ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-247 |
119-212 |
-0-035 |
-0.1% |
119-290 |
| High |
119-252 |
119-217 |
-0-035 |
-0.1% |
119-297 |
| Low |
119-217 |
119-142 |
-0-075 |
-0.2% |
119-175 |
| Close |
119-222 |
119-142 |
-0-080 |
-0.2% |
119-235 |
| Range |
0-035 |
0-075 |
0-040 |
114.3% |
0-122 |
| ATR |
0-085 |
0-084 |
0-000 |
-0.4% |
0-000 |
| Volume |
4,935 |
5,448 |
513 |
10.4% |
51,925 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-072 |
120-022 |
119-183 |
|
| R3 |
119-317 |
119-267 |
119-163 |
|
| R2 |
119-242 |
119-242 |
119-156 |
|
| R1 |
119-192 |
119-192 |
119-149 |
119-180 |
| PP |
119-167 |
119-167 |
119-167 |
119-161 |
| S1 |
119-117 |
119-117 |
119-135 |
119-104 |
| S2 |
119-092 |
119-092 |
119-128 |
|
| S3 |
119-017 |
119-042 |
119-121 |
|
| S4 |
118-262 |
118-287 |
119-101 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-282 |
120-220 |
119-302 |
|
| R3 |
120-160 |
120-098 |
119-269 |
|
| R2 |
120-038 |
120-038 |
119-257 |
|
| R1 |
119-296 |
119-296 |
119-246 |
119-266 |
| PP |
119-236 |
119-236 |
119-236 |
119-220 |
| S1 |
119-174 |
119-174 |
119-224 |
119-144 |
| S2 |
119-114 |
119-114 |
119-213 |
|
| S3 |
118-312 |
119-052 |
119-201 |
|
| S4 |
118-190 |
118-250 |
119-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-297 |
119-142 |
0-155 |
0.4% |
0-070 |
0.2% |
0% |
False |
True |
6,616 |
| 10 |
120-080 |
119-142 |
0-258 |
0.7% |
0-076 |
0.2% |
0% |
False |
True |
12,972 |
| 20 |
120-250 |
119-142 |
1-108 |
1.1% |
0-079 |
0.2% |
0% |
False |
True |
371,071 |
| 40 |
120-250 |
118-297 |
1-273 |
1.6% |
0-085 |
0.2% |
28% |
False |
False |
517,850 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
42% |
False |
False |
579,125 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
42% |
False |
False |
628,082 |
| 100 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
42% |
False |
False |
504,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-216 |
|
2.618 |
120-093 |
|
1.618 |
120-018 |
|
1.000 |
119-292 |
|
0.618 |
119-263 |
|
HIGH |
119-217 |
|
0.618 |
119-188 |
|
0.500 |
119-180 |
|
0.382 |
119-171 |
|
LOW |
119-142 |
|
0.618 |
119-096 |
|
1.000 |
119-067 |
|
1.618 |
119-021 |
|
2.618 |
118-266 |
|
4.250 |
118-143 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-180 |
119-198 |
| PP |
119-167 |
119-180 |
| S1 |
119-154 |
119-161 |
|