ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-252 |
119-200 |
-0-052 |
-0.1% |
120-140 |
| High |
119-260 |
119-250 |
-0-010 |
0.0% |
120-142 |
| Low |
119-202 |
119-175 |
-0-027 |
-0.1% |
119-272 |
| Close |
119-210 |
119-232 |
0-022 |
0.1% |
119-295 |
| Range |
0-058 |
0-075 |
0-017 |
29.3% |
0-190 |
| ATR |
0-088 |
0-087 |
-0-001 |
-1.0% |
0-000 |
| Volume |
11,905 |
10,768 |
-1,137 |
-9.6% |
284,582 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-124 |
120-093 |
119-273 |
|
| R3 |
120-049 |
120-018 |
119-253 |
|
| R2 |
119-294 |
119-294 |
119-246 |
|
| R1 |
119-263 |
119-263 |
119-239 |
119-278 |
| PP |
119-219 |
119-219 |
119-219 |
119-227 |
| S1 |
119-188 |
119-188 |
119-225 |
119-204 |
| S2 |
119-144 |
119-144 |
119-218 |
|
| S3 |
119-069 |
119-113 |
119-211 |
|
| S4 |
118-314 |
119-038 |
119-191 |
|
|
| 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 |
119-175 |
0-225 |
0.6% |
0-082 |
0.2% |
25% |
False |
True |
14,758 |
| 10 |
120-250 |
119-175 |
1-075 |
1.0% |
0-084 |
0.2% |
14% |
False |
True |
145,039 |
| 20 |
120-250 |
119-175 |
1-075 |
1.0% |
0-086 |
0.2% |
14% |
False |
True |
508,585 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-088 |
0.2% |
43% |
False |
False |
579,419 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
54% |
False |
False |
636,070 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-097 |
0.3% |
54% |
False |
False |
628,888 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-090 |
0.2% |
56% |
False |
False |
504,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-249 |
|
2.618 |
120-126 |
|
1.618 |
120-051 |
|
1.000 |
120-005 |
|
0.618 |
119-296 |
|
HIGH |
119-250 |
|
0.618 |
119-221 |
|
0.500 |
119-212 |
|
0.382 |
119-204 |
|
LOW |
119-175 |
|
0.618 |
119-129 |
|
1.000 |
119-100 |
|
1.618 |
119-054 |
|
2.618 |
118-299 |
|
4.250 |
118-176 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-226 |
119-232 |
| PP |
119-219 |
119-232 |
| S1 |
119-212 |
119-232 |
|