ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
119-090 |
0-020 |
0.1% |
119-222 |
| High |
119-132 |
119-157 |
0-025 |
0.1% |
119-227 |
| Low |
119-017 |
119-035 |
0-018 |
0.0% |
119-017 |
| Close |
119-087 |
119-042 |
-0-045 |
-0.1% |
119-042 |
| Range |
0-115 |
0-122 |
0-007 |
6.1% |
0-210 |
| ATR |
0-086 |
0-088 |
0-003 |
3.0% |
0-000 |
| Volume |
751,847 |
818,607 |
66,760 |
8.9% |
3,528,689 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-124 |
120-045 |
119-109 |
|
| R3 |
120-002 |
119-243 |
119-076 |
|
| R2 |
119-200 |
119-200 |
119-064 |
|
| R1 |
119-121 |
119-121 |
119-053 |
119-100 |
| PP |
119-078 |
119-078 |
119-078 |
119-067 |
| S1 |
118-319 |
118-319 |
119-031 |
118-298 |
| S2 |
118-276 |
118-276 |
119-020 |
|
| S3 |
118-154 |
118-197 |
119-008 |
|
| S4 |
118-032 |
118-075 |
118-295 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-085 |
120-274 |
119-158 |
|
| R3 |
120-195 |
120-064 |
119-100 |
|
| R2 |
119-305 |
119-305 |
119-080 |
|
| R1 |
119-174 |
119-174 |
119-061 |
119-134 |
| PP |
119-095 |
119-095 |
119-095 |
119-076 |
| S1 |
118-284 |
118-284 |
119-023 |
118-244 |
| S2 |
118-205 |
118-205 |
119-004 |
|
| S3 |
117-315 |
118-074 |
118-304 |
|
| S4 |
117-105 |
117-184 |
118-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-227 |
119-017 |
0-210 |
0.6% |
0-104 |
0.3% |
12% |
False |
False |
705,737 |
| 10 |
120-015 |
119-017 |
0-318 |
0.8% |
0-092 |
0.2% |
8% |
False |
False |
661,116 |
| 20 |
120-015 |
118-250 |
1-085 |
1.1% |
0-086 |
0.2% |
28% |
False |
False |
346,671 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-075 |
0.2% |
53% |
False |
False |
174,618 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-055 |
0.1% |
60% |
False |
False |
116,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-036 |
|
2.618 |
120-156 |
|
1.618 |
120-034 |
|
1.000 |
119-279 |
|
0.618 |
119-232 |
|
HIGH |
119-157 |
|
0.618 |
119-110 |
|
0.500 |
119-096 |
|
0.382 |
119-082 |
|
LOW |
119-035 |
|
0.618 |
118-280 |
|
1.000 |
118-233 |
|
1.618 |
118-158 |
|
2.618 |
118-036 |
|
4.250 |
117-156 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-096 |
119-087 |
| PP |
119-078 |
119-072 |
| S1 |
119-060 |
119-057 |
|