ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-012 |
119-042 |
0-030 |
0.1% |
118-300 |
| High |
119-092 |
119-125 |
0-033 |
0.1% |
119-052 |
| Low |
118-315 |
119-022 |
0-027 |
0.1% |
118-180 |
| Close |
119-050 |
119-112 |
0-062 |
0.2% |
118-287 |
| Range |
0-097 |
0-103 |
0-006 |
6.2% |
0-192 |
| ATR |
0-093 |
0-093 |
0-001 |
0.8% |
0-000 |
| Volume |
708,120 |
643,363 |
-64,757 |
-9.1% |
3,390,364 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-075 |
120-037 |
119-169 |
|
| R3 |
119-292 |
119-254 |
119-140 |
|
| R2 |
119-189 |
119-189 |
119-131 |
|
| R1 |
119-151 |
119-151 |
119-121 |
119-170 |
| PP |
119-086 |
119-086 |
119-086 |
119-096 |
| S1 |
119-048 |
119-048 |
119-103 |
119-067 |
| S2 |
118-303 |
118-303 |
119-093 |
|
| S3 |
118-200 |
118-265 |
119-084 |
|
| S4 |
118-097 |
118-162 |
119-055 |
|
|
| 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 |
119-125 |
118-252 |
0-193 |
0.5% |
0-083 |
0.2% |
93% |
True |
False |
561,784 |
| 10 |
119-125 |
118-180 |
0-265 |
0.7% |
0-094 |
0.2% |
95% |
True |
False |
643,062 |
| 20 |
119-255 |
118-180 |
1-075 |
1.0% |
0-094 |
0.2% |
64% |
False |
False |
647,390 |
| 40 |
120-015 |
118-060 |
1-275 |
1.6% |
0-090 |
0.2% |
63% |
False |
False |
391,981 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-076 |
0.2% |
69% |
False |
False |
261,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-243 |
|
2.618 |
120-075 |
|
1.618 |
119-292 |
|
1.000 |
119-228 |
|
0.618 |
119-189 |
|
HIGH |
119-125 |
|
0.618 |
119-086 |
|
0.500 |
119-074 |
|
0.382 |
119-061 |
|
LOW |
119-022 |
|
0.618 |
118-278 |
|
1.000 |
118-239 |
|
1.618 |
118-175 |
|
2.618 |
118-072 |
|
4.250 |
117-224 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-099 |
119-086 |
| PP |
119-086 |
119-060 |
| S1 |
119-074 |
119-034 |
|