ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-000 |
124-310 |
-0-010 |
0.0% |
124-225 |
| High |
125-060 |
124-315 |
-0-065 |
-0.2% |
125-060 |
| Low |
124-290 |
124-215 |
-0-075 |
-0.2% |
124-140 |
| Close |
125-000 |
124-235 |
-0-085 |
-0.2% |
125-000 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-240 |
| ATR |
0-156 |
0-152 |
-0-004 |
-2.3% |
0-000 |
| Volume |
935,111 |
717,142 |
-217,969 |
-23.3% |
5,559,688 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-235 |
125-175 |
124-290 |
|
| R3 |
125-135 |
125-075 |
124-262 |
|
| R2 |
125-035 |
125-035 |
124-253 |
|
| R1 |
124-295 |
124-295 |
124-244 |
124-275 |
| PP |
124-255 |
124-255 |
124-255 |
124-245 |
| S1 |
124-195 |
124-195 |
124-226 |
124-175 |
| S2 |
124-155 |
124-155 |
124-217 |
|
| S3 |
124-055 |
124-095 |
124-208 |
|
| S4 |
123-275 |
123-315 |
124-180 |
|
|
| 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% |
0-112 |
0.3% |
40% |
False |
False |
1,109,548 |
| 10 |
125-060 |
123-220 |
1-160 |
1.2% |
0-150 |
0.4% |
70% |
False |
False |
1,234,641 |
| 20 |
125-060 |
123-160 |
1-220 |
1.4% |
0-154 |
0.4% |
73% |
False |
False |
1,141,541 |
| 40 |
125-060 |
122-225 |
2-155 |
2.0% |
0-159 |
0.4% |
82% |
False |
False |
1,204,759 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-162 |
0.4% |
81% |
False |
False |
1,134,823 |
| 80 |
125-065 |
122-090 |
2-295 |
2.3% |
0-162 |
0.4% |
84% |
False |
False |
852,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-100 |
|
2.618 |
125-257 |
|
1.618 |
125-157 |
|
1.000 |
125-095 |
|
0.618 |
125-057 |
|
HIGH |
124-315 |
|
0.618 |
124-277 |
|
0.500 |
124-265 |
|
0.382 |
124-253 |
|
LOW |
124-215 |
|
0.618 |
124-153 |
|
1.000 |
124-115 |
|
1.618 |
124-053 |
|
2.618 |
123-273 |
|
4.250 |
123-110 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-265 |
124-298 |
| PP |
124-255 |
124-277 |
| S1 |
124-245 |
124-256 |
|