ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-005 |
124-135 |
0-130 |
0.3% |
123-230 |
| High |
124-145 |
124-255 |
0-110 |
0.3% |
124-100 |
| Low |
123-260 |
124-095 |
0-155 |
0.4% |
123-160 |
| Close |
124-135 |
124-210 |
0-075 |
0.2% |
124-020 |
| Range |
0-205 |
0-160 |
-0-045 |
-22.0% |
0-260 |
| ATR |
0-162 |
0-161 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,531,195 |
952,433 |
-578,762 |
-37.8% |
4,839,848 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-027 |
125-278 |
124-298 |
|
| R3 |
125-187 |
125-118 |
124-254 |
|
| R2 |
125-027 |
125-027 |
124-239 |
|
| R1 |
124-278 |
124-278 |
124-225 |
124-312 |
| PP |
124-187 |
124-187 |
124-187 |
124-204 |
| S1 |
124-118 |
124-118 |
124-195 |
124-152 |
| S2 |
124-027 |
124-027 |
124-181 |
|
| S3 |
123-187 |
123-278 |
124-166 |
|
| S4 |
123-027 |
123-118 |
124-122 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-127 |
126-013 |
124-163 |
|
| R3 |
125-187 |
125-073 |
124-092 |
|
| R2 |
124-247 |
124-247 |
124-068 |
|
| R1 |
124-133 |
124-133 |
124-044 |
124-190 |
| PP |
123-307 |
123-307 |
123-307 |
124-015 |
| S1 |
123-193 |
123-193 |
123-316 |
123-250 |
| S2 |
123-047 |
123-047 |
123-292 |
|
| S3 |
122-107 |
122-253 |
123-268 |
|
| S4 |
121-167 |
121-313 |
123-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-255 |
123-220 |
1-035 |
0.9% |
0-151 |
0.4% |
87% |
True |
False |
1,154,970 |
| 10 |
124-255 |
123-160 |
1-095 |
1.0% |
0-158 |
0.4% |
89% |
True |
False |
1,070,092 |
| 20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-164 |
0.4% |
82% |
False |
False |
1,191,657 |
| 40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-165 |
0.4% |
82% |
False |
False |
1,230,018 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-164 |
0.4% |
78% |
False |
False |
990,374 |
| 80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-159 |
0.4% |
86% |
False |
False |
743,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-295 |
|
2.618 |
126-034 |
|
1.618 |
125-194 |
|
1.000 |
125-095 |
|
0.618 |
125-034 |
|
HIGH |
124-255 |
|
0.618 |
124-194 |
|
0.500 |
124-175 |
|
0.382 |
124-156 |
|
LOW |
124-095 |
|
0.618 |
123-316 |
|
1.000 |
123-255 |
|
1.618 |
123-156 |
|
2.618 |
122-316 |
|
4.250 |
122-055 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-198 |
124-166 |
| PP |
124-187 |
124-122 |
| S1 |
124-175 |
124-078 |
|