ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-240 |
125-285 |
0-045 |
0.1% |
125-220 |
| High |
125-295 |
126-170 |
0-195 |
0.5% |
126-035 |
| Low |
125-195 |
125-280 |
0-085 |
0.2% |
125-180 |
| Close |
125-290 |
126-155 |
0-185 |
0.5% |
125-255 |
| Range |
0-100 |
0-210 |
0-110 |
110.0% |
0-175 |
| ATR |
0-146 |
0-151 |
0-005 |
3.1% |
0-000 |
| Volume |
1,944,336 |
2,967,600 |
1,023,264 |
52.6% |
5,330,957 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-085 |
128-010 |
126-270 |
|
| R3 |
127-195 |
127-120 |
126-213 |
|
| R2 |
126-305 |
126-305 |
126-194 |
|
| R1 |
126-230 |
126-230 |
126-174 |
126-268 |
| PP |
126-095 |
126-095 |
126-095 |
126-114 |
| S1 |
126-020 |
126-020 |
126-136 |
126-058 |
| S2 |
125-205 |
125-205 |
126-116 |
|
| S3 |
124-315 |
125-130 |
126-097 |
|
| S4 |
124-105 |
124-240 |
126-040 |
|
|
| 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 |
126-170 |
125-180 |
0-310 |
0.8% |
0-136 |
0.3% |
95% |
True |
False |
1,623,944 |
| 10 |
126-170 |
125-010 |
1-160 |
1.2% |
0-153 |
0.4% |
97% |
True |
False |
1,495,516 |
| 20 |
126-170 |
123-260 |
2-230 |
2.1% |
0-154 |
0.4% |
98% |
True |
False |
1,360,829 |
| 40 |
126-170 |
122-225 |
3-265 |
3.0% |
0-156 |
0.4% |
99% |
True |
False |
1,271,387 |
| 60 |
126-170 |
122-225 |
3-265 |
3.0% |
0-161 |
0.4% |
99% |
True |
False |
1,274,979 |
| 80 |
126-170 |
122-225 |
3-265 |
3.0% |
0-161 |
0.4% |
99% |
True |
False |
1,052,060 |
| 100 |
126-170 |
121-120 |
5-050 |
4.1% |
0-155 |
0.4% |
99% |
True |
False |
841,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-102 |
|
2.618 |
128-080 |
|
1.618 |
127-190 |
|
1.000 |
127-060 |
|
0.618 |
126-300 |
|
HIGH |
126-170 |
|
0.618 |
126-090 |
|
0.500 |
126-065 |
|
0.382 |
126-040 |
|
LOW |
125-280 |
|
0.618 |
125-150 |
|
1.000 |
125-070 |
|
1.618 |
124-260 |
|
2.618 |
124-050 |
|
4.250 |
123-028 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-125 |
126-111 |
| PP |
126-095 |
126-067 |
| S1 |
126-065 |
126-022 |
|