ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-127 |
0-027 |
0.1% |
118-312 |
| High |
119-157 |
119-150 |
-0-007 |
0.0% |
119-157 |
| Low |
119-100 |
119-100 |
0-000 |
0.0% |
118-262 |
| Close |
119-125 |
119-147 |
0-022 |
0.1% |
119-125 |
| Range |
0-057 |
0-050 |
-0-007 |
-12.3% |
0-215 |
| ATR |
0-091 |
0-088 |
-0-003 |
-3.2% |
0-000 |
| Volume |
472,451 |
512,673 |
40,222 |
8.5% |
2,812,620 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-282 |
119-265 |
119-174 |
|
| R3 |
119-232 |
119-215 |
119-161 |
|
| R2 |
119-182 |
119-182 |
119-156 |
|
| R1 |
119-165 |
119-165 |
119-152 |
119-174 |
| PP |
119-132 |
119-132 |
119-132 |
119-137 |
| S1 |
119-115 |
119-115 |
119-142 |
119-124 |
| S2 |
119-082 |
119-082 |
119-138 |
|
| S3 |
119-032 |
119-065 |
119-133 |
|
| S4 |
118-302 |
119-015 |
119-120 |
|
|
| 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% |
0-076 |
0.2% |
95% |
False |
False |
588,828 |
| 10 |
119-157 |
118-180 |
0-297 |
0.8% |
0-090 |
0.2% |
97% |
False |
False |
629,199 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-091 |
0.2% |
97% |
False |
False |
628,503 |
| 40 |
120-015 |
118-170 |
1-165 |
1.3% |
0-085 |
0.2% |
61% |
False |
False |
416,451 |
| 60 |
120-015 |
117-280 |
2-055 |
1.8% |
0-078 |
0.2% |
73% |
False |
False |
278,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-042 |
|
2.618 |
119-281 |
|
1.618 |
119-231 |
|
1.000 |
119-200 |
|
0.618 |
119-181 |
|
HIGH |
119-150 |
|
0.618 |
119-131 |
|
0.500 |
119-125 |
|
0.382 |
119-119 |
|
LOW |
119-100 |
|
0.618 |
119-069 |
|
1.000 |
119-050 |
|
1.618 |
119-019 |
|
2.618 |
118-289 |
|
4.250 |
118-208 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-140 |
119-128 |
| PP |
119-132 |
119-109 |
| S1 |
119-125 |
119-090 |
|