ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-050 |
-0-040 |
-0.1% |
119-222 |
| High |
119-157 |
119-050 |
-0-107 |
-0.3% |
119-227 |
| Low |
119-035 |
118-290 |
-0-065 |
-0.2% |
119-017 |
| Close |
119-042 |
118-307 |
-0-055 |
-0.1% |
119-042 |
| Range |
0-122 |
0-080 |
-0-042 |
-34.4% |
0-210 |
| ATR |
0-088 |
0-088 |
-0-001 |
-0.7% |
0-000 |
| Volume |
818,607 |
469,967 |
-348,640 |
-42.6% |
3,528,689 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-242 |
119-195 |
119-031 |
|
| R3 |
119-162 |
119-115 |
119-009 |
|
| R2 |
119-082 |
119-082 |
119-002 |
|
| R1 |
119-035 |
119-035 |
118-314 |
119-018 |
| PP |
119-002 |
119-002 |
119-002 |
118-314 |
| S1 |
118-275 |
118-275 |
118-300 |
118-258 |
| S2 |
118-242 |
118-242 |
118-292 |
|
| S3 |
118-162 |
118-195 |
118-285 |
|
| S4 |
118-082 |
118-115 |
118-263 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-085 |
120-274 |
119-158 |
|
| R3 |
120-195 |
120-064 |
119-100 |
|
| R2 |
119-305 |
119-305 |
119-080 |
|
| R1 |
119-174 |
119-174 |
119-061 |
119-134 |
| PP |
119-095 |
119-095 |
119-095 |
119-076 |
| S1 |
118-284 |
118-284 |
119-023 |
118-244 |
| S2 |
118-205 |
118-205 |
119-004 |
|
| S3 |
117-315 |
118-074 |
118-304 |
|
| S4 |
117-105 |
117-184 |
118-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-157 |
118-290 |
0-187 |
0.5% |
0-097 |
0.3% |
9% |
False |
True |
666,762 |
| 10 |
120-015 |
118-290 |
1-045 |
1.0% |
0-094 |
0.2% |
5% |
False |
True |
687,549 |
| 20 |
120-015 |
118-250 |
1-085 |
1.1% |
0-088 |
0.2% |
14% |
False |
False |
369,893 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-077 |
0.2% |
44% |
False |
False |
186,311 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-056 |
0.1% |
52% |
False |
False |
124,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-070 |
|
2.618 |
119-259 |
|
1.618 |
119-179 |
|
1.000 |
119-130 |
|
0.618 |
119-099 |
|
HIGH |
119-050 |
|
0.618 |
119-019 |
|
0.500 |
119-010 |
|
0.382 |
119-001 |
|
LOW |
118-290 |
|
0.618 |
118-241 |
|
1.000 |
118-210 |
|
1.618 |
118-161 |
|
2.618 |
118-081 |
|
4.250 |
117-270 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-010 |
119-064 |
| PP |
119-002 |
119-038 |
| S1 |
118-315 |
119-012 |
|