ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
120-107 |
120-182 |
0-075 |
0.2% |
120-047 |
| High |
120-212 |
120-250 |
0-038 |
0.1% |
120-157 |
| Low |
120-105 |
120-142 |
0-037 |
0.1% |
120-042 |
| Close |
120-202 |
120-175 |
-0-027 |
-0.1% |
120-110 |
| Range |
0-107 |
0-108 |
0-001 |
0.9% |
0-115 |
| ATR |
0-089 |
0-090 |
0-001 |
1.5% |
0-000 |
| Volume |
1,633,396 |
940,216 |
-693,180 |
-42.4% |
3,066,734 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-193 |
121-132 |
120-234 |
|
| R3 |
121-085 |
121-024 |
120-205 |
|
| R2 |
120-297 |
120-297 |
120-195 |
|
| R1 |
120-236 |
120-236 |
120-185 |
120-212 |
| PP |
120-189 |
120-189 |
120-189 |
120-177 |
| S1 |
120-128 |
120-128 |
120-165 |
120-104 |
| S2 |
120-081 |
120-081 |
120-155 |
|
| S3 |
119-293 |
120-020 |
120-145 |
|
| S4 |
119-185 |
119-232 |
120-116 |
|
|
| 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 |
120-250 |
120-052 |
0-198 |
0.5% |
0-076 |
0.2% |
62% |
True |
False |
1,110,899 |
| 10 |
120-250 |
119-292 |
0-278 |
0.7% |
0-086 |
0.2% |
73% |
True |
False |
887,214 |
| 20 |
120-250 |
119-020 |
1-230 |
1.4% |
0-089 |
0.2% |
86% |
True |
False |
778,523 |
| 40 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
90% |
True |
False |
726,799 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-098 |
0.3% |
90% |
True |
False |
728,638 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.2% |
90% |
True |
False |
623,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-069 |
|
2.618 |
121-213 |
|
1.618 |
121-105 |
|
1.000 |
121-038 |
|
0.618 |
120-317 |
|
HIGH |
120-250 |
|
0.618 |
120-209 |
|
0.500 |
120-196 |
|
0.382 |
120-183 |
|
LOW |
120-142 |
|
0.618 |
120-075 |
|
1.000 |
120-034 |
|
1.618 |
119-287 |
|
2.618 |
119-179 |
|
4.250 |
119-003 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-196 |
120-169 |
| PP |
120-189 |
120-163 |
| S1 |
120-182 |
120-158 |
|