ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
125-215 |
-0-005 |
0.0% |
124-310 |
| High |
126-015 |
126-015 |
0-000 |
0.0% |
126-040 |
| Low |
125-210 |
125-200 |
-0-010 |
0.0% |
124-205 |
| Close |
125-235 |
126-000 |
0-085 |
0.2% |
125-250 |
| Range |
0-125 |
0-135 |
0-010 |
8.0% |
1-155 |
| ATR |
0-158 |
0-157 |
-0-002 |
-1.0% |
0-000 |
| Volume |
950,868 |
1,172,304 |
221,436 |
23.3% |
6,473,999 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-050 |
127-000 |
126-074 |
|
| R3 |
126-235 |
126-185 |
126-037 |
|
| R2 |
126-100 |
126-100 |
126-025 |
|
| R1 |
126-050 |
126-050 |
126-012 |
126-075 |
| PP |
125-285 |
125-285 |
125-285 |
125-298 |
| S1 |
125-235 |
125-235 |
125-308 |
125-260 |
| S2 |
125-150 |
125-150 |
125-295 |
|
| S3 |
125-015 |
125-100 |
125-283 |
|
| S4 |
124-200 |
124-285 |
125-246 |
|
|
| 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 |
125-010 |
1-030 |
0.9% |
0-170 |
0.4% |
89% |
False |
False |
1,367,088 |
| 10 |
126-040 |
124-150 |
1-210 |
1.3% |
0-148 |
0.4% |
92% |
False |
False |
1,246,110 |
| 20 |
126-040 |
123-190 |
2-170 |
2.0% |
0-154 |
0.4% |
95% |
False |
False |
1,240,566 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-157 |
0.4% |
96% |
False |
False |
1,217,566 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-163 |
0.4% |
96% |
False |
False |
1,256,097 |
| 80 |
126-040 |
122-225 |
3-135 |
2.7% |
0-163 |
0.4% |
96% |
False |
False |
950,857 |
| 100 |
126-040 |
121-120 |
4-240 |
3.8% |
0-149 |
0.4% |
97% |
False |
False |
760,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-269 |
|
2.618 |
127-048 |
|
1.618 |
126-233 |
|
1.000 |
126-150 |
|
0.618 |
126-098 |
|
HIGH |
126-015 |
|
0.618 |
125-283 |
|
0.500 |
125-268 |
|
0.382 |
125-252 |
|
LOW |
125-200 |
|
0.618 |
125-117 |
|
1.000 |
125-065 |
|
1.618 |
124-302 |
|
2.618 |
124-167 |
|
4.250 |
123-266 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
125-302 |
| PP |
125-285 |
125-285 |
| S1 |
125-268 |
125-268 |
|