ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-015 |
-0-075 |
-0.2% |
118-312 |
| High |
119-105 |
119-030 |
-0-075 |
-0.2% |
119-157 |
| Low |
119-002 |
118-207 |
-0-115 |
-0.3% |
118-262 |
| Close |
119-005 |
118-275 |
-0-050 |
-0.1% |
119-125 |
| Range |
0-103 |
0-143 |
0-040 |
38.8% |
0-215 |
| ATR |
0-087 |
0-091 |
0-004 |
4.5% |
0-000 |
| Volume |
671,714 |
760,044 |
88,330 |
13.1% |
2,812,620 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-066 |
119-314 |
119-034 |
|
| R3 |
119-243 |
119-171 |
118-314 |
|
| R2 |
119-100 |
119-100 |
118-301 |
|
| R1 |
119-028 |
119-028 |
118-288 |
118-312 |
| PP |
118-277 |
118-277 |
118-277 |
118-260 |
| S1 |
118-205 |
118-205 |
118-262 |
118-170 |
| S2 |
118-134 |
118-134 |
118-249 |
|
| S3 |
117-311 |
118-062 |
118-236 |
|
| S4 |
117-168 |
117-239 |
118-196 |
|
|
| 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 |
118-207 |
0-270 |
0.7% |
0-084 |
0.2% |
25% |
False |
True |
573,826 |
| 10 |
119-157 |
118-207 |
0-270 |
0.7% |
0-083 |
0.2% |
25% |
False |
True |
567,805 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-092 |
0.2% |
32% |
False |
False |
620,442 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-088 |
0.2% |
20% |
False |
False |
463,318 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-080 |
0.2% |
39% |
False |
False |
309,582 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-063 |
0.2% |
48% |
False |
False |
232,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-318 |
|
2.618 |
120-084 |
|
1.618 |
119-261 |
|
1.000 |
119-173 |
|
0.618 |
119-118 |
|
HIGH |
119-030 |
|
0.618 |
118-295 |
|
0.500 |
118-278 |
|
0.382 |
118-262 |
|
LOW |
118-207 |
|
0.618 |
118-119 |
|
1.000 |
118-064 |
|
1.618 |
117-296 |
|
2.618 |
117-153 |
|
4.250 |
116-239 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
119-017 |
| PP |
118-277 |
118-316 |
| S1 |
118-276 |
118-296 |
|