ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
120-107 |
0-007 |
0.0% |
120-047 |
| High |
120-115 |
120-212 |
0-097 |
0.3% |
120-157 |
| Low |
120-065 |
120-105 |
0-040 |
0.1% |
120-042 |
| Close |
120-110 |
120-202 |
0-092 |
0.2% |
120-110 |
| Range |
0-050 |
0-107 |
0-057 |
114.0% |
0-115 |
| ATR |
0-088 |
0-089 |
0-001 |
1.6% |
0-000 |
| Volume |
1,714,248 |
1,633,396 |
-80,852 |
-4.7% |
3,066,734 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-174 |
121-135 |
120-261 |
|
| R3 |
121-067 |
121-028 |
120-231 |
|
| R2 |
120-280 |
120-280 |
120-222 |
|
| R1 |
120-241 |
120-241 |
120-212 |
120-260 |
| PP |
120-173 |
120-173 |
120-173 |
120-183 |
| S1 |
120-134 |
120-134 |
120-192 |
120-154 |
| S2 |
120-066 |
120-066 |
120-182 |
|
| S3 |
119-279 |
120-027 |
120-173 |
|
| S4 |
119-172 |
119-240 |
120-143 |
|
|
| 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 |
120-212 |
120-052 |
0-160 |
0.4% |
0-074 |
0.2% |
94% |
True |
False |
1,072,588 |
| 10 |
120-212 |
119-257 |
0-275 |
0.7% |
0-089 |
0.2% |
96% |
True |
False |
872,132 |
| 20 |
120-212 |
119-020 |
1-192 |
1.3% |
0-090 |
0.2% |
98% |
True |
False |
773,869 |
| 40 |
120-212 |
118-150 |
2-062 |
1.8% |
0-094 |
0.2% |
99% |
True |
False |
717,199 |
| 60 |
120-212 |
118-150 |
2-062 |
1.8% |
0-099 |
0.3% |
99% |
True |
False |
724,249 |
| 80 |
120-212 |
118-150 |
2-062 |
1.8% |
0-096 |
0.2% |
99% |
True |
False |
612,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-027 |
|
2.618 |
121-172 |
|
1.618 |
121-065 |
|
1.000 |
120-319 |
|
0.618 |
120-278 |
|
HIGH |
120-212 |
|
0.618 |
120-171 |
|
0.500 |
120-158 |
|
0.382 |
120-146 |
|
LOW |
120-105 |
|
0.618 |
120-039 |
|
1.000 |
119-318 |
|
1.618 |
119-252 |
|
2.618 |
119-145 |
|
4.250 |
118-290 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-188 |
120-181 |
| PP |
120-173 |
120-160 |
| S1 |
120-158 |
120-138 |
|