ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-127 |
119-137 |
0-010 |
0.0% |
118-312 |
| High |
119-150 |
119-147 |
-0-003 |
0.0% |
119-157 |
| Low |
119-100 |
119-082 |
-0-018 |
0.0% |
118-262 |
| Close |
119-147 |
119-097 |
-0-050 |
-0.1% |
119-125 |
| Range |
0-050 |
0-065 |
0-015 |
30.0% |
0-215 |
| ATR |
0-088 |
0-086 |
-0-002 |
-1.9% |
0-000 |
| Volume |
512,673 |
452,251 |
-60,422 |
-11.8% |
2,812,620 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-265 |
119-133 |
|
| R3 |
119-239 |
119-200 |
119-115 |
|
| R2 |
119-174 |
119-174 |
119-109 |
|
| R1 |
119-135 |
119-135 |
119-103 |
119-122 |
| PP |
119-109 |
119-109 |
119-109 |
119-102 |
| S1 |
119-070 |
119-070 |
119-091 |
119-057 |
| S2 |
119-044 |
119-044 |
119-085 |
|
| S3 |
118-299 |
119-005 |
119-079 |
|
| S4 |
118-234 |
118-260 |
119-061 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-080 |
120-317 |
119-243 |
|
| R3 |
120-185 |
120-102 |
119-184 |
|
| R2 |
119-290 |
119-290 |
119-164 |
|
| R1 |
119-207 |
119-207 |
119-145 |
119-248 |
| PP |
119-075 |
119-075 |
119-075 |
119-095 |
| S1 |
118-312 |
118-312 |
119-105 |
119-034 |
| S2 |
118-180 |
118-180 |
119-086 |
|
| S3 |
117-285 |
118-097 |
119-066 |
|
| S4 |
117-070 |
117-202 |
119-007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-157 |
118-315 |
0-162 |
0.4% |
0-074 |
0.2% |
63% |
False |
False |
557,771 |
| 10 |
119-157 |
118-180 |
0-297 |
0.8% |
0-086 |
0.2% |
80% |
False |
False |
600,394 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-089 |
0.2% |
80% |
False |
False |
618,032 |
| 40 |
120-015 |
118-170 |
1-165 |
1.3% |
0-086 |
0.2% |
51% |
False |
False |
427,660 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-077 |
0.2% |
62% |
False |
False |
285,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-103 |
|
2.618 |
119-317 |
|
1.618 |
119-252 |
|
1.000 |
119-212 |
|
0.618 |
119-187 |
|
HIGH |
119-147 |
|
0.618 |
119-122 |
|
0.500 |
119-114 |
|
0.382 |
119-107 |
|
LOW |
119-082 |
|
0.618 |
119-042 |
|
1.000 |
119-017 |
|
1.618 |
118-297 |
|
2.618 |
118-232 |
|
4.250 |
118-126 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-114 |
119-120 |
| PP |
119-109 |
119-112 |
| S1 |
119-103 |
119-104 |
|