ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-255 |
124-290 |
0-035 |
0.1% |
126-045 |
| High |
125-040 |
125-150 |
0-110 |
0.3% |
126-065 |
| Low |
124-220 |
124-265 |
0-045 |
0.1% |
124-290 |
| Close |
124-310 |
125-130 |
0-140 |
0.4% |
125-075 |
| Range |
0-140 |
0-205 |
0-065 |
46.4% |
1-095 |
| ATR |
0-154 |
0-157 |
0-004 |
2.4% |
0-000 |
| Volume |
9,905 |
6,573 |
-3,332 |
-33.6% |
417,883 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-050 |
126-295 |
125-243 |
|
| R3 |
126-165 |
126-090 |
125-186 |
|
| R2 |
125-280 |
125-280 |
125-168 |
|
| R1 |
125-205 |
125-205 |
125-149 |
125-242 |
| PP |
125-075 |
125-075 |
125-075 |
125-094 |
| S1 |
125-000 |
125-000 |
125-111 |
125-038 |
| S2 |
124-190 |
124-190 |
125-092 |
|
| S3 |
123-305 |
124-115 |
125-074 |
|
| S4 |
123-100 |
123-230 |
125-017 |
|
|
| 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% |
0-151 |
0.4% |
65% |
False |
False |
12,794 |
| 10 |
126-110 |
124-220 |
1-210 |
1.3% |
0-157 |
0.4% |
43% |
False |
False |
77,431 |
| 20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-151 |
0.4% |
35% |
False |
False |
792,155 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-154 |
0.4% |
58% |
False |
False |
974,360 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-159 |
0.4% |
67% |
False |
False |
1,079,587 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
67% |
False |
False |
1,081,704 |
| 100 |
126-245 |
122-110 |
4-135 |
3.5% |
0-162 |
0.4% |
69% |
False |
False |
866,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-061 |
|
2.618 |
127-047 |
|
1.618 |
126-162 |
|
1.000 |
126-035 |
|
0.618 |
125-277 |
|
HIGH |
125-150 |
|
0.618 |
125-072 |
|
0.500 |
125-048 |
|
0.382 |
125-023 |
|
LOW |
124-265 |
|
0.618 |
124-138 |
|
1.000 |
124-060 |
|
1.618 |
123-253 |
|
2.618 |
123-048 |
|
4.250 |
122-034 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-102 |
125-095 |
| PP |
125-075 |
125-060 |
| S1 |
125-048 |
125-025 |
|