ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-240 |
0-030 |
0.1% |
125-220 |
| High |
125-290 |
125-295 |
0-005 |
0.0% |
126-035 |
| Low |
125-195 |
125-195 |
0-000 |
0.0% |
125-180 |
| Close |
125-255 |
125-290 |
0-035 |
0.1% |
125-255 |
| Range |
0-095 |
0-100 |
0-005 |
5.3% |
0-175 |
| ATR |
0-150 |
0-146 |
-0-004 |
-2.4% |
0-000 |
| Volume |
808,374 |
1,944,336 |
1,135,962 |
140.5% |
5,330,957 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-240 |
126-205 |
126-025 |
|
| R3 |
126-140 |
126-105 |
125-318 |
|
| R2 |
126-040 |
126-040 |
125-308 |
|
| R1 |
126-005 |
126-005 |
125-299 |
126-022 |
| PP |
125-260 |
125-260 |
125-260 |
125-269 |
| S1 |
125-225 |
125-225 |
125-281 |
125-242 |
| S2 |
125-160 |
125-160 |
125-272 |
|
| S3 |
125-060 |
125-125 |
125-262 |
|
| S4 |
124-280 |
125-025 |
125-235 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-148 |
127-057 |
126-031 |
|
| R3 |
126-293 |
126-202 |
125-303 |
|
| R2 |
126-118 |
126-118 |
125-287 |
|
| R1 |
126-027 |
126-027 |
125-271 |
126-072 |
| PP |
125-263 |
125-263 |
125-263 |
125-286 |
| S1 |
125-172 |
125-172 |
125-239 |
125-218 |
| S2 |
125-088 |
125-088 |
125-223 |
|
| S3 |
124-233 |
124-317 |
125-207 |
|
| S4 |
124-058 |
124-142 |
125-159 |
|
|
| 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% |
0-121 |
0.3% |
63% |
False |
False |
1,264,885 |
| 10 |
126-040 |
124-205 |
1-155 |
1.2% |
0-148 |
0.4% |
85% |
False |
False |
1,303,215 |
| 20 |
126-040 |
123-220 |
2-140 |
1.9% |
0-149 |
0.4% |
91% |
False |
False |
1,268,928 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-155 |
0.4% |
94% |
False |
False |
1,229,462 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-161 |
0.4% |
94% |
False |
False |
1,251,145 |
| 80 |
126-040 |
122-225 |
3-135 |
2.7% |
0-160 |
0.4% |
94% |
False |
False |
1,015,024 |
| 100 |
126-040 |
121-120 |
4-240 |
3.8% |
0-153 |
0.4% |
95% |
False |
False |
812,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-080 |
|
2.618 |
126-237 |
|
1.618 |
126-137 |
|
1.000 |
126-075 |
|
0.618 |
126-037 |
|
HIGH |
125-295 |
|
0.618 |
125-257 |
|
0.500 |
125-245 |
|
0.382 |
125-233 |
|
LOW |
125-195 |
|
0.618 |
125-133 |
|
1.000 |
125-095 |
|
1.618 |
125-033 |
|
2.618 |
124-253 |
|
4.250 |
124-090 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-275 |
125-272 |
| PP |
125-260 |
125-255 |
| S1 |
125-245 |
125-238 |
|