ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-300 |
125-220 |
-0-080 |
-0.2% |
124-310 |
| High |
126-005 |
126-015 |
0-010 |
0.0% |
126-040 |
| Low |
125-220 |
125-210 |
-0-010 |
0.0% |
124-205 |
| Close |
125-250 |
125-235 |
-0-015 |
0.0% |
125-250 |
| Range |
0-105 |
0-125 |
0-020 |
19.0% |
1-155 |
| ATR |
0-161 |
0-158 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,078,930 |
950,868 |
-128,062 |
-11.9% |
6,473,999 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-315 |
126-240 |
125-304 |
|
| R3 |
126-190 |
126-115 |
125-269 |
|
| R2 |
126-065 |
126-065 |
125-258 |
|
| R1 |
125-310 |
125-310 |
125-246 |
126-028 |
| PP |
125-260 |
125-260 |
125-260 |
125-279 |
| S1 |
125-185 |
125-185 |
125-224 |
125-222 |
| S2 |
125-135 |
125-135 |
125-212 |
|
| S3 |
125-010 |
125-060 |
125-201 |
|
| S4 |
124-205 |
124-255 |
125-166 |
|
|
| 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% |
0-175 |
0.4% |
74% |
False |
False |
1,341,545 |
| 10 |
126-040 |
124-140 |
1-220 |
1.3% |
0-144 |
0.4% |
77% |
False |
False |
1,225,546 |
| 20 |
126-040 |
123-160 |
2-200 |
2.1% |
0-153 |
0.4% |
85% |
False |
False |
1,228,364 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-158 |
0.4% |
89% |
False |
False |
1,217,853 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-163 |
0.4% |
89% |
False |
False |
1,244,293 |
| 80 |
126-040 |
122-225 |
3-135 |
2.7% |
0-164 |
0.4% |
89% |
False |
False |
936,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-226 |
|
2.618 |
127-022 |
|
1.618 |
126-217 |
|
1.000 |
126-140 |
|
0.618 |
126-092 |
|
HIGH |
126-015 |
|
0.618 |
125-287 |
|
0.500 |
125-272 |
|
0.382 |
125-258 |
|
LOW |
125-210 |
|
0.618 |
125-133 |
|
1.000 |
125-085 |
|
1.618 |
125-008 |
|
2.618 |
124-203 |
|
4.250 |
123-319 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-272 |
125-242 |
| PP |
125-260 |
125-240 |
| S1 |
125-248 |
125-238 |
|