ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-305 |
125-255 |
-0-050 |
-0.1% |
124-310 |
| High |
126-035 |
125-280 |
-0-075 |
-0.2% |
126-040 |
| Low |
125-180 |
125-180 |
0-000 |
0.0% |
124-205 |
| Close |
125-260 |
125-200 |
-0-060 |
-0.1% |
125-250 |
| Range |
0-175 |
0-100 |
-0-075 |
-42.9% |
1-155 |
| ATR |
0-158 |
0-154 |
-0-004 |
-2.6% |
0-000 |
| Volume |
1,303,774 |
1,095,637 |
-208,137 |
-16.0% |
6,473,999 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-200 |
126-140 |
125-255 |
|
| R3 |
126-100 |
126-040 |
125-228 |
|
| R2 |
126-000 |
126-000 |
125-218 |
|
| R1 |
125-260 |
125-260 |
125-209 |
125-240 |
| PP |
125-220 |
125-220 |
125-220 |
125-210 |
| S1 |
125-160 |
125-160 |
125-191 |
125-140 |
| S2 |
125-120 |
125-120 |
125-182 |
|
| S3 |
125-020 |
125-060 |
125-172 |
|
| S4 |
124-240 |
124-280 |
125-145 |
|
|
| 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 |
126-035 |
125-180 |
0-175 |
0.4% |
0-128 |
0.3% |
11% |
False |
True |
1,120,302 |
| 10 |
126-040 |
124-205 |
1-155 |
1.2% |
0-148 |
0.4% |
66% |
False |
False |
1,193,169 |
| 20 |
126-040 |
123-220 |
2-140 |
1.9% |
0-153 |
0.4% |
79% |
False |
False |
1,239,375 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-157 |
0.4% |
85% |
False |
False |
1,220,919 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-163 |
0.4% |
85% |
False |
False |
1,247,293 |
| 80 |
126-040 |
122-225 |
3-135 |
2.7% |
0-163 |
0.4% |
85% |
False |
False |
980,773 |
| 100 |
126-040 |
121-120 |
4-240 |
3.8% |
0-152 |
0.4% |
89% |
False |
False |
784,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-065 |
|
2.618 |
126-222 |
|
1.618 |
126-122 |
|
1.000 |
126-060 |
|
0.618 |
126-022 |
|
HIGH |
125-280 |
|
0.618 |
125-242 |
|
0.500 |
125-230 |
|
0.382 |
125-218 |
|
LOW |
125-180 |
|
0.618 |
125-118 |
|
1.000 |
125-080 |
|
1.618 |
125-018 |
|
2.618 |
124-238 |
|
4.250 |
124-075 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-230 |
125-268 |
| PP |
125-220 |
125-245 |
| S1 |
125-210 |
125-222 |
|