ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-040 |
124-255 |
-0-105 |
-0.3% |
126-045 |
| High |
125-055 |
125-040 |
-0-015 |
0.0% |
126-065 |
| Low |
124-255 |
124-220 |
-0-035 |
-0.1% |
124-290 |
| Close |
124-285 |
124-310 |
0-025 |
0.1% |
125-075 |
| Range |
0-120 |
0-140 |
0-020 |
16.7% |
1-095 |
| ATR |
0-155 |
0-154 |
-0-001 |
-0.7% |
0-000 |
| Volume |
14,564 |
9,905 |
-4,659 |
-32.0% |
417,883 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-077 |
126-013 |
125-067 |
|
| R3 |
125-257 |
125-193 |
125-028 |
|
| R2 |
125-117 |
125-117 |
125-016 |
|
| R1 |
125-053 |
125-053 |
125-003 |
125-085 |
| PP |
124-297 |
124-297 |
124-297 |
124-312 |
| S1 |
124-233 |
124-233 |
124-297 |
124-265 |
| S2 |
124-157 |
124-157 |
124-284 |
|
| S3 |
124-017 |
124-093 |
124-272 |
|
| S4 |
123-197 |
123-273 |
124-233 |
|
|
| 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 |
125-255 |
124-220 |
1-035 |
0.9% |
0-150 |
0.4% |
25% |
False |
True |
19,039 |
| 10 |
126-245 |
124-220 |
2-025 |
1.7% |
0-154 |
0.4% |
14% |
False |
True |
247,906 |
| 20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-154 |
0.4% |
14% |
False |
True |
871,711 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-153 |
0.4% |
45% |
False |
False |
1,008,772 |
| 60 |
126-245 |
122-225 |
4-020 |
3.3% |
0-157 |
0.4% |
56% |
False |
False |
1,095,947 |
| 80 |
126-245 |
122-225 |
4-020 |
3.3% |
0-160 |
0.4% |
56% |
False |
False |
1,081,816 |
| 100 |
126-245 |
122-110 |
4-135 |
3.5% |
0-160 |
0.4% |
59% |
False |
False |
866,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-315 |
|
2.618 |
126-087 |
|
1.618 |
125-267 |
|
1.000 |
125-180 |
|
0.618 |
125-127 |
|
HIGH |
125-040 |
|
0.618 |
124-307 |
|
0.500 |
124-290 |
|
0.382 |
124-273 |
|
LOW |
124-220 |
|
0.618 |
124-133 |
|
1.000 |
124-080 |
|
1.618 |
123-313 |
|
2.618 |
123-173 |
|
4.250 |
122-265 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-303 |
124-310 |
| PP |
124-297 |
124-310 |
| S1 |
124-290 |
124-310 |
|