ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-185 |
0-050 |
0.1% |
124-020 |
| High |
124-255 |
124-290 |
0-035 |
0.1% |
124-290 |
| Low |
124-095 |
123-275 |
-0-140 |
-0.4% |
123-220 |
| Close |
124-210 |
124-210 |
0-000 |
0.0% |
124-210 |
| Range |
0-160 |
1-015 |
0-175 |
109.4% |
1-070 |
| ATR |
0-161 |
0-174 |
0-012 |
7.7% |
0-000 |
| Volume |
952,433 |
2,456,385 |
1,503,952 |
157.9% |
7,176,456 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-197 |
127-058 |
125-074 |
|
| R3 |
126-182 |
126-043 |
124-302 |
|
| R2 |
125-167 |
125-167 |
124-271 |
|
| R1 |
125-028 |
125-028 |
124-241 |
125-098 |
| PP |
124-152 |
124-152 |
124-152 |
124-186 |
| S1 |
124-013 |
124-013 |
124-179 |
124-082 |
| S2 |
123-137 |
123-137 |
124-149 |
|
| S3 |
122-122 |
122-318 |
124-118 |
|
| S4 |
121-107 |
121-303 |
124-026 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-023 |
127-187 |
125-104 |
|
| R3 |
126-273 |
126-117 |
124-317 |
|
| R2 |
125-203 |
125-203 |
124-282 |
|
| R1 |
125-047 |
125-047 |
124-246 |
125-125 |
| PP |
124-133 |
124-133 |
124-133 |
124-172 |
| S1 |
123-297 |
123-297 |
124-174 |
124-055 |
| S2 |
123-063 |
123-063 |
124-138 |
|
| S3 |
121-313 |
122-227 |
124-103 |
|
| S4 |
120-243 |
121-157 |
123-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-290 |
123-220 |
1-070 |
1.0% |
0-193 |
0.5% |
79% |
True |
False |
1,435,291 |
| 10 |
124-290 |
123-160 |
1-130 |
1.1% |
0-162 |
0.4% |
82% |
True |
False |
1,201,630 |
| 20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-177 |
0.4% |
82% |
False |
False |
1,259,129 |
| 40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-170 |
0.4% |
82% |
False |
False |
1,264,384 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-166 |
0.4% |
78% |
False |
False |
1,031,157 |
| 80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-163 |
0.4% |
86% |
False |
False |
774,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-114 |
|
2.618 |
127-207 |
|
1.618 |
126-192 |
|
1.000 |
125-305 |
|
0.618 |
125-177 |
|
HIGH |
124-290 |
|
0.618 |
124-162 |
|
0.500 |
124-122 |
|
0.382 |
124-083 |
|
LOW |
123-275 |
|
0.618 |
123-068 |
|
1.000 |
122-260 |
|
1.618 |
122-053 |
|
2.618 |
121-038 |
|
4.250 |
119-131 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-181 |
124-178 |
| PP |
124-152 |
124-147 |
| S1 |
124-122 |
124-115 |
|