ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-275 |
119-240 |
-0-035 |
-0.1% |
119-247 |
| High |
119-300 |
119-240 |
-0-060 |
-0.2% |
119-300 |
| Low |
119-242 |
119-217 |
-0-025 |
-0.1% |
119-140 |
| Close |
119-242 |
119-225 |
-0-017 |
0.0% |
119-225 |
| Range |
0-058 |
0-023 |
-0-035 |
-60.3% |
0-160 |
| ATR |
0-090 |
0-085 |
-0-005 |
-5.1% |
0-000 |
| Volume |
1,285 |
2,474 |
1,189 |
92.5% |
15,842 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-296 |
119-284 |
119-238 |
|
| R3 |
119-273 |
119-261 |
119-231 |
|
| R2 |
119-250 |
119-250 |
119-229 |
|
| R1 |
119-238 |
119-238 |
119-227 |
119-232 |
| PP |
119-227 |
119-227 |
119-227 |
119-225 |
| S1 |
119-215 |
119-215 |
119-223 |
119-210 |
| S2 |
119-204 |
119-204 |
119-221 |
|
| S3 |
119-181 |
119-192 |
119-219 |
|
| S4 |
119-158 |
119-169 |
119-212 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-062 |
120-303 |
119-313 |
|
| R3 |
120-222 |
120-143 |
119-269 |
|
| R2 |
120-062 |
120-062 |
119-254 |
|
| R1 |
119-303 |
119-303 |
119-240 |
119-262 |
| PP |
119-222 |
119-222 |
119-222 |
119-201 |
| S1 |
119-143 |
119-143 |
119-210 |
119-102 |
| S2 |
119-062 |
119-062 |
119-196 |
|
| S3 |
118-222 |
118-303 |
119-181 |
|
| S4 |
118-062 |
118-143 |
119-137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
119-140 |
0-160 |
0.4% |
0-066 |
0.2% |
53% |
False |
False |
3,168 |
| 10 |
119-300 |
119-140 |
0-160 |
0.4% |
0-069 |
0.2% |
53% |
False |
False |
6,776 |
| 20 |
120-250 |
119-140 |
1-110 |
1.1% |
0-077 |
0.2% |
20% |
False |
False |
268,847 |
| 40 |
120-250 |
119-005 |
1-245 |
1.5% |
0-084 |
0.2% |
39% |
False |
False |
470,125 |
| 60 |
120-250 |
118-150 |
2-100 |
1.9% |
0-089 |
0.2% |
53% |
False |
False |
538,896 |
| 80 |
120-250 |
118-150 |
2-100 |
1.9% |
0-095 |
0.2% |
53% |
False |
False |
599,281 |
| 100 |
120-250 |
118-150 |
2-100 |
1.9% |
0-092 |
0.2% |
53% |
False |
False |
504,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-018 |
|
2.618 |
119-300 |
|
1.618 |
119-277 |
|
1.000 |
119-263 |
|
0.618 |
119-254 |
|
HIGH |
119-240 |
|
0.618 |
119-231 |
|
0.500 |
119-228 |
|
0.382 |
119-226 |
|
LOW |
119-217 |
|
0.618 |
119-203 |
|
1.000 |
119-194 |
|
1.618 |
119-180 |
|
2.618 |
119-157 |
|
4.250 |
119-119 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-228 |
119-223 |
| PP |
119-227 |
119-222 |
| S1 |
119-226 |
119-220 |
|