ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-057 |
-0-078 |
-0.2% |
119-190 |
| High |
119-145 |
119-105 |
-0-040 |
-0.1% |
120-015 |
| Low |
119-052 |
119-030 |
-0-022 |
-0.1% |
119-150 |
| Close |
119-065 |
119-057 |
-0-008 |
0.0% |
119-242 |
| Range |
0-093 |
0-075 |
-0-018 |
-19.4% |
0-185 |
| ATR |
0-084 |
0-083 |
-0-001 |
-0.8% |
0-000 |
| Volume |
661,675 |
631,715 |
-29,960 |
-4.5% |
2,876,842 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-289 |
119-248 |
119-098 |
|
| R3 |
119-214 |
119-173 |
119-078 |
|
| R2 |
119-139 |
119-139 |
119-071 |
|
| R1 |
119-098 |
119-098 |
119-064 |
119-094 |
| PP |
119-064 |
119-064 |
119-064 |
119-062 |
| S1 |
119-023 |
119-023 |
119-050 |
119-020 |
| S2 |
118-309 |
118-309 |
119-043 |
|
| S3 |
118-234 |
118-268 |
119-036 |
|
| S4 |
118-159 |
118-193 |
119-016 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-157 |
121-065 |
120-024 |
|
| R3 |
120-292 |
120-200 |
119-293 |
|
| R2 |
120-107 |
120-107 |
119-276 |
|
| R1 |
120-015 |
120-015 |
119-259 |
120-061 |
| PP |
119-242 |
119-242 |
119-242 |
119-266 |
| S1 |
119-150 |
119-150 |
119-225 |
119-196 |
| S2 |
119-057 |
119-057 |
119-208 |
|
| S3 |
118-192 |
118-285 |
119-191 |
|
| S4 |
118-007 |
118-100 |
119-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-015 |
119-030 |
0-305 |
0.8% |
0-091 |
0.2% |
9% |
False |
True |
686,965 |
| 10 |
120-015 |
119-030 |
0-305 |
0.8% |
0-084 |
0.2% |
9% |
False |
True |
526,166 |
| 20 |
120-015 |
118-170 |
1-165 |
1.3% |
0-084 |
0.2% |
43% |
False |
False |
268,661 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-072 |
0.2% |
56% |
False |
False |
135,357 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-051 |
0.1% |
62% |
False |
False |
90,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-104 |
|
2.618 |
119-301 |
|
1.618 |
119-226 |
|
1.000 |
119-180 |
|
0.618 |
119-151 |
|
HIGH |
119-105 |
|
0.618 |
119-076 |
|
0.500 |
119-068 |
|
0.382 |
119-059 |
|
LOW |
119-030 |
|
0.618 |
118-304 |
|
1.000 |
118-275 |
|
1.618 |
118-229 |
|
2.618 |
118-154 |
|
4.250 |
118-031 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-068 |
119-128 |
| PP |
119-064 |
119-105 |
| S1 |
119-060 |
119-081 |
|