ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
120-020 |
0-070 |
0.2% |
119-162 |
| High |
120-077 |
120-120 |
0-043 |
0.1% |
119-270 |
| Low |
119-257 |
119-292 |
0-035 |
0.1% |
119-107 |
| Close |
120-037 |
120-077 |
0-040 |
0.1% |
119-250 |
| Range |
0-140 |
0-148 |
0-008 |
5.7% |
0-163 |
| ATR |
0-096 |
0-100 |
0-004 |
3.8% |
0-000 |
| Volume |
789,391 |
1,014,775 |
225,384 |
28.6% |
3,025,764 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-180 |
121-117 |
120-158 |
|
| R3 |
121-032 |
120-289 |
120-118 |
|
| R2 |
120-204 |
120-204 |
120-104 |
|
| R1 |
120-141 |
120-141 |
120-091 |
120-172 |
| PP |
120-056 |
120-056 |
120-056 |
120-072 |
| S1 |
119-313 |
119-313 |
120-063 |
120-024 |
| S2 |
119-228 |
119-228 |
120-050 |
|
| S3 |
119-080 |
119-165 |
120-036 |
|
| S4 |
118-252 |
119-017 |
119-316 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-058 |
120-317 |
120-020 |
|
| R3 |
120-215 |
120-154 |
119-295 |
|
| R2 |
120-052 |
120-052 |
119-280 |
|
| R1 |
119-311 |
119-311 |
119-265 |
120-022 |
| PP |
119-209 |
119-209 |
119-209 |
119-224 |
| S1 |
119-148 |
119-148 |
119-235 |
119-178 |
| S2 |
119-046 |
119-046 |
119-220 |
|
| S3 |
118-203 |
118-305 |
119-205 |
|
| S4 |
118-040 |
118-142 |
119-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-120 |
119-180 |
0-260 |
0.7% |
0-098 |
0.3% |
83% |
True |
False |
636,830 |
| 10 |
120-120 |
119-020 |
1-100 |
1.1% |
0-099 |
0.3% |
90% |
True |
False |
707,672 |
| 20 |
120-120 |
118-295 |
1-145 |
1.2% |
0-095 |
0.2% |
91% |
True |
False |
668,933 |
| 40 |
120-120 |
118-150 |
1-290 |
1.6% |
0-097 |
0.3% |
93% |
True |
False |
701,280 |
| 60 |
120-120 |
118-150 |
1-290 |
1.6% |
0-102 |
0.3% |
93% |
True |
False |
698,571 |
| 80 |
120-120 |
118-130 |
1-310 |
1.6% |
0-094 |
0.2% |
93% |
True |
False |
525,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-109 |
|
2.618 |
121-187 |
|
1.618 |
121-039 |
|
1.000 |
120-268 |
|
0.618 |
120-211 |
|
HIGH |
120-120 |
|
0.618 |
120-063 |
|
0.500 |
120-046 |
|
0.382 |
120-029 |
|
LOW |
119-292 |
|
0.618 |
119-201 |
|
1.000 |
119-144 |
|
1.618 |
119-053 |
|
2.618 |
118-225 |
|
4.250 |
117-303 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-067 |
120-048 |
| PP |
120-056 |
120-019 |
| S1 |
120-046 |
119-310 |
|