ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
119-252 |
-0-038 |
-0.1% |
120-140 |
| High |
119-290 |
119-260 |
-0-030 |
-0.1% |
120-142 |
| Low |
119-227 |
119-202 |
-0-025 |
-0.1% |
119-272 |
| Close |
119-245 |
119-210 |
-0-035 |
-0.1% |
119-295 |
| Range |
0-063 |
0-058 |
-0-005 |
-7.9% |
0-190 |
| ATR |
0-090 |
0-088 |
-0-002 |
-2.5% |
0-000 |
| Volume |
17,322 |
11,905 |
-5,417 |
-31.3% |
284,582 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-078 |
120-042 |
119-242 |
|
| R3 |
120-020 |
119-304 |
119-226 |
|
| R2 |
119-282 |
119-282 |
119-221 |
|
| R1 |
119-246 |
119-246 |
119-215 |
119-235 |
| PP |
119-224 |
119-224 |
119-224 |
119-218 |
| S1 |
119-188 |
119-188 |
119-205 |
119-177 |
| S2 |
119-166 |
119-166 |
119-199 |
|
| S3 |
119-108 |
119-130 |
119-194 |
|
| S4 |
119-050 |
119-072 |
119-178 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-273 |
121-154 |
120-080 |
|
| R3 |
121-083 |
120-284 |
120-027 |
|
| R2 |
120-213 |
120-213 |
120-010 |
|
| R1 |
120-094 |
120-094 |
119-312 |
120-058 |
| PP |
120-023 |
120-023 |
120-023 |
120-005 |
| S1 |
119-224 |
119-224 |
119-278 |
119-188 |
| S2 |
119-153 |
119-153 |
119-260 |
|
| S3 |
118-283 |
119-034 |
119-243 |
|
| S4 |
118-093 |
118-164 |
119-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
119-202 |
0-198 |
0.5% |
0-081 |
0.2% |
4% |
False |
True |
19,328 |
| 10 |
120-250 |
119-202 |
1-048 |
1.0% |
0-087 |
0.2% |
2% |
False |
True |
307,302 |
| 20 |
120-250 |
119-180 |
1-070 |
1.0% |
0-088 |
0.2% |
8% |
False |
False |
534,292 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-090 |
0.2% |
39% |
False |
False |
593,386 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
51% |
False |
False |
644,478 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-097 |
0.3% |
51% |
False |
False |
629,020 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-089 |
0.2% |
53% |
False |
False |
504,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-186 |
|
2.618 |
120-092 |
|
1.618 |
120-034 |
|
1.000 |
119-318 |
|
0.618 |
119-296 |
|
HIGH |
119-260 |
|
0.618 |
119-238 |
|
0.500 |
119-231 |
|
0.382 |
119-224 |
|
LOW |
119-202 |
|
0.618 |
119-166 |
|
1.000 |
119-144 |
|
1.618 |
119-108 |
|
2.618 |
119-050 |
|
4.250 |
118-276 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-231 |
119-301 |
| PP |
119-224 |
119-271 |
| S1 |
119-217 |
119-240 |
|