ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-030 |
125-185 |
0-155 |
0.4% |
124-225 |
| High |
125-260 |
126-040 |
0-100 |
0.2% |
125-060 |
| Low |
125-010 |
125-125 |
0-115 |
0.3% |
124-140 |
| Close |
125-200 |
125-295 |
0-095 |
0.2% |
125-000 |
| Range |
0-250 |
0-235 |
-0-015 |
-6.0% |
0-240 |
| ATR |
0-160 |
0-165 |
0-005 |
3.4% |
0-000 |
| Volume |
1,597,706 |
2,035,636 |
437,930 |
27.4% |
5,559,688 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-005 |
127-225 |
126-104 |
|
| R3 |
127-090 |
126-310 |
126-040 |
|
| R2 |
126-175 |
126-175 |
126-018 |
|
| R1 |
126-075 |
126-075 |
125-317 |
126-125 |
| PP |
125-260 |
125-260 |
125-260 |
125-285 |
| S1 |
125-160 |
125-160 |
125-273 |
125-210 |
| S2 |
125-025 |
125-025 |
125-252 |
|
| S3 |
124-110 |
124-245 |
125-230 |
|
| S4 |
123-195 |
124-010 |
125-166 |
|
|
| 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 |
126-040 |
124-205 |
1-155 |
1.2% |
0-167 |
0.4% |
86% |
True |
False |
1,266,036 |
| 10 |
126-040 |
123-275 |
2-085 |
1.8% |
0-166 |
0.4% |
91% |
True |
False |
1,341,114 |
| 20 |
126-040 |
123-160 |
2-200 |
2.1% |
0-162 |
0.4% |
92% |
True |
False |
1,205,603 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-157 |
0.4% |
94% |
True |
False |
1,231,430 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-165 |
0.4% |
94% |
True |
False |
1,211,540 |
| 80 |
126-040 |
122-110 |
3-250 |
3.0% |
0-166 |
0.4% |
95% |
True |
False |
910,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-079 |
|
2.618 |
128-015 |
|
1.618 |
127-100 |
|
1.000 |
126-275 |
|
0.618 |
126-185 |
|
HIGH |
126-040 |
|
0.618 |
125-270 |
|
0.500 |
125-242 |
|
0.382 |
125-215 |
|
LOW |
125-125 |
|
0.618 |
124-300 |
|
1.000 |
124-210 |
|
1.618 |
124-065 |
|
2.618 |
123-150 |
|
4.250 |
122-086 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-278 |
125-238 |
| PP |
125-260 |
125-180 |
| S1 |
125-242 |
125-122 |
|