ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-287 |
118-305 |
0-018 |
0.0% |
119-050 |
| High |
119-060 |
118-315 |
-0-065 |
-0.2% |
119-060 |
| Low |
118-255 |
118-225 |
-0-030 |
-0.1% |
118-225 |
| Close |
119-037 |
118-297 |
-0-060 |
-0.2% |
118-297 |
| Range |
0-125 |
0-090 |
-0-035 |
-28.0% |
0-155 |
| ATR |
0-089 |
0-092 |
0-003 |
3.4% |
0-000 |
| Volume |
689,532 |
700,091 |
10,559 |
1.5% |
2,990,573 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-229 |
119-193 |
119-026 |
|
| R3 |
119-139 |
119-103 |
119-002 |
|
| R2 |
119-049 |
119-049 |
118-314 |
|
| R1 |
119-013 |
119-013 |
118-305 |
118-306 |
| PP |
118-279 |
118-279 |
118-279 |
118-266 |
| S1 |
118-243 |
118-243 |
118-289 |
118-216 |
| S2 |
118-189 |
118-189 |
118-280 |
|
| S3 |
118-099 |
118-153 |
118-272 |
|
| S4 |
118-009 |
118-063 |
118-248 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-126 |
120-046 |
119-062 |
|
| R3 |
119-291 |
119-211 |
119-020 |
|
| R2 |
119-136 |
119-136 |
119-005 |
|
| R1 |
119-056 |
119-056 |
118-311 |
119-018 |
| PP |
118-301 |
118-301 |
118-301 |
118-282 |
| S1 |
118-221 |
118-221 |
118-283 |
118-184 |
| S2 |
118-146 |
118-146 |
118-269 |
|
| S3 |
117-311 |
118-066 |
118-254 |
|
| S4 |
117-156 |
117-231 |
118-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
118-225 |
0-155 |
0.4% |
0-091 |
0.2% |
46% |
False |
True |
598,114 |
| 10 |
119-227 |
118-225 |
1-002 |
0.8% |
0-098 |
0.3% |
22% |
False |
True |
651,926 |
| 20 |
120-015 |
118-225 |
1-110 |
1.1% |
0-086 |
0.2% |
17% |
False |
True |
493,717 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-079 |
0.2% |
43% |
False |
False |
249,237 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-062 |
0.2% |
51% |
False |
False |
166,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-058 |
|
2.618 |
119-231 |
|
1.618 |
119-141 |
|
1.000 |
119-085 |
|
0.618 |
119-051 |
|
HIGH |
118-315 |
|
0.618 |
118-281 |
|
0.500 |
118-270 |
|
0.382 |
118-259 |
|
LOW |
118-225 |
|
0.618 |
118-169 |
|
1.000 |
118-135 |
|
1.618 |
118-079 |
|
2.618 |
117-309 |
|
4.250 |
117-162 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-288 |
118-302 |
| PP |
118-279 |
118-301 |
| S1 |
118-270 |
118-299 |
|