ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-215 |
0-015 |
0.0% |
120-140 |
| High |
119-250 |
119-297 |
0-047 |
0.1% |
120-142 |
| Low |
119-175 |
119-210 |
0-035 |
0.1% |
119-272 |
| Close |
119-232 |
119-290 |
0-058 |
0.2% |
119-295 |
| Range |
0-075 |
0-087 |
0-012 |
16.0% |
0-190 |
| ATR |
0-087 |
0-087 |
0-000 |
0.0% |
0-000 |
| Volume |
10,768 |
4,304 |
-6,464 |
-60.0% |
284,582 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-207 |
120-175 |
120-018 |
|
| R3 |
120-120 |
120-088 |
119-314 |
|
| R2 |
120-033 |
120-033 |
119-306 |
|
| R1 |
120-001 |
120-001 |
119-298 |
120-017 |
| PP |
119-266 |
119-266 |
119-266 |
119-274 |
| S1 |
119-234 |
119-234 |
119-282 |
119-250 |
| S2 |
119-179 |
119-179 |
119-274 |
|
| S3 |
119-092 |
119-147 |
119-266 |
|
| S4 |
119-005 |
119-060 |
119-242 |
|
|
| 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% |
0-079 |
0.2% |
51% |
False |
False |
10,874 |
| 10 |
120-170 |
119-175 |
0-315 |
0.8% |
0-082 |
0.2% |
37% |
False |
False |
51,448 |
| 20 |
120-250 |
119-175 |
1-075 |
1.0% |
0-084 |
0.2% |
29% |
False |
False |
469,331 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-088 |
0.2% |
53% |
False |
False |
561,871 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.2% |
62% |
False |
False |
626,968 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-097 |
0.3% |
62% |
False |
False |
628,794 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-091 |
0.2% |
63% |
False |
False |
504,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-027 |
|
2.618 |
120-205 |
|
1.618 |
120-118 |
|
1.000 |
120-064 |
|
0.618 |
120-031 |
|
HIGH |
119-297 |
|
0.618 |
119-264 |
|
0.500 |
119-254 |
|
0.382 |
119-243 |
|
LOW |
119-210 |
|
0.618 |
119-156 |
|
1.000 |
119-123 |
|
1.618 |
119-069 |
|
2.618 |
118-302 |
|
4.250 |
118-160 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-278 |
119-272 |
| PP |
119-266 |
119-254 |
| S1 |
119-254 |
119-236 |
|