ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
120-017 |
119-290 |
-0-047 |
-0.1% |
120-140 |
| High |
120-080 |
119-290 |
-0-110 |
-0.3% |
120-142 |
| Low |
119-287 |
119-227 |
-0-060 |
-0.2% |
119-272 |
| Close |
119-295 |
119-245 |
-0-050 |
-0.1% |
119-295 |
| Range |
0-113 |
0-063 |
-0-050 |
-44.2% |
0-190 |
| ATR |
0-092 |
0-090 |
-0-002 |
-1.8% |
0-000 |
| Volume |
10,073 |
17,322 |
7,249 |
72.0% |
284,582 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-123 |
120-087 |
119-280 |
|
| R3 |
120-060 |
120-024 |
119-262 |
|
| R2 |
119-317 |
119-317 |
119-257 |
|
| R1 |
119-281 |
119-281 |
119-251 |
119-268 |
| PP |
119-254 |
119-254 |
119-254 |
119-247 |
| S1 |
119-218 |
119-218 |
119-239 |
119-204 |
| S2 |
119-191 |
119-191 |
119-233 |
|
| S3 |
119-128 |
119-155 |
119-228 |
|
| S4 |
119-065 |
119-092 |
119-210 |
|
|
| 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 |
120-080 |
119-227 |
0-173 |
0.5% |
0-085 |
0.2% |
10% |
False |
True |
31,203 |
| 10 |
120-250 |
119-227 |
1-023 |
0.9% |
0-086 |
0.2% |
5% |
False |
True |
477,536 |
| 20 |
120-250 |
119-180 |
1-070 |
1.0% |
0-087 |
0.2% |
17% |
False |
False |
552,670 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-091 |
0.2% |
45% |
False |
False |
610,392 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.3% |
56% |
False |
False |
658,253 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-097 |
0.3% |
56% |
False |
False |
629,075 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-088 |
0.2% |
57% |
False |
False |
504,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-238 |
|
2.618 |
120-135 |
|
1.618 |
120-072 |
|
1.000 |
120-033 |
|
0.618 |
120-009 |
|
HIGH |
119-290 |
|
0.618 |
119-266 |
|
0.500 |
119-258 |
|
0.382 |
119-251 |
|
LOW |
119-227 |
|
0.618 |
119-188 |
|
1.000 |
119-164 |
|
1.618 |
119-125 |
|
2.618 |
119-062 |
|
4.250 |
118-279 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-258 |
119-314 |
| PP |
119-254 |
119-291 |
| S1 |
119-250 |
119-268 |
|