ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
118-317 |
-0-008 |
0.0% |
118-300 |
| High |
119-052 |
119-017 |
-0-035 |
-0.1% |
119-052 |
| Low |
118-265 |
118-252 |
-0-013 |
0.0% |
118-180 |
| Close |
118-305 |
118-287 |
-0-018 |
0.0% |
118-287 |
| Range |
0-107 |
0-085 |
-0-022 |
-20.6% |
0-192 |
| ATR |
0-098 |
0-097 |
-0-001 |
-0.9% |
0-000 |
| Volume |
789,202 |
468,753 |
-320,449 |
-40.6% |
3,390,364 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-227 |
119-182 |
119-014 |
|
| R3 |
119-142 |
119-097 |
118-310 |
|
| R2 |
119-057 |
119-057 |
118-303 |
|
| R1 |
119-012 |
119-012 |
118-295 |
118-312 |
| PP |
118-292 |
118-292 |
118-292 |
118-282 |
| S1 |
118-247 |
118-247 |
118-279 |
118-227 |
| S2 |
118-207 |
118-207 |
118-271 |
|
| S3 |
118-122 |
118-162 |
118-264 |
|
| S4 |
118-037 |
118-077 |
118-240 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-216 |
120-123 |
119-073 |
|
| R3 |
120-024 |
119-251 |
119-020 |
|
| R2 |
119-152 |
119-152 |
119-002 |
|
| R1 |
119-059 |
119-059 |
118-305 |
119-010 |
| PP |
118-280 |
118-280 |
118-280 |
118-255 |
| S1 |
118-187 |
118-187 |
118-269 |
118-138 |
| S2 |
118-088 |
118-088 |
118-252 |
|
| S3 |
117-216 |
117-315 |
118-234 |
|
| S4 |
117-024 |
117-123 |
118-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-052 |
118-180 |
0-192 |
0.5% |
0-103 |
0.3% |
56% |
False |
False |
678,072 |
| 10 |
119-060 |
118-180 |
0-200 |
0.5% |
0-097 |
0.3% |
54% |
False |
False |
638,093 |
| 20 |
120-015 |
118-180 |
1-155 |
1.2% |
0-094 |
0.2% |
23% |
False |
False |
649,605 |
| 40 |
120-015 |
118-060 |
1-275 |
1.6% |
0-087 |
0.2% |
38% |
False |
False |
333,923 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-071 |
0.2% |
49% |
False |
False |
222,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-058 |
|
2.618 |
119-240 |
|
1.618 |
119-155 |
|
1.000 |
119-102 |
|
0.618 |
119-070 |
|
HIGH |
119-017 |
|
0.618 |
118-305 |
|
0.500 |
118-294 |
|
0.382 |
118-284 |
|
LOW |
118-252 |
|
0.618 |
118-199 |
|
1.000 |
118-167 |
|
1.618 |
118-114 |
|
2.618 |
118-029 |
|
4.250 |
117-211 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-294 |
118-283 |
| PP |
118-292 |
118-280 |
| S1 |
118-290 |
118-276 |
|