ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
119-005 |
0-125 |
0.3% |
119-050 |
| High |
119-030 |
119-052 |
0-022 |
0.1% |
119-060 |
| Low |
118-180 |
118-265 |
0-085 |
0.2% |
118-225 |
| Close |
118-255 |
118-305 |
0-050 |
0.1% |
118-297 |
| Range |
0-170 |
0-107 |
-0-063 |
-37.1% |
0-155 |
| ATR |
0-096 |
0-098 |
0-001 |
1.6% |
0-000 |
| Volume |
968,444 |
789,202 |
-179,242 |
-18.5% |
2,990,573 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-315 |
119-257 |
119-044 |
|
| R3 |
119-208 |
119-150 |
119-014 |
|
| R2 |
119-101 |
119-101 |
119-005 |
|
| R1 |
119-043 |
119-043 |
118-315 |
119-018 |
| PP |
118-314 |
118-314 |
118-314 |
118-302 |
| S1 |
118-256 |
118-256 |
118-295 |
118-232 |
| S2 |
118-207 |
118-207 |
118-285 |
|
| S3 |
118-100 |
118-149 |
118-276 |
|
| S4 |
117-313 |
118-042 |
118-246 |
|
|
| 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 |
119-052 |
118-180 |
0-192 |
0.5% |
0-104 |
0.3% |
65% |
True |
False |
724,340 |
| 10 |
119-157 |
118-180 |
0-297 |
0.8% |
0-101 |
0.3% |
42% |
False |
False |
673,079 |
| 20 |
120-015 |
118-180 |
1-155 |
1.2% |
0-093 |
0.2% |
26% |
False |
False |
632,401 |
| 40 |
120-015 |
118-050 |
1-285 |
1.6% |
0-086 |
0.2% |
42% |
False |
False |
322,266 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-070 |
0.2% |
52% |
False |
False |
214,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-187 |
|
2.618 |
120-012 |
|
1.618 |
119-225 |
|
1.000 |
119-159 |
|
0.618 |
119-118 |
|
HIGH |
119-052 |
|
0.618 |
119-011 |
|
0.500 |
118-318 |
|
0.382 |
118-306 |
|
LOW |
118-265 |
|
0.618 |
118-199 |
|
1.000 |
118-158 |
|
1.618 |
118-092 |
|
2.618 |
117-305 |
|
4.250 |
117-130 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-318 |
118-295 |
| PP |
118-314 |
118-286 |
| S1 |
118-310 |
118-276 |
|