ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-020 |
120-080 |
0-060 |
0.2% |
119-237 |
| High |
120-120 |
120-095 |
-0-025 |
-0.1% |
120-120 |
| Low |
119-292 |
120-042 |
0-070 |
0.2% |
119-180 |
| Close |
120-077 |
120-062 |
-0-015 |
0.0% |
120-062 |
| Range |
0-148 |
0-053 |
-0-095 |
-64.2% |
0-260 |
| ATR |
0-100 |
0-097 |
-0-003 |
-3.4% |
0-000 |
| Volume |
1,014,775 |
502,780 |
-511,995 |
-50.5% |
3,211,306 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-225 |
120-197 |
120-091 |
|
| R3 |
120-172 |
120-144 |
120-077 |
|
| R2 |
120-119 |
120-119 |
120-072 |
|
| R1 |
120-091 |
120-091 |
120-067 |
120-078 |
| PP |
120-066 |
120-066 |
120-066 |
120-060 |
| S1 |
120-038 |
120-038 |
120-057 |
120-026 |
| S2 |
120-013 |
120-013 |
120-052 |
|
| S3 |
119-280 |
119-305 |
120-047 |
|
| S4 |
119-227 |
119-252 |
120-033 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-154 |
122-048 |
120-205 |
|
| R3 |
121-214 |
121-108 |
120-134 |
|
| R2 |
120-274 |
120-274 |
120-110 |
|
| R1 |
120-168 |
120-168 |
120-086 |
120-221 |
| PP |
120-014 |
120-014 |
120-014 |
120-040 |
| S1 |
119-228 |
119-228 |
120-038 |
119-281 |
| S2 |
119-074 |
119-074 |
120-014 |
|
| S3 |
118-134 |
118-288 |
119-310 |
|
| S4 |
117-194 |
118-028 |
119-239 |
|
|
| 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% |
0-099 |
0.3% |
78% |
False |
False |
642,261 |
| 10 |
120-120 |
119-107 |
1-013 |
0.9% |
0-086 |
0.2% |
83% |
False |
False |
623,707 |
| 20 |
120-120 |
118-295 |
1-145 |
1.2% |
0-090 |
0.2% |
88% |
False |
False |
655,593 |
| 40 |
120-120 |
118-150 |
1-290 |
1.6% |
0-096 |
0.2% |
90% |
False |
False |
687,802 |
| 60 |
120-120 |
118-150 |
1-290 |
1.6% |
0-100 |
0.3% |
90% |
False |
False |
706,427 |
| 80 |
120-120 |
118-150 |
1-290 |
1.6% |
0-094 |
0.2% |
90% |
False |
False |
532,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-000 |
|
2.618 |
120-234 |
|
1.618 |
120-181 |
|
1.000 |
120-148 |
|
0.618 |
120-128 |
|
HIGH |
120-095 |
|
0.618 |
120-075 |
|
0.500 |
120-068 |
|
0.382 |
120-062 |
|
LOW |
120-042 |
|
0.618 |
120-009 |
|
1.000 |
119-309 |
|
1.618 |
119-276 |
|
2.618 |
119-223 |
|
4.250 |
119-137 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-068 |
120-051 |
| PP |
120-066 |
120-040 |
| S1 |
120-064 |
120-028 |
|