ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
125-000 |
0-050 |
0.1% |
124-225 |
| High |
125-050 |
125-060 |
0-010 |
0.0% |
125-060 |
| Low |
124-245 |
124-290 |
0-045 |
0.1% |
124-140 |
| Close |
125-035 |
125-000 |
-0-035 |
-0.1% |
125-000 |
| Range |
0-125 |
0-090 |
-0-035 |
-28.0% |
0-240 |
| ATR |
0-161 |
0-156 |
-0-005 |
-3.1% |
0-000 |
| Volume |
1,431,017 |
935,111 |
-495,906 |
-34.7% |
5,559,688 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-280 |
125-230 |
125-050 |
|
| R3 |
125-190 |
125-140 |
125-025 |
|
| R2 |
125-100 |
125-100 |
125-016 |
|
| R1 |
125-050 |
125-050 |
125-008 |
125-045 |
| PP |
125-010 |
125-010 |
125-010 |
125-008 |
| S1 |
124-280 |
124-280 |
124-312 |
124-275 |
| S2 |
124-240 |
124-240 |
124-304 |
|
| S3 |
124-150 |
124-190 |
124-295 |
|
| S4 |
124-060 |
124-100 |
124-270 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-040 |
126-260 |
125-132 |
|
| R3 |
126-120 |
126-020 |
125-066 |
|
| R2 |
125-200 |
125-200 |
125-044 |
|
| R1 |
125-100 |
125-100 |
125-022 |
125-150 |
| PP |
124-280 |
124-280 |
124-280 |
124-305 |
| S1 |
124-180 |
124-180 |
124-298 |
124-230 |
| S2 |
124-040 |
124-040 |
124-276 |
|
| S3 |
123-120 |
123-260 |
124-254 |
|
| S4 |
122-200 |
123-020 |
124-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-060 |
124-140 |
0-240 |
0.6% |
0-116 |
0.3% |
75% |
True |
False |
1,111,937 |
| 10 |
125-060 |
123-220 |
1-160 |
1.2% |
0-154 |
0.4% |
88% |
True |
False |
1,273,614 |
| 20 |
125-060 |
123-160 |
1-220 |
1.4% |
0-156 |
0.4% |
89% |
True |
False |
1,166,900 |
| 40 |
125-060 |
122-225 |
2-155 |
2.0% |
0-160 |
0.4% |
92% |
True |
False |
1,229,968 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-163 |
0.4% |
92% |
False |
False |
1,122,991 |
| 80 |
125-065 |
122-060 |
3-005 |
2.4% |
0-162 |
0.4% |
93% |
False |
False |
843,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-122 |
|
2.618 |
125-296 |
|
1.618 |
125-206 |
|
1.000 |
125-150 |
|
0.618 |
125-116 |
|
HIGH |
125-060 |
|
0.618 |
125-026 |
|
0.500 |
125-015 |
|
0.382 |
125-004 |
|
LOW |
124-290 |
|
0.618 |
124-234 |
|
1.000 |
124-200 |
|
1.618 |
124-144 |
|
2.618 |
124-054 |
|
4.250 |
123-228 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-015 |
124-302 |
| PP |
125-010 |
124-283 |
| S1 |
125-005 |
124-265 |
|