ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-057 |
119-070 |
0-013 |
0.0% |
119-190 |
| High |
119-105 |
119-132 |
0-027 |
0.1% |
120-015 |
| Low |
119-030 |
119-017 |
-0-013 |
0.0% |
119-150 |
| Close |
119-057 |
119-087 |
0-030 |
0.1% |
119-242 |
| Range |
0-075 |
0-115 |
0-040 |
53.3% |
0-185 |
| ATR |
0-083 |
0-086 |
0-002 |
2.7% |
0-000 |
| Volume |
631,715 |
751,847 |
120,132 |
19.0% |
2,876,842 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-104 |
120-050 |
119-150 |
|
| R3 |
119-309 |
119-255 |
119-119 |
|
| R2 |
119-194 |
119-194 |
119-108 |
|
| R1 |
119-140 |
119-140 |
119-098 |
119-167 |
| PP |
119-079 |
119-079 |
119-079 |
119-092 |
| S1 |
119-025 |
119-025 |
119-076 |
119-052 |
| S2 |
118-284 |
118-284 |
119-066 |
|
| S3 |
118-169 |
118-230 |
119-055 |
|
| S4 |
118-054 |
118-115 |
119-024 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-157 |
121-065 |
120-024 |
|
| R3 |
120-292 |
120-200 |
119-293 |
|
| R2 |
120-107 |
120-107 |
119-276 |
|
| R1 |
120-015 |
120-015 |
119-259 |
120-061 |
| PP |
119-242 |
119-242 |
119-242 |
119-266 |
| S1 |
119-150 |
119-150 |
119-225 |
119-196 |
| S2 |
119-057 |
119-057 |
119-208 |
|
| S3 |
118-192 |
118-285 |
119-191 |
|
| S4 |
118-007 |
118-100 |
119-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-255 |
119-017 |
0-238 |
0.6% |
0-093 |
0.2% |
29% |
False |
True |
681,620 |
| 10 |
120-015 |
119-017 |
0-318 |
0.8% |
0-085 |
0.2% |
22% |
False |
True |
591,724 |
| 20 |
120-015 |
118-250 |
1-085 |
1.1% |
0-084 |
0.2% |
39% |
False |
False |
306,194 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-075 |
0.2% |
60% |
False |
False |
154,153 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-053 |
0.1% |
66% |
False |
False |
102,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-301 |
|
2.618 |
120-113 |
|
1.618 |
119-318 |
|
1.000 |
119-247 |
|
0.618 |
119-203 |
|
HIGH |
119-132 |
|
0.618 |
119-088 |
|
0.500 |
119-074 |
|
0.382 |
119-061 |
|
LOW |
119-017 |
|
0.618 |
118-266 |
|
1.000 |
118-222 |
|
1.618 |
118-151 |
|
2.618 |
118-036 |
|
4.250 |
117-168 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-083 |
119-085 |
| PP |
119-079 |
119-083 |
| S1 |
119-074 |
119-081 |
|