ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-215 |
119-240 |
0-025 |
0.1% |
119-290 |
| High |
119-297 |
119-255 |
-0-042 |
-0.1% |
119-297 |
| Low |
119-210 |
119-177 |
-0-033 |
-0.1% |
119-175 |
| Close |
119-290 |
119-235 |
-0-055 |
-0.1% |
119-235 |
| Range |
0-087 |
0-078 |
-0-009 |
-10.3% |
0-122 |
| ATR |
0-087 |
0-089 |
0-002 |
2.2% |
0-000 |
| Volume |
4,304 |
7,626 |
3,322 |
77.2% |
51,925 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-136 |
120-104 |
119-278 |
|
| R3 |
120-058 |
120-026 |
119-256 |
|
| R2 |
119-300 |
119-300 |
119-249 |
|
| R1 |
119-268 |
119-268 |
119-242 |
119-245 |
| PP |
119-222 |
119-222 |
119-222 |
119-211 |
| S1 |
119-190 |
119-190 |
119-228 |
119-167 |
| S2 |
119-144 |
119-144 |
119-221 |
|
| S3 |
119-066 |
119-112 |
119-214 |
|
| S4 |
118-308 |
119-034 |
119-192 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-282 |
120-220 |
119-302 |
|
| R3 |
120-160 |
120-098 |
119-269 |
|
| R2 |
120-038 |
120-038 |
119-257 |
|
| R1 |
119-296 |
119-296 |
119-246 |
119-266 |
| PP |
119-236 |
119-236 |
119-236 |
119-220 |
| S1 |
119-174 |
119-174 |
119-224 |
119-144 |
| S2 |
119-114 |
119-114 |
119-213 |
|
| S3 |
118-312 |
119-052 |
119-201 |
|
| S4 |
118-190 |
118-250 |
119-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-297 |
119-175 |
0-122 |
0.3% |
0-072 |
0.2% |
49% |
False |
False |
10,385 |
| 10 |
120-142 |
119-175 |
0-287 |
0.7% |
0-083 |
0.2% |
21% |
False |
False |
33,650 |
| 20 |
120-250 |
119-175 |
1-075 |
1.0% |
0-080 |
0.2% |
15% |
False |
False |
418,974 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-088 |
0.2% |
44% |
False |
False |
543,953 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
55% |
False |
False |
607,178 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.3% |
55% |
False |
False |
628,672 |
| 100 |
120-250 |
118-130 |
2-120 |
2.0% |
0-091 |
0.2% |
56% |
False |
False |
504,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-266 |
|
2.618 |
120-139 |
|
1.618 |
120-061 |
|
1.000 |
120-013 |
|
0.618 |
119-303 |
|
HIGH |
119-255 |
|
0.618 |
119-225 |
|
0.500 |
119-216 |
|
0.382 |
119-207 |
|
LOW |
119-177 |
|
0.618 |
119-129 |
|
1.000 |
119-099 |
|
1.618 |
119-051 |
|
2.618 |
118-293 |
|
4.250 |
118-166 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-229 |
119-236 |
| PP |
119-222 |
119-236 |
| S1 |
119-216 |
119-235 |
|