ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-135 |
125-080 |
-0-055 |
-0.1% |
126-045 |
| High |
125-255 |
125-080 |
-0-175 |
-0.4% |
126-065 |
| Low |
125-060 |
124-305 |
-0-075 |
-0.2% |
124-290 |
| Close |
125-075 |
125-020 |
-0-055 |
-0.1% |
125-075 |
| Range |
0-195 |
0-095 |
-0-100 |
-51.3% |
1-095 |
| ATR |
0-162 |
0-157 |
-0-005 |
-3.0% |
0-000 |
| Volume |
21,210 |
11,719 |
-9,491 |
-44.7% |
417,883 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-313 |
125-262 |
125-072 |
|
| R3 |
125-218 |
125-167 |
125-046 |
|
| R2 |
125-123 |
125-123 |
125-037 |
|
| R1 |
125-072 |
125-072 |
125-029 |
125-050 |
| PP |
125-028 |
125-028 |
125-028 |
125-018 |
| S1 |
124-297 |
124-297 |
125-011 |
124-275 |
| S2 |
124-253 |
124-253 |
125-003 |
|
| S3 |
124-158 |
124-202 |
124-314 |
|
| S4 |
124-063 |
124-107 |
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 |
125-265 |
124-290 |
0-295 |
0.7% |
0-165 |
0.4% |
17% |
False |
False |
46,691 |
| 10 |
126-245 |
124-290 |
1-275 |
1.5% |
0-159 |
0.4% |
8% |
False |
False |
736,653 |
| 20 |
126-245 |
124-205 |
2-040 |
1.7% |
0-154 |
0.4% |
20% |
False |
False |
958,574 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-155 |
0.4% |
48% |
False |
False |
1,062,737 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-158 |
0.4% |
58% |
False |
False |
1,139,503 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
58% |
False |
False |
1,081,886 |
| 100 |
126-245 |
122-060 |
4-185 |
3.7% |
0-160 |
0.4% |
63% |
False |
False |
866,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-164 |
|
2.618 |
126-009 |
|
1.618 |
125-234 |
|
1.000 |
125-175 |
|
0.618 |
125-139 |
|
HIGH |
125-080 |
|
0.618 |
125-044 |
|
0.500 |
125-032 |
|
0.382 |
125-021 |
|
LOW |
124-305 |
|
0.618 |
124-246 |
|
1.000 |
124-210 |
|
1.618 |
124-151 |
|
2.618 |
124-056 |
|
4.250 |
123-221 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-032 |
125-112 |
| PP |
125-028 |
125-082 |
| S1 |
125-024 |
125-051 |
|