ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-185 |
125-300 |
0-115 |
0.3% |
124-310 |
| High |
126-040 |
126-005 |
-0-035 |
-0.1% |
126-040 |
| Low |
125-125 |
125-220 |
0-095 |
0.2% |
124-205 |
| Close |
125-295 |
125-250 |
-0-045 |
-0.1% |
125-250 |
| Range |
0-235 |
0-105 |
-0-130 |
-55.3% |
1-155 |
| ATR |
0-165 |
0-161 |
-0-004 |
-2.6% |
0-000 |
| Volume |
2,035,636 |
1,078,930 |
-956,706 |
-47.0% |
6,473,999 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-260 |
126-200 |
125-308 |
|
| R3 |
126-155 |
126-095 |
125-279 |
|
| R2 |
126-050 |
126-050 |
125-269 |
|
| R1 |
125-310 |
125-310 |
125-260 |
125-288 |
| PP |
125-265 |
125-265 |
125-265 |
125-254 |
| S1 |
125-205 |
125-205 |
125-240 |
125-182 |
| S2 |
125-160 |
125-160 |
125-231 |
|
| S3 |
125-055 |
125-100 |
125-221 |
|
| S4 |
124-270 |
124-315 |
125-192 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-310 |
129-115 |
126-191 |
|
| R3 |
128-155 |
127-280 |
126-061 |
|
| R2 |
127-000 |
127-000 |
126-017 |
|
| R1 |
126-125 |
126-125 |
125-294 |
126-222 |
| PP |
125-165 |
125-165 |
125-165 |
125-214 |
| S1 |
124-290 |
124-290 |
125-206 |
125-068 |
| S2 |
124-010 |
124-010 |
125-163 |
|
| S3 |
122-175 |
123-135 |
125-119 |
|
| S4 |
121-020 |
121-300 |
124-309 |
|
|
| 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% |
0-170 |
0.4% |
77% |
False |
False |
1,294,799 |
| 10 |
126-040 |
124-140 |
1-220 |
1.3% |
0-143 |
0.4% |
80% |
False |
False |
1,203,368 |
| 20 |
126-040 |
123-160 |
2-200 |
2.1% |
0-153 |
0.4% |
87% |
False |
False |
1,202,499 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-157 |
0.4% |
90% |
False |
False |
1,218,684 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-163 |
0.4% |
90% |
False |
False |
1,228,932 |
| 80 |
126-040 |
122-110 |
3-250 |
3.0% |
0-166 |
0.4% |
91% |
False |
False |
924,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-131 |
|
2.618 |
126-280 |
|
1.618 |
126-175 |
|
1.000 |
126-110 |
|
0.618 |
126-070 |
|
HIGH |
126-005 |
|
0.618 |
125-285 |
|
0.500 |
125-272 |
|
0.382 |
125-260 |
|
LOW |
125-220 |
|
0.618 |
125-155 |
|
1.000 |
125-115 |
|
1.618 |
125-050 |
|
2.618 |
124-265 |
|
4.250 |
124-094 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-272 |
125-228 |
| PP |
125-265 |
125-207 |
| S1 |
125-258 |
125-185 |
|