ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-312 |
118-275 |
-0-037 |
-0.1% |
118-300 |
| High |
119-005 |
119-015 |
0-010 |
0.0% |
119-052 |
| Low |
118-270 |
118-262 |
-0-008 |
0.0% |
118-180 |
| Close |
118-275 |
118-317 |
0-042 |
0.1% |
118-287 |
| Range |
0-055 |
0-073 |
0-018 |
32.7% |
0-192 |
| ATR |
0-094 |
0-092 |
-0-001 |
-1.6% |
0-000 |
| Volume |
381,150 |
607,536 |
226,386 |
59.4% |
3,390,364 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-204 |
119-173 |
119-037 |
|
| R3 |
119-131 |
119-100 |
119-017 |
|
| R2 |
119-058 |
119-058 |
119-010 |
|
| R1 |
119-027 |
119-027 |
119-004 |
119-042 |
| PP |
118-305 |
118-305 |
118-305 |
118-312 |
| S1 |
118-274 |
118-274 |
118-310 |
118-290 |
| S2 |
118-232 |
118-232 |
118-304 |
|
| S3 |
118-159 |
118-201 |
118-297 |
|
| S4 |
118-086 |
118-128 |
118-277 |
|
|
| 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% |
0-098 |
0.3% |
71% |
False |
False |
643,017 |
| 10 |
119-060 |
118-180 |
0-200 |
0.5% |
0-094 |
0.2% |
69% |
False |
False |
636,574 |
| 20 |
120-015 |
118-180 |
1-155 |
1.2% |
0-095 |
0.3% |
29% |
False |
False |
677,400 |
| 40 |
120-015 |
118-060 |
1-275 |
1.6% |
0-088 |
0.2% |
43% |
False |
False |
358,513 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-073 |
0.2% |
53% |
False |
False |
239,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-005 |
|
2.618 |
119-206 |
|
1.618 |
119-133 |
|
1.000 |
119-088 |
|
0.618 |
119-060 |
|
HIGH |
119-015 |
|
0.618 |
118-307 |
|
0.500 |
118-298 |
|
0.382 |
118-290 |
|
LOW |
118-262 |
|
0.618 |
118-217 |
|
1.000 |
118-189 |
|
1.618 |
118-144 |
|
2.618 |
118-071 |
|
4.250 |
117-272 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-311 |
118-310 |
| PP |
118-305 |
118-302 |
| S1 |
118-298 |
118-294 |
|