ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-290 |
125-080 |
0-110 |
0.3% |
125-080 |
| High |
125-150 |
125-085 |
-0-065 |
-0.2% |
125-150 |
| Low |
124-265 |
124-275 |
0-010 |
0.0% |
124-220 |
| Close |
125-130 |
125-055 |
-0-075 |
-0.2% |
125-055 |
| Range |
0-205 |
0-130 |
-0-075 |
-36.6% |
0-250 |
| ATR |
0-157 |
0-159 |
0-001 |
0.8% |
0-000 |
| Volume |
6,573 |
9,926 |
3,353 |
51.0% |
52,687 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-102 |
126-048 |
125-126 |
|
| R3 |
125-292 |
125-238 |
125-091 |
|
| R2 |
125-162 |
125-162 |
125-079 |
|
| R1 |
125-108 |
125-108 |
125-067 |
125-070 |
| PP |
125-032 |
125-032 |
125-032 |
125-012 |
| S1 |
124-298 |
124-298 |
125-043 |
124-260 |
| S2 |
124-222 |
124-222 |
125-031 |
|
| S3 |
124-092 |
124-168 |
125-019 |
|
| S4 |
123-282 |
124-038 |
124-304 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-145 |
127-030 |
125-192 |
|
| R3 |
126-215 |
126-100 |
125-124 |
|
| R2 |
125-285 |
125-285 |
125-101 |
|
| R1 |
125-170 |
125-170 |
125-078 |
125-102 |
| PP |
125-035 |
125-035 |
125-035 |
125-001 |
| S1 |
124-240 |
124-240 |
125-032 |
124-172 |
| S2 |
124-105 |
124-105 |
125-009 |
|
| S3 |
123-175 |
123-310 |
124-306 |
|
| S4 |
122-245 |
123-060 |
124-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-150 |
124-220 |
0-250 |
0.6% |
0-138 |
0.3% |
62% |
False |
False |
10,537 |
| 10 |
126-065 |
124-220 |
1-165 |
1.2% |
0-160 |
0.4% |
32% |
False |
False |
47,057 |
| 20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-146 |
0.4% |
23% |
False |
False |
690,869 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-154 |
0.4% |
51% |
False |
False |
948,236 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-153 |
0.4% |
61% |
False |
False |
1,051,243 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
61% |
False |
False |
1,081,372 |
| 100 |
126-245 |
122-110 |
4-135 |
3.5% |
0-162 |
0.4% |
64% |
False |
False |
866,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-318 |
|
2.618 |
126-105 |
|
1.618 |
125-295 |
|
1.000 |
125-215 |
|
0.618 |
125-165 |
|
HIGH |
125-085 |
|
0.618 |
125-035 |
|
0.500 |
125-020 |
|
0.382 |
125-005 |
|
LOW |
124-275 |
|
0.618 |
124-195 |
|
1.000 |
124-145 |
|
1.618 |
124-065 |
|
2.618 |
123-255 |
|
4.250 |
123-042 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-043 |
125-045 |
| PP |
125-032 |
125-035 |
| S1 |
125-020 |
125-025 |
|