ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
119-307 |
-0-068 |
-0.2% |
120-100 |
| High |
120-060 |
120-030 |
-0-030 |
-0.1% |
120-250 |
| Low |
119-302 |
119-282 |
-0-020 |
-0.1% |
120-065 |
| Close |
119-315 |
119-305 |
-0-010 |
0.0% |
120-157 |
| Range |
0-078 |
0-068 |
-0-010 |
-12.8% |
0-185 |
| ATR |
0-091 |
0-089 |
-0-002 |
-1.8% |
0-000 |
| Volume |
71,279 |
33,617 |
-37,662 |
-52.8% |
4,473,460 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-196 |
120-159 |
120-022 |
|
| R3 |
120-128 |
120-091 |
120-004 |
|
| R2 |
120-060 |
120-060 |
119-317 |
|
| R1 |
120-023 |
120-023 |
119-311 |
120-008 |
| PP |
119-312 |
119-312 |
119-312 |
119-305 |
| S1 |
119-275 |
119-275 |
119-299 |
119-260 |
| S2 |
119-244 |
119-244 |
119-293 |
|
| S3 |
119-176 |
119-207 |
119-286 |
|
| S4 |
119-108 |
119-139 |
119-268 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-072 |
121-300 |
120-259 |
|
| R3 |
121-207 |
121-115 |
120-208 |
|
| R2 |
121-022 |
121-022 |
120-191 |
|
| R1 |
120-250 |
120-250 |
120-174 |
120-296 |
| PP |
120-157 |
120-157 |
120-157 |
120-180 |
| S1 |
120-065 |
120-065 |
120-140 |
120-111 |
| S2 |
119-292 |
119-292 |
120-123 |
|
| S3 |
119-107 |
119-200 |
120-106 |
|
| S4 |
118-242 |
119-015 |
120-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-282 |
0-288 |
0.8% |
0-086 |
0.2% |
8% |
False |
True |
275,319 |
| 10 |
120-250 |
119-282 |
0-288 |
0.8% |
0-080 |
0.2% |
8% |
False |
True |
673,954 |
| 20 |
120-250 |
119-107 |
1-143 |
1.2% |
0-086 |
0.2% |
43% |
False |
False |
652,865 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-093 |
0.2% |
55% |
False |
False |
667,714 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-097 |
0.3% |
64% |
False |
False |
693,547 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
64% |
False |
False |
628,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-319 |
|
2.618 |
120-208 |
|
1.618 |
120-140 |
|
1.000 |
120-098 |
|
0.618 |
120-072 |
|
HIGH |
120-030 |
|
0.618 |
120-004 |
|
0.500 |
119-316 |
|
0.382 |
119-308 |
|
LOW |
119-282 |
|
0.618 |
119-240 |
|
1.000 |
119-214 |
|
1.618 |
119-172 |
|
2.618 |
119-104 |
|
4.250 |
118-313 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-316 |
120-052 |
| PP |
119-312 |
120-030 |
| S1 |
119-309 |
120-007 |
|