ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-072 |
120-100 |
0-028 |
0.1% |
120-047 |
| High |
120-122 |
120-115 |
-0-007 |
0.0% |
120-157 |
| Low |
120-065 |
120-065 |
0-000 |
0.0% |
120-042 |
| Close |
120-110 |
120-110 |
0-000 |
0.0% |
120-110 |
| Range |
0-057 |
0-050 |
-0-007 |
-12.3% |
0-115 |
| ATR |
0-090 |
0-088 |
-0-003 |
-3.2% |
0-000 |
| Volume |
551,136 |
1,714,248 |
1,163,112 |
211.0% |
3,066,734 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-247 |
120-228 |
120-138 |
|
| R3 |
120-197 |
120-178 |
120-124 |
|
| R2 |
120-147 |
120-147 |
120-119 |
|
| R1 |
120-128 |
120-128 |
120-115 |
120-138 |
| PP |
120-097 |
120-097 |
120-097 |
120-101 |
| S1 |
120-078 |
120-078 |
120-105 |
120-088 |
| S2 |
120-047 |
120-047 |
120-101 |
|
| S3 |
119-317 |
120-028 |
120-096 |
|
| S4 |
119-267 |
119-298 |
120-082 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-128 |
121-074 |
120-173 |
|
| R3 |
121-013 |
120-279 |
120-142 |
|
| R2 |
120-218 |
120-218 |
120-131 |
|
| R1 |
120-164 |
120-164 |
120-121 |
120-191 |
| PP |
120-103 |
120-103 |
120-103 |
120-116 |
| S1 |
120-049 |
120-049 |
120-099 |
120-076 |
| S2 |
119-308 |
119-308 |
120-089 |
|
| S3 |
119-193 |
119-254 |
120-078 |
|
| S4 |
119-078 |
119-139 |
120-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-157 |
120-052 |
0-105 |
0.3% |
0-071 |
0.2% |
55% |
False |
False |
863,066 |
| 10 |
120-157 |
119-180 |
0-297 |
0.8% |
0-088 |
0.2% |
84% |
False |
False |
761,282 |
| 20 |
120-157 |
119-005 |
1-152 |
1.2% |
0-087 |
0.2% |
90% |
False |
False |
722,148 |
| 40 |
120-157 |
118-150 |
2-007 |
1.7% |
0-094 |
0.2% |
93% |
False |
False |
696,867 |
| 60 |
120-157 |
118-150 |
2-007 |
1.7% |
0-099 |
0.3% |
93% |
False |
False |
711,621 |
| 80 |
120-157 |
118-150 |
2-007 |
1.7% |
0-096 |
0.2% |
93% |
False |
False |
591,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-008 |
|
2.618 |
120-246 |
|
1.618 |
120-196 |
|
1.000 |
120-165 |
|
0.618 |
120-146 |
|
HIGH |
120-115 |
|
0.618 |
120-096 |
|
0.500 |
120-090 |
|
0.382 |
120-084 |
|
LOW |
120-065 |
|
0.618 |
120-034 |
|
1.000 |
120-015 |
|
1.618 |
119-304 |
|
2.618 |
119-254 |
|
4.250 |
119-172 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-103 |
120-102 |
| PP |
120-097 |
120-095 |
| S1 |
120-090 |
120-087 |
|