ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
124-270 |
0-060 |
0.2% |
124-020 |
| High |
124-310 |
125-050 |
0-060 |
0.2% |
124-290 |
| Low |
124-150 |
124-245 |
0-095 |
0.2% |
123-220 |
| Close |
124-280 |
125-035 |
0-075 |
0.2% |
124-210 |
| Range |
0-160 |
0-125 |
-0-035 |
-21.9% |
1-070 |
| ATR |
0-164 |
0-161 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,497,808 |
1,431,017 |
-66,791 |
-4.5% |
7,176,456 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-058 |
126-012 |
125-104 |
|
| R3 |
125-253 |
125-207 |
125-069 |
|
| R2 |
125-128 |
125-128 |
125-058 |
|
| R1 |
125-082 |
125-082 |
125-046 |
125-105 |
| PP |
125-003 |
125-003 |
125-003 |
125-015 |
| S1 |
124-277 |
124-277 |
125-024 |
124-300 |
| S2 |
124-198 |
124-198 |
125-012 |
|
| S3 |
124-073 |
124-152 |
125-001 |
|
| S4 |
123-268 |
124-027 |
124-286 |
|
|
| 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 |
125-050 |
123-275 |
1-095 |
1.0% |
0-165 |
0.4% |
96% |
True |
False |
1,416,192 |
| 10 |
125-050 |
123-220 |
1-150 |
1.2% |
0-158 |
0.4% |
97% |
True |
False |
1,285,581 |
| 20 |
125-050 |
123-160 |
1-210 |
1.3% |
0-164 |
0.4% |
97% |
True |
False |
1,207,769 |
| 40 |
125-050 |
122-225 |
2-145 |
2.0% |
0-166 |
0.4% |
98% |
True |
False |
1,257,340 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-164 |
0.4% |
96% |
False |
False |
1,107,753 |
| 80 |
125-065 |
122-060 |
3-005 |
2.4% |
0-162 |
0.4% |
97% |
False |
False |
831,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-261 |
|
2.618 |
126-057 |
|
1.618 |
125-252 |
|
1.000 |
125-175 |
|
0.618 |
125-127 |
|
HIGH |
125-050 |
|
0.618 |
125-002 |
|
0.500 |
124-308 |
|
0.382 |
124-293 |
|
LOW |
124-245 |
|
0.618 |
124-168 |
|
1.000 |
124-120 |
|
1.618 |
124-043 |
|
2.618 |
123-238 |
|
4.250 |
123-034 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-019 |
125-002 |
| PP |
125-003 |
124-288 |
| S1 |
124-308 |
124-255 |
|