ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
118-300 |
-0-005 |
0.0% |
119-050 |
| High |
118-315 |
119-000 |
0-005 |
0.0% |
119-060 |
| Low |
118-225 |
118-270 |
0-045 |
0.1% |
118-225 |
| Close |
118-297 |
118-285 |
-0-012 |
0.0% |
118-297 |
| Range |
0-090 |
0-050 |
-0-040 |
-44.4% |
0-155 |
| ATR |
0-092 |
0-089 |
-0-003 |
-3.3% |
0-000 |
| Volume |
700,091 |
423,663 |
-276,428 |
-39.5% |
2,990,573 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-122 |
119-093 |
118-312 |
|
| R3 |
119-072 |
119-043 |
118-299 |
|
| R2 |
119-022 |
119-022 |
118-294 |
|
| R1 |
118-313 |
118-313 |
118-290 |
118-302 |
| PP |
118-292 |
118-292 |
118-292 |
118-286 |
| S1 |
118-263 |
118-263 |
118-280 |
118-252 |
| S2 |
118-242 |
118-242 |
118-276 |
|
| S3 |
118-192 |
118-213 |
118-271 |
|
| S4 |
118-142 |
118-163 |
118-258 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-126 |
120-046 |
119-062 |
|
| R3 |
119-291 |
119-211 |
119-020 |
|
| R2 |
119-136 |
119-136 |
119-005 |
|
| R1 |
119-056 |
119-056 |
118-311 |
119-018 |
| PP |
118-301 |
118-301 |
118-301 |
118-282 |
| S1 |
118-221 |
118-221 |
118-283 |
118-184 |
| S2 |
118-146 |
118-146 |
118-269 |
|
| S3 |
117-311 |
118-066 |
118-254 |
|
| S4 |
117-156 |
117-231 |
118-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
118-225 |
0-155 |
0.4% |
0-085 |
0.2% |
39% |
False |
False |
588,853 |
| 10 |
119-157 |
118-225 |
0-252 |
0.7% |
0-091 |
0.2% |
24% |
False |
False |
627,808 |
| 20 |
120-015 |
118-225 |
1-110 |
1.1% |
0-087 |
0.2% |
14% |
False |
False |
513,950 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-078 |
0.2% |
41% |
False |
False |
259,826 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-063 |
0.2% |
49% |
False |
False |
173,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-212 |
|
2.618 |
119-131 |
|
1.618 |
119-081 |
|
1.000 |
119-050 |
|
0.618 |
119-031 |
|
HIGH |
119-000 |
|
0.618 |
118-301 |
|
0.500 |
118-295 |
|
0.382 |
118-289 |
|
LOW |
118-270 |
|
0.618 |
118-239 |
|
1.000 |
118-220 |
|
1.618 |
118-189 |
|
2.618 |
118-139 |
|
4.250 |
118-058 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-295 |
118-302 |
| PP |
118-292 |
118-297 |
| S1 |
118-288 |
118-291 |
|