ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-285 |
118-200 |
-0-085 |
-0.2% |
119-050 |
| High |
118-300 |
119-030 |
0-050 |
0.1% |
119-060 |
| Low |
118-195 |
118-180 |
-0-015 |
0.0% |
118-225 |
| Close |
118-200 |
118-255 |
0-055 |
0.1% |
118-297 |
| Range |
0-105 |
0-170 |
0-065 |
61.9% |
0-155 |
| ATR |
0-090 |
0-096 |
0-006 |
6.3% |
0-000 |
| Volume |
740,302 |
968,444 |
228,142 |
30.8% |
2,990,573 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-132 |
120-043 |
119-028 |
|
| R3 |
119-282 |
119-193 |
118-302 |
|
| R2 |
119-112 |
119-112 |
118-286 |
|
| R1 |
119-023 |
119-023 |
118-271 |
119-068 |
| PP |
118-262 |
118-262 |
118-262 |
118-284 |
| S1 |
118-173 |
118-173 |
118-239 |
118-218 |
| S2 |
118-092 |
118-092 |
118-224 |
|
| S3 |
117-242 |
118-003 |
118-208 |
|
| S4 |
117-072 |
117-153 |
118-162 |
|
|
| 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 |
118-180 |
0-200 |
0.5% |
0-108 |
0.3% |
38% |
False |
True |
704,406 |
| 10 |
119-157 |
118-180 |
0-297 |
0.8% |
0-102 |
0.3% |
25% |
False |
True |
669,343 |
| 20 |
120-015 |
118-180 |
1-155 |
1.2% |
0-093 |
0.2% |
16% |
False |
True |
597,755 |
| 40 |
120-015 |
118-050 |
1-285 |
1.6% |
0-084 |
0.2% |
34% |
False |
False |
302,540 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-068 |
0.2% |
45% |
False |
False |
201,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-112 |
|
2.618 |
120-155 |
|
1.618 |
119-305 |
|
1.000 |
119-200 |
|
0.618 |
119-135 |
|
HIGH |
119-030 |
|
0.618 |
118-285 |
|
0.500 |
118-265 |
|
0.382 |
118-245 |
|
LOW |
118-180 |
|
0.618 |
118-075 |
|
1.000 |
118-010 |
|
1.618 |
117-225 |
|
2.618 |
117-055 |
|
4.250 |
116-098 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-265 |
118-265 |
| PP |
118-262 |
118-262 |
| S1 |
118-258 |
118-258 |
|