ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-137 |
119-090 |
-0-047 |
-0.1% |
118-312 |
| High |
119-147 |
119-105 |
-0-042 |
-0.1% |
119-157 |
| Low |
119-082 |
119-002 |
-0-080 |
-0.2% |
118-262 |
| Close |
119-097 |
119-005 |
-0-092 |
-0.2% |
119-125 |
| Range |
0-065 |
0-103 |
0-038 |
58.5% |
0-215 |
| ATR |
0-086 |
0-087 |
0-001 |
1.4% |
0-000 |
| Volume |
452,251 |
671,714 |
219,463 |
48.5% |
2,812,620 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-026 |
119-279 |
119-062 |
|
| R3 |
119-243 |
119-176 |
119-033 |
|
| R2 |
119-140 |
119-140 |
119-024 |
|
| R1 |
119-073 |
119-073 |
119-014 |
119-055 |
| PP |
119-037 |
119-037 |
119-037 |
119-028 |
| S1 |
118-290 |
118-290 |
118-316 |
118-272 |
| S2 |
118-254 |
118-254 |
118-306 |
|
| S3 |
118-151 |
118-187 |
118-297 |
|
| S4 |
118-048 |
118-084 |
118-268 |
|
|
| 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 |
119-002 |
0-155 |
0.4% |
0-076 |
0.2% |
2% |
False |
True |
550,490 |
| 10 |
119-157 |
118-252 |
0-225 |
0.6% |
0-080 |
0.2% |
32% |
False |
False |
570,721 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-091 |
0.2% |
49% |
False |
False |
620,032 |
| 40 |
120-015 |
118-170 |
1-165 |
1.3% |
0-087 |
0.2% |
32% |
False |
False |
444,347 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-078 |
0.2% |
47% |
False |
False |
296,915 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-061 |
0.2% |
54% |
False |
False |
222,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-223 |
|
2.618 |
120-055 |
|
1.618 |
119-272 |
|
1.000 |
119-208 |
|
0.618 |
119-169 |
|
HIGH |
119-105 |
|
0.618 |
119-066 |
|
0.500 |
119-054 |
|
0.382 |
119-041 |
|
LOW |
119-002 |
|
0.618 |
118-258 |
|
1.000 |
118-219 |
|
1.618 |
118-155 |
|
2.618 |
118-052 |
|
4.250 |
117-204 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-054 |
119-076 |
| PP |
119-037 |
119-052 |
| S1 |
119-021 |
119-029 |
|