ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
125-135 |
0-070 |
0.2% |
126-045 |
| High |
125-170 |
125-255 |
0-085 |
0.2% |
126-065 |
| Low |
124-290 |
125-060 |
0-090 |
0.2% |
124-290 |
| Close |
125-115 |
125-075 |
-0-040 |
-0.1% |
125-075 |
| Range |
0-200 |
0-195 |
-0-005 |
-2.5% |
1-095 |
| ATR |
0-160 |
0-162 |
0-003 |
1.6% |
0-000 |
| Volume |
37,798 |
21,210 |
-16,588 |
-43.9% |
417,883 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-075 |
126-270 |
125-182 |
|
| R3 |
126-200 |
126-075 |
125-129 |
|
| R2 |
126-005 |
126-005 |
125-111 |
|
| R1 |
125-200 |
125-200 |
125-093 |
125-165 |
| PP |
125-130 |
125-130 |
125-130 |
125-112 |
| S1 |
125-005 |
125-005 |
125-057 |
124-290 |
| S2 |
124-255 |
124-255 |
125-039 |
|
| S3 |
124-060 |
124-130 |
125-021 |
|
| S4 |
123-185 |
123-255 |
124-288 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-108 |
128-187 |
125-303 |
|
| R3 |
128-013 |
127-092 |
125-189 |
|
| R2 |
126-238 |
126-238 |
125-151 |
|
| R1 |
125-317 |
125-317 |
125-113 |
125-230 |
| PP |
125-143 |
125-143 |
125-143 |
125-100 |
| S1 |
124-222 |
124-222 |
125-037 |
124-135 |
| S2 |
124-048 |
124-048 |
124-319 |
|
| S3 |
122-273 |
123-127 |
124-281 |
|
| S4 |
121-178 |
122-032 |
124-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-065 |
124-290 |
1-095 |
1.0% |
0-182 |
0.5% |
25% |
False |
False |
83,576 |
| 10 |
126-245 |
124-290 |
1-275 |
1.5% |
0-159 |
0.4% |
18% |
False |
False |
816,319 |
| 20 |
126-245 |
124-205 |
2-040 |
1.7% |
0-153 |
0.4% |
28% |
False |
False |
1,004,744 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-159 |
0.4% |
53% |
False |
False |
1,106,256 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-162 |
0.4% |
62% |
False |
False |
1,173,141 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
62% |
False |
False |
1,082,001 |
| 100 |
126-245 |
122-060 |
4-185 |
3.7% |
0-160 |
0.4% |
67% |
False |
False |
866,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-124 |
|
2.618 |
127-126 |
|
1.618 |
126-251 |
|
1.000 |
126-130 |
|
0.618 |
126-056 |
|
HIGH |
125-255 |
|
0.618 |
125-181 |
|
0.500 |
125-158 |
|
0.382 |
125-134 |
|
LOW |
125-060 |
|
0.618 |
124-259 |
|
1.000 |
124-185 |
|
1.618 |
124-064 |
|
2.618 |
123-189 |
|
4.250 |
122-191 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-158 |
125-112 |
| PP |
125-130 |
125-100 |
| S1 |
125-102 |
125-088 |
|