ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
118-285 |
-0-015 |
0.0% |
119-050 |
| High |
119-000 |
118-300 |
-0-020 |
-0.1% |
119-060 |
| Low |
118-270 |
118-195 |
-0-075 |
-0.2% |
118-225 |
| Close |
118-285 |
118-200 |
-0-085 |
-0.2% |
118-297 |
| Range |
0-050 |
0-105 |
0-055 |
110.0% |
0-155 |
| ATR |
0-089 |
0-090 |
0-001 |
1.3% |
0-000 |
| Volume |
423,663 |
740,302 |
316,639 |
74.7% |
2,990,573 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-227 |
119-158 |
118-258 |
|
| R3 |
119-122 |
119-053 |
118-229 |
|
| R2 |
119-017 |
119-017 |
118-219 |
|
| R1 |
118-268 |
118-268 |
118-210 |
118-250 |
| PP |
118-232 |
118-232 |
118-232 |
118-222 |
| S1 |
118-163 |
118-163 |
118-190 |
118-145 |
| S2 |
118-127 |
118-127 |
118-181 |
|
| S3 |
118-022 |
118-058 |
118-171 |
|
| S4 |
117-237 |
117-273 |
118-142 |
|
|
| 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 |
118-195 |
0-185 |
0.5% |
0-090 |
0.2% |
3% |
False |
True |
630,132 |
| 10 |
119-157 |
118-195 |
0-282 |
0.7% |
0-092 |
0.2% |
2% |
False |
True |
635,670 |
| 20 |
120-015 |
118-195 |
1-140 |
1.2% |
0-089 |
0.2% |
1% |
False |
True |
550,133 |
| 40 |
120-015 |
118-030 |
1-305 |
1.6% |
0-080 |
0.2% |
27% |
False |
False |
278,331 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-065 |
0.2% |
37% |
False |
False |
185,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-106 |
|
2.618 |
119-255 |
|
1.618 |
119-150 |
|
1.000 |
119-085 |
|
0.618 |
119-045 |
|
HIGH |
118-300 |
|
0.618 |
118-260 |
|
0.500 |
118-248 |
|
0.382 |
118-235 |
|
LOW |
118-195 |
|
0.618 |
118-130 |
|
1.000 |
118-090 |
|
1.618 |
118-025 |
|
2.618 |
117-240 |
|
4.250 |
117-069 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-248 |
118-258 |
| PP |
118-232 |
118-238 |
| S1 |
118-216 |
118-219 |
|