ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-185 |
-0-040 |
-0.1% |
124-020 |
| High |
124-285 |
124-225 |
-0-060 |
-0.2% |
124-290 |
| Low |
124-165 |
124-140 |
-0-025 |
-0.1% |
123-220 |
| Close |
124-185 |
124-205 |
0-020 |
0.1% |
124-210 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
1-070 |
| ATR |
0-170 |
0-164 |
-0-006 |
-3.6% |
0-000 |
| Volume |
729,086 |
966,666 |
237,580 |
32.6% |
7,176,456 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-125 |
125-090 |
124-252 |
|
| R3 |
125-040 |
125-005 |
124-228 |
|
| R2 |
124-275 |
124-275 |
124-221 |
|
| R1 |
124-240 |
124-240 |
124-213 |
124-258 |
| PP |
124-190 |
124-190 |
124-190 |
124-199 |
| S1 |
124-155 |
124-155 |
124-197 |
124-172 |
| S2 |
124-105 |
124-105 |
124-189 |
|
| S3 |
124-020 |
124-070 |
124-182 |
|
| S4 |
123-255 |
123-305 |
124-158 |
|
|
| 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 |
123-260 |
1-030 |
0.9% |
0-181 |
0.5% |
76% |
False |
False |
1,327,153 |
| 10 |
124-290 |
123-190 |
1-100 |
1.1% |
0-158 |
0.4% |
80% |
False |
False |
1,235,022 |
| 20 |
125-025 |
123-160 |
1-185 |
1.3% |
0-165 |
0.4% |
72% |
False |
False |
1,185,273 |
| 40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-166 |
0.4% |
82% |
False |
False |
1,242,184 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-163 |
0.4% |
78% |
False |
False |
1,059,178 |
| 80 |
125-065 |
121-240 |
3-145 |
2.8% |
0-163 |
0.4% |
84% |
False |
False |
795,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-266 |
|
2.618 |
125-128 |
|
1.618 |
125-043 |
|
1.000 |
124-310 |
|
0.618 |
124-278 |
|
HIGH |
124-225 |
|
0.618 |
124-193 |
|
0.500 |
124-182 |
|
0.382 |
124-172 |
|
LOW |
124-140 |
|
0.618 |
124-087 |
|
1.000 |
124-055 |
|
1.618 |
124-002 |
|
2.618 |
123-237 |
|
4.250 |
123-099 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-198 |
124-178 |
| PP |
124-190 |
124-150 |
| S1 |
124-182 |
124-122 |
|