0-015 |
0.0% |
119-272 |
| Close |
120-017 |
119-295 |
-0-042 |
-0.1% |
119-295 |
| Range |
0-103 |
0-113 |
0-010 |
9.7% |
0-190 |
| ATR |
0-090 |
0-092 |
0-002 |
1.8% |
0-000 |
| Volume |
23,726 |
10,073 |
-13,653 |
-57.5% |
284,582 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-026 |
120-274 |
120-037 |
|
| R3 |
120-233 |
120-161 |
120-006 |
|
| R2 |
120-120 |
120-120 |
119-316 |
|
| R1 |
120-048 |
120-048 |
119-305 |
120-028 |
| PP |
120-007 |
120-007 |
120-007 |
119-317 |
| S1 |
119-255 |
119-255 |
119-285 |
119-234 |
| S2 |
119-214 |
119-214 |
119-274 |
|
| S3 |
119-101 |
119-142 |
119-264 |
|
| S4 |
118-308 |
119-029 |
119-233 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-273 |
121-154 |
120-080 |
|
| R3 |
121-083 |
120-284 |
120-027 |
|
| R2 |
120-213 |
120-213 |
120-010 |
|
| R1 |
120-094 |
120-094 |
119-312 |
120-058 |
| PP |
120-023 |
120-023 |
120-023 |
120-005 |
| S1 |
119-224 |
119-224 |
119-278 |
119-188 |
| S2 |
119-153 |
119-153 |
119-260 |
|
| S3 |
118-283 |
119-034 |
119-243 |
|
| S4 |
118-093 |
118-164 |
119-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-142 |
119-272 |
0-190 |
0.5% |
0-094 |
0.2% |
12% |
False |
False |
56,916 |
| 10 |
120-250 |
119-272 |
0-298 |
0.8% |
0-086 |
0.2% |
8% |
False |
False |
530,917 |
| 20 |
120-250 |
119-180 |
1-070 |
1.0% |
0-087 |
0.2% |
29% |
False |
False |
575,585 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-093 |
0.2% |
54% |
False |
False |
634,670 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-098 |
0.3% |
63% |
False |
False |
675,136 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-097 |
0.3% |
63% |
False |
False |
628,955 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-088 |
0.2% |
64% |
False |
False |
503,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-240 |
|
2.618 |
121-056 |
|
1.618 |
120-263 |
|
1.000 |
120-193 |
|
0.618 |
120-150 |
|
HIGH |
120-080 |
|
0.618 |
120-037 |
|
0.500 |
120-024 |
|
0.382 |
120-010 |
|
LOW |
119-287 |
|
0.618 |
119-217 |
|
1.000 |
119-174 |
|
1.618 |
119-104 |
|
2.618 |
118-311 |
|
4.250 |
118-127 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-024 |
120-016 |
| PP |
120-007 |
120-002 |
| S1 |
119-311 |
119-309 |
|