ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
119-190 |
119-275 |
0-085 |
0.2% |
119-290 |
High |
119-277 |
119-300 |
0-023 |
0.1% |
119-297 |
Low |
119-140 |
119-242 |
0-102 |
0.3% |
119-175 |
Close |
119-192 |
119-242 |
0-050 |
0.1% |
119-235 |
Range |
0-137 |
0-058 |
-0-079 |
-57.7% |
0-122 |
ATR |
0-088 |
0-090 |
0-001 |
1.6% |
0-000 |
Volume |
1,700 |
1,285 |
-415 |
-24.4% |
51,925 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-115 |
120-077 |
119-274 |
|
R3 |
120-057 |
120-019 |
119-258 |
|
R2 |
119-319 |
119-319 |
119-253 |
|
R1 |
119-281 |
119-281 |
119-247 |
119-271 |
PP |
119-261 |
119-261 |
119-261 |
119-256 |
S1 |
119-223 |
119-223 |
119-237 |
119-213 |
S2 |
119-203 |
119-203 |
119-231 |
|
S3 |
119-145 |
119-165 |
119-226 |
|
S4 |
119-087 |
119-107 |
119-210 |
|
|
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 |
119-300 |
119-140 |
0-160 |
0.4% |
0-077 |
0.2% |
64% |
True |
False |
4,198 |
10 |
120-080 |
119-140 |
0-260 |
0.7% |
0-078 |
0.2% |
39% |
False |
False |
7,536 |
20 |
120-250 |
119-140 |
1-110 |
1.1% |
0-079 |
0.2% |
24% |
False |
False |
304,498 |
40 |
120-250 |
118-300 |
1-270 |
1.5% |
0-086 |
0.2% |
44% |
False |
False |
487,818 |
60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
56% |
False |
False |
552,909 |
80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.2% |
56% |
False |
False |
613,163 |
100 |
120-250 |
118-150 |
2-100 |
1.9% |
0-092 |
0.2% |
56% |
False |
False |
504,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-226 |
2.618 |
120-132 |
1.618 |
120-074 |
1.000 |
120-038 |
0.618 |
120-016 |
HIGH |
119-300 |
0.618 |
119-278 |
0.500 |
119-271 |
0.382 |
119-264 |
LOW |
119-242 |
0.618 |
119-206 |
1.000 |
119-184 |
1.618 |
119-148 |
2.618 |
119-090 |
4.250 |
118-316 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
119-271 |
119-235 |
PP |
119-261 |
119-227 |
S1 |
119-252 |
119-220 |
|