ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
119-197 |
119-270 |
0-073 |
0.2% |
119-162 |
| High |
119-277 |
120-077 |
0-120 |
0.3% |
119-270 |
| Low |
119-180 |
119-257 |
0-077 |
0.2% |
119-107 |
| Close |
119-267 |
120-037 |
0-090 |
0.2% |
119-250 |
| Range |
0-097 |
0-140 |
0-043 |
44.3% |
0-163 |
| ATR |
0-093 |
0-096 |
0-003 |
3.6% |
0-000 |
| Volume |
524,897 |
789,391 |
264,494 |
50.4% |
3,025,764 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-117 |
121-057 |
120-114 |
|
| R3 |
120-297 |
120-237 |
120-076 |
|
| R2 |
120-157 |
120-157 |
120-063 |
|
| R1 |
120-097 |
120-097 |
120-050 |
120-127 |
| PP |
120-017 |
120-017 |
120-017 |
120-032 |
| S1 |
119-277 |
119-277 |
120-024 |
119-307 |
| S2 |
119-197 |
119-197 |
120-011 |
|
| S3 |
119-057 |
119-137 |
119-318 |
|
| S4 |
118-237 |
118-317 |
119-280 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-058 |
120-317 |
120-020 |
|
| R3 |
120-215 |
120-154 |
119-295 |
|
| R2 |
120-052 |
120-052 |
119-280 |
|
| R1 |
119-311 |
119-311 |
119-265 |
120-022 |
| PP |
119-209 |
119-209 |
119-209 |
119-224 |
| S1 |
119-148 |
119-148 |
119-235 |
119-178 |
| S2 |
119-046 |
119-046 |
119-220 |
|
| S3 |
118-203 |
118-305 |
119-205 |
|
| S4 |
118-040 |
118-142 |
119-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-077 |
119-172 |
0-225 |
0.6% |
0-085 |
0.2% |
82% |
True |
False |
584,947 |
| 10 |
120-077 |
119-020 |
1-057 |
1.0% |
0-093 |
0.2% |
89% |
True |
False |
669,831 |
| 20 |
120-077 |
118-295 |
1-102 |
1.1% |
0-092 |
0.2% |
91% |
True |
False |
654,411 |
| 40 |
120-077 |
118-150 |
1-247 |
1.5% |
0-102 |
0.3% |
93% |
True |
False |
705,787 |
| 60 |
120-105 |
118-150 |
1-275 |
1.5% |
0-101 |
0.3% |
89% |
False |
False |
681,949 |
| 80 |
120-105 |
118-130 |
1-295 |
1.6% |
0-092 |
0.2% |
89% |
False |
False |
513,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-032 |
|
2.618 |
121-124 |
|
1.618 |
120-304 |
|
1.000 |
120-217 |
|
0.618 |
120-164 |
|
HIGH |
120-077 |
|
0.618 |
120-024 |
|
0.500 |
120-007 |
|
0.382 |
119-310 |
|
LOW |
119-257 |
|
0.618 |
119-170 |
|
1.000 |
119-117 |
|
1.618 |
119-030 |
|
2.618 |
118-210 |
|
4.250 |
117-302 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-027 |
120-014 |
| PP |
120-017 |
119-311 |
| S1 |
120-007 |
119-288 |
|