ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-185 |
124-225 |
0-040 |
0.1% |
124-020 |
| High |
124-290 |
124-285 |
-0-005 |
0.0% |
124-290 |
| Low |
123-275 |
124-165 |
0-210 |
0.5% |
123-220 |
| Close |
124-210 |
124-185 |
-0-025 |
-0.1% |
124-210 |
| Range |
1-015 |
0-120 |
-0-215 |
-64.2% |
1-070 |
| ATR |
0-174 |
0-170 |
-0-004 |
-2.2% |
0-000 |
| Volume |
2,456,385 |
729,086 |
-1,727,299 |
-70.3% |
7,176,456 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-252 |
125-178 |
124-251 |
|
| R3 |
125-132 |
125-058 |
124-218 |
|
| R2 |
125-012 |
125-012 |
124-207 |
|
| R1 |
124-258 |
124-258 |
124-196 |
124-235 |
| PP |
124-212 |
124-212 |
124-212 |
124-200 |
| S1 |
124-138 |
124-138 |
124-174 |
124-115 |
| S2 |
124-092 |
124-092 |
124-163 |
|
| S3 |
123-292 |
124-018 |
124-152 |
|
| S4 |
123-172 |
123-218 |
124-119 |
|
|
| 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% |
0-188 |
0.5% |
73% |
False |
False |
1,359,733 |
| 10 |
124-290 |
123-160 |
1-130 |
1.1% |
0-162 |
0.4% |
77% |
False |
False |
1,231,182 |
| 20 |
125-025 |
123-160 |
1-185 |
1.3% |
0-166 |
0.4% |
68% |
False |
False |
1,193,095 |
| 40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-166 |
0.4% |
79% |
False |
False |
1,240,226 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-167 |
0.4% |
75% |
False |
False |
1,043,176 |
| 80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-163 |
0.4% |
84% |
False |
False |
783,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-155 |
|
2.618 |
125-279 |
|
1.618 |
125-159 |
|
1.000 |
125-085 |
|
0.618 |
125-039 |
|
HIGH |
124-285 |
|
0.618 |
124-239 |
|
0.500 |
124-225 |
|
0.382 |
124-211 |
|
LOW |
124-165 |
|
0.618 |
124-091 |
|
1.000 |
124-045 |
|
1.618 |
123-291 |
|
2.618 |
123-171 |
|
4.250 |
122-295 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-225 |
124-164 |
| PP |
124-212 |
124-143 |
| S1 |
124-198 |
124-122 |
|