ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-240 |
119-247 |
0-007 |
0.0% |
119-290 |
| High |
119-255 |
119-252 |
-0-003 |
0.0% |
119-297 |
| Low |
119-177 |
119-217 |
0-040 |
0.1% |
119-175 |
| Close |
119-235 |
119-222 |
-0-013 |
0.0% |
119-235 |
| Range |
0-078 |
0-035 |
-0-043 |
-55.1% |
0-122 |
| ATR |
0-089 |
0-085 |
-0-004 |
-4.3% |
0-000 |
| Volume |
7,626 |
4,935 |
-2,691 |
-35.3% |
51,925 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-015 |
119-314 |
119-241 |
|
| R3 |
119-300 |
119-279 |
119-232 |
|
| R2 |
119-265 |
119-265 |
119-228 |
|
| R1 |
119-244 |
119-244 |
119-225 |
119-237 |
| PP |
119-230 |
119-230 |
119-230 |
119-227 |
| S1 |
119-209 |
119-209 |
119-219 |
119-202 |
| S2 |
119-195 |
119-195 |
119-216 |
|
| S3 |
119-160 |
119-174 |
119-212 |
|
| S4 |
119-125 |
119-139 |
119-203 |
|
|
| 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% |
0-067 |
0.2% |
39% |
False |
False |
7,907 |
| 10 |
120-080 |
119-175 |
0-225 |
0.6% |
0-076 |
0.2% |
21% |
False |
False |
19,555 |
| 20 |
120-250 |
119-175 |
1-075 |
1.0% |
0-079 |
0.2% |
12% |
False |
False |
394,081 |
| 40 |
120-250 |
118-295 |
1-275 |
1.6% |
0-085 |
0.2% |
42% |
False |
False |
524,837 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
53% |
False |
False |
589,895 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
53% |
False |
False |
628,341 |
| 100 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
53% |
False |
False |
504,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-081 |
|
2.618 |
120-024 |
|
1.618 |
119-309 |
|
1.000 |
119-287 |
|
0.618 |
119-274 |
|
HIGH |
119-252 |
|
0.618 |
119-239 |
|
0.500 |
119-234 |
|
0.382 |
119-230 |
|
LOW |
119-217 |
|
0.618 |
119-195 |
|
1.000 |
119-182 |
|
1.618 |
119-160 |
|
2.618 |
119-125 |
|
4.250 |
119-068 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-234 |
119-237 |
| PP |
119-230 |
119-232 |
| S1 |
119-226 |
119-227 |
|