ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-287 |
0-027 |
0.1% |
119-222 |
| High |
118-317 |
119-060 |
0-063 |
0.2% |
119-227 |
| Low |
118-237 |
118-255 |
0-018 |
0.0% |
119-017 |
| Close |
118-292 |
119-037 |
0-065 |
0.2% |
119-042 |
| Range |
0-080 |
0-125 |
0-045 |
56.3% |
0-210 |
| ATR |
0-087 |
0-089 |
0-003 |
3.2% |
0-000 |
| Volume |
597,073 |
689,532 |
92,459 |
15.5% |
3,528,689 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-066 |
120-016 |
119-106 |
|
| R3 |
119-261 |
119-211 |
119-071 |
|
| R2 |
119-136 |
119-136 |
119-060 |
|
| R1 |
119-086 |
119-086 |
119-048 |
119-111 |
| PP |
119-011 |
119-011 |
119-011 |
119-023 |
| S1 |
118-281 |
118-281 |
119-026 |
118-306 |
| S2 |
118-206 |
118-206 |
119-014 |
|
| S3 |
118-081 |
118-156 |
119-003 |
|
| S4 |
117-276 |
118-031 |
118-288 |
|
|
| 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% |
0-097 |
0.3% |
50% |
False |
False |
621,817 |
| 10 |
119-255 |
118-237 |
1-018 |
0.9% |
0-095 |
0.2% |
36% |
False |
False |
651,719 |
| 20 |
120-015 |
118-237 |
1-098 |
1.1% |
0-089 |
0.2% |
29% |
False |
False |
459,155 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-078 |
0.2% |
52% |
False |
False |
231,761 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-061 |
0.2% |
59% |
False |
False |
154,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-271 |
|
2.618 |
120-067 |
|
1.618 |
119-262 |
|
1.000 |
119-185 |
|
0.618 |
119-137 |
|
HIGH |
119-060 |
|
0.618 |
119-012 |
|
0.500 |
118-318 |
|
0.382 |
118-303 |
|
LOW |
118-255 |
|
0.618 |
118-178 |
|
1.000 |
118-130 |
|
1.618 |
118-053 |
|
2.618 |
117-248 |
|
4.250 |
117-044 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-024 |
119-021 |
| PP |
119-011 |
119-005 |
| S1 |
118-318 |
118-308 |
|