ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-315 |
118-260 |
-0-055 |
-0.1% |
119-222 |
| High |
119-012 |
118-317 |
-0-015 |
0.0% |
119-227 |
| Low |
118-252 |
118-237 |
-0-015 |
0.0% |
119-017 |
| Close |
118-270 |
118-292 |
0-022 |
0.1% |
119-042 |
| Range |
0-080 |
0-080 |
0-000 |
0.0% |
0-210 |
| ATR |
0-087 |
0-087 |
-0-001 |
-0.6% |
0-000 |
| Volume |
533,910 |
597,073 |
63,163 |
11.8% |
3,528,689 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-167 |
119-016 |
|
| R3 |
119-122 |
119-087 |
118-314 |
|
| R2 |
119-042 |
119-042 |
118-307 |
|
| R1 |
119-007 |
119-007 |
118-299 |
119-024 |
| PP |
118-282 |
118-282 |
118-282 |
118-291 |
| S1 |
118-247 |
118-247 |
118-285 |
118-264 |
| S2 |
118-202 |
118-202 |
118-277 |
|
| S3 |
118-122 |
118-167 |
118-270 |
|
| S4 |
118-042 |
118-087 |
118-248 |
|
|
| 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 |
119-157 |
118-237 |
0-240 |
0.6% |
0-095 |
0.3% |
23% |
False |
True |
634,280 |
| 10 |
120-015 |
118-237 |
1-098 |
1.1% |
0-093 |
0.2% |
13% |
False |
True |
660,623 |
| 20 |
120-015 |
118-237 |
1-098 |
1.1% |
0-089 |
0.2% |
13% |
False |
True |
425,388 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-076 |
0.2% |
42% |
False |
False |
214,528 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-059 |
0.2% |
50% |
False |
False |
143,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-017 |
|
2.618 |
119-206 |
|
1.618 |
119-126 |
|
1.000 |
119-077 |
|
0.618 |
119-046 |
|
HIGH |
118-317 |
|
0.618 |
118-286 |
|
0.500 |
118-277 |
|
0.382 |
118-268 |
|
LOW |
118-237 |
|
0.618 |
118-188 |
|
1.000 |
118-157 |
|
1.618 |
118-108 |
|
2.618 |
118-028 |
|
4.250 |
117-217 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-287 |
118-304 |
| PP |
118-282 |
118-300 |
| S1 |
118-277 |
118-296 |
|