ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-100 |
-0-020 |
-0.1% |
119-237 |
| High |
120-157 |
120-110 |
-0-047 |
-0.1% |
120-120 |
| Low |
120-057 |
120-052 |
-0-005 |
0.0% |
119-180 |
| Close |
120-107 |
120-065 |
-0-042 |
-0.1% |
120-062 |
| Range |
0-100 |
0-058 |
-0-042 |
-42.0% |
0-260 |
| ATR |
0-096 |
0-093 |
-0-003 |
-2.8% |
0-000 |
| Volume |
748,661 |
715,501 |
-33,160 |
-4.4% |
3,211,306 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-250 |
120-215 |
120-097 |
|
| R3 |
120-192 |
120-157 |
120-081 |
|
| R2 |
120-134 |
120-134 |
120-076 |
|
| R1 |
120-099 |
120-099 |
120-070 |
120-088 |
| PP |
120-076 |
120-076 |
120-076 |
120-070 |
| S1 |
120-041 |
120-041 |
120-060 |
120-030 |
| S2 |
120-018 |
120-018 |
120-054 |
|
| S3 |
119-280 |
119-303 |
120-049 |
|
| S4 |
119-222 |
119-245 |
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 |
120-157 |
120-042 |
0-115 |
0.3% |
0-077 |
0.2% |
20% |
False |
False |
603,675 |
| 10 |
120-157 |
119-180 |
0-297 |
0.8% |
0-087 |
0.2% |
69% |
False |
False |
620,252 |
| 20 |
120-157 |
119-005 |
1-152 |
1.2% |
0-090 |
0.2% |
81% |
False |
False |
671,403 |
| 40 |
120-157 |
118-150 |
2-007 |
1.7% |
0-095 |
0.2% |
86% |
False |
False |
673,920 |
| 60 |
120-157 |
118-150 |
2-007 |
1.7% |
0-101 |
0.3% |
86% |
False |
False |
709,426 |
| 80 |
120-157 |
118-150 |
2-007 |
1.7% |
0-095 |
0.2% |
86% |
False |
False |
563,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-036 |
|
2.618 |
120-262 |
|
1.618 |
120-204 |
|
1.000 |
120-168 |
|
0.618 |
120-146 |
|
HIGH |
120-110 |
|
0.618 |
120-088 |
|
0.500 |
120-081 |
|
0.382 |
120-074 |
|
LOW |
120-052 |
|
0.618 |
120-016 |
|
1.000 |
119-314 |
|
1.618 |
119-278 |
|
2.618 |
119-220 |
|
4.250 |
119-126 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-081 |
120-104 |
| PP |
120-076 |
120-091 |
| S1 |
120-070 |
120-078 |
|