ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-230 |
125-030 |
0-120 |
0.3% |
124-225 |
| High |
125-045 |
125-260 |
0-215 |
0.5% |
125-060 |
| Low |
124-205 |
125-010 |
0-125 |
0.3% |
124-140 |
| Close |
125-020 |
125-200 |
0-180 |
0.4% |
125-000 |
| Range |
0-160 |
0-250 |
0-090 |
56.3% |
0-240 |
| ATR |
0-153 |
0-160 |
0-007 |
4.5% |
0-000 |
| Volume |
1,044,585 |
1,597,706 |
553,121 |
53.0% |
5,559,688 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-267 |
127-163 |
126-018 |
|
| R3 |
127-017 |
126-233 |
125-269 |
|
| R2 |
126-087 |
126-087 |
125-246 |
|
| R1 |
125-303 |
125-303 |
125-223 |
126-035 |
| PP |
125-157 |
125-157 |
125-157 |
125-182 |
| S1 |
125-053 |
125-053 |
125-177 |
125-105 |
| S2 |
124-227 |
124-227 |
125-154 |
|
| S3 |
123-297 |
124-123 |
125-131 |
|
| S4 |
123-047 |
123-193 |
125-062 |
|
|
| 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 |
125-260 |
124-205 |
1-055 |
0.9% |
0-145 |
0.4% |
84% |
True |
False |
1,145,112 |
| 10 |
125-260 |
123-275 |
1-305 |
1.6% |
0-158 |
0.4% |
90% |
True |
False |
1,232,793 |
| 20 |
125-260 |
123-160 |
2-100 |
1.8% |
0-156 |
0.4% |
92% |
True |
False |
1,156,565 |
| 40 |
125-260 |
122-225 |
3-035 |
2.5% |
0-163 |
0.4% |
94% |
True |
False |
1,223,303 |
| 60 |
125-260 |
122-225 |
3-035 |
2.5% |
0-164 |
0.4% |
94% |
True |
False |
1,178,221 |
| 80 |
125-260 |
122-110 |
3-150 |
2.8% |
0-164 |
0.4% |
95% |
True |
False |
885,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-042 |
|
2.618 |
127-274 |
|
1.618 |
127-024 |
|
1.000 |
126-190 |
|
0.618 |
126-094 |
|
HIGH |
125-260 |
|
0.618 |
125-164 |
|
0.500 |
125-135 |
|
0.382 |
125-106 |
|
LOW |
125-010 |
|
0.618 |
124-176 |
|
1.000 |
124-080 |
|
1.618 |
123-246 |
|
2.618 |
122-316 |
|
4.250 |
121-228 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-178 |
125-158 |
| PP |
125-157 |
125-115 |
| S1 |
125-135 |
125-072 |
|