ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
119-100 |
0-058 |
0.2% |
118-312 |
| High |
119-125 |
119-157 |
0-032 |
0.1% |
119-157 |
| Low |
119-022 |
119-100 |
0-078 |
0.2% |
118-262 |
| Close |
119-112 |
119-125 |
0-013 |
0.0% |
119-125 |
| Range |
0-103 |
0-057 |
-0-046 |
-44.7% |
0-215 |
| ATR |
0-093 |
0-091 |
-0-003 |
-2.8% |
0-000 |
| Volume |
643,363 |
472,451 |
-170,912 |
-26.6% |
2,812,620 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-298 |
119-269 |
119-156 |
|
| R3 |
119-241 |
119-212 |
119-141 |
|
| R2 |
119-184 |
119-184 |
119-135 |
|
| R1 |
119-155 |
119-155 |
119-130 |
119-170 |
| PP |
119-127 |
119-127 |
119-127 |
119-135 |
| S1 |
119-098 |
119-098 |
119-120 |
119-112 |
| S2 |
119-070 |
119-070 |
119-115 |
|
| S3 |
119-013 |
119-041 |
119-109 |
|
| S4 |
118-276 |
118-304 |
119-094 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-080 |
120-317 |
119-243 |
|
| R3 |
120-185 |
120-102 |
119-184 |
|
| R2 |
119-290 |
119-290 |
119-164 |
|
| R1 |
119-207 |
119-207 |
119-145 |
119-248 |
| PP |
119-075 |
119-075 |
119-075 |
119-095 |
| S1 |
118-312 |
118-312 |
119-105 |
119-034 |
| S2 |
118-180 |
118-180 |
119-086 |
|
| S3 |
117-285 |
118-097 |
119-066 |
|
| S4 |
117-070 |
117-202 |
119-007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-157 |
118-262 |
0-215 |
0.6% |
0-077 |
0.2% |
85% |
True |
False |
562,524 |
| 10 |
119-157 |
118-180 |
0-297 |
0.8% |
0-090 |
0.2% |
89% |
True |
False |
620,298 |
| 20 |
119-227 |
118-180 |
1-047 |
1.0% |
0-094 |
0.2% |
72% |
False |
False |
636,112 |
| 40 |
120-015 |
118-060 |
1-275 |
1.6% |
0-089 |
0.2% |
65% |
False |
False |
403,697 |
| 60 |
120-015 |
117-250 |
2-085 |
1.9% |
0-077 |
0.2% |
71% |
False |
False |
269,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-079 |
|
2.618 |
119-306 |
|
1.618 |
119-249 |
|
1.000 |
119-214 |
|
0.618 |
119-192 |
|
HIGH |
119-157 |
|
0.618 |
119-135 |
|
0.500 |
119-128 |
|
0.382 |
119-122 |
|
LOW |
119-100 |
|
0.618 |
119-065 |
|
1.000 |
119-043 |
|
1.618 |
119-008 |
|
2.618 |
118-271 |
|
4.250 |
118-178 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-128 |
119-109 |
| PP |
119-127 |
119-092 |
| S1 |
119-126 |
119-076 |
|