ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-212 |
119-190 |
-0-022 |
-0.1% |
119-290 |
| High |
119-217 |
119-277 |
0-060 |
0.2% |
119-297 |
| Low |
119-142 |
119-140 |
-0-002 |
0.0% |
119-175 |
| Close |
119-142 |
119-192 |
0-050 |
0.1% |
119-235 |
| Range |
0-075 |
0-137 |
0-062 |
82.7% |
0-122 |
| ATR |
0-084 |
0-088 |
0-004 |
4.4% |
0-000 |
| Volume |
5,448 |
1,700 |
-3,748 |
-68.8% |
51,925 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-294 |
120-220 |
119-267 |
|
| R3 |
120-157 |
120-083 |
119-230 |
|
| R2 |
120-020 |
120-020 |
119-217 |
|
| R1 |
119-266 |
119-266 |
119-205 |
119-303 |
| PP |
119-203 |
119-203 |
119-203 |
119-222 |
| S1 |
119-129 |
119-129 |
119-179 |
119-166 |
| S2 |
119-066 |
119-066 |
119-167 |
|
| S3 |
118-249 |
118-312 |
119-154 |
|
| S4 |
118-112 |
118-175 |
119-117 |
|
|
| 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 |
119-140 |
0-157 |
0.4% |
0-082 |
0.2% |
33% |
False |
True |
4,802 |
| 10 |
120-080 |
119-140 |
0-260 |
0.7% |
0-082 |
0.2% |
20% |
False |
True |
9,780 |
| 20 |
120-250 |
119-140 |
1-110 |
1.1% |
0-081 |
0.2% |
12% |
False |
True |
341,867 |
| 40 |
120-250 |
118-300 |
1-270 |
1.5% |
0-086 |
0.2% |
36% |
False |
False |
505,380 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-091 |
0.2% |
49% |
False |
False |
564,826 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-096 |
0.3% |
49% |
False |
False |
622,509 |
| 100 |
120-250 |
118-150 |
2-100 |
1.9% |
0-092 |
0.2% |
49% |
False |
False |
504,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-219 |
|
2.618 |
120-316 |
|
1.618 |
120-179 |
|
1.000 |
120-094 |
|
0.618 |
120-042 |
|
HIGH |
119-277 |
|
0.618 |
119-225 |
|
0.500 |
119-208 |
|
0.382 |
119-192 |
|
LOW |
119-140 |
|
0.618 |
119-055 |
|
1.000 |
119-003 |
|
1.618 |
118-238 |
|
2.618 |
118-101 |
|
4.250 |
117-198 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-208 |
119-208 |
| PP |
119-203 |
119-203 |
| S1 |
119-198 |
119-198 |
|