ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
118-275 |
119-012 |
0-057 |
0.1% |
118-300 |
| High |
119-015 |
119-092 |
0-077 |
0.2% |
119-052 |
| Low |
118-262 |
118-315 |
0-053 |
0.1% |
118-180 |
| Close |
118-317 |
119-050 |
0-053 |
0.1% |
118-287 |
| Range |
0-073 |
0-097 |
0-024 |
32.9% |
0-192 |
| ATR |
0-092 |
0-093 |
0-000 |
0.4% |
0-000 |
| Volume |
607,536 |
708,120 |
100,584 |
16.6% |
3,390,364 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-017 |
119-290 |
119-103 |
|
| R3 |
119-240 |
119-193 |
119-077 |
|
| R2 |
119-143 |
119-143 |
119-068 |
|
| R1 |
119-096 |
119-096 |
119-059 |
119-120 |
| PP |
119-046 |
119-046 |
119-046 |
119-057 |
| S1 |
118-319 |
118-319 |
119-041 |
119-022 |
| S2 |
118-269 |
118-269 |
119-032 |
|
| S3 |
118-172 |
118-222 |
119-023 |
|
| S4 |
118-075 |
118-125 |
118-317 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-216 |
120-123 |
119-073 |
|
| R3 |
120-024 |
119-251 |
119-020 |
|
| R2 |
119-152 |
119-152 |
119-002 |
|
| R1 |
119-059 |
119-059 |
118-305 |
119-010 |
| PP |
118-280 |
118-280 |
118-280 |
118-255 |
| S1 |
118-187 |
118-187 |
118-269 |
118-138 |
| S2 |
118-088 |
118-088 |
118-252 |
|
| S3 |
117-216 |
117-315 |
118-234 |
|
| S4 |
117-024 |
117-123 |
118-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-092 |
118-252 |
0-160 |
0.4% |
0-083 |
0.2% |
74% |
True |
False |
590,952 |
| 10 |
119-092 |
118-180 |
0-232 |
0.6% |
0-096 |
0.3% |
82% |
True |
False |
647,679 |
| 20 |
120-015 |
118-180 |
1-155 |
1.2% |
0-094 |
0.2% |
40% |
False |
False |
654,151 |
| 40 |
120-015 |
118-060 |
1-275 |
1.6% |
0-090 |
0.2% |
52% |
False |
False |
376,166 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-075 |
0.2% |
61% |
False |
False |
251,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-184 |
|
2.618 |
120-026 |
|
1.618 |
119-249 |
|
1.000 |
119-189 |
|
0.618 |
119-152 |
|
HIGH |
119-092 |
|
0.618 |
119-055 |
|
0.500 |
119-044 |
|
0.382 |
119-032 |
|
LOW |
118-315 |
|
0.618 |
118-255 |
|
1.000 |
118-218 |
|
1.618 |
118-158 |
|
2.618 |
118-061 |
|
4.250 |
117-223 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-048 |
119-039 |
| PP |
119-046 |
119-028 |
| S1 |
119-044 |
119-017 |
|