ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-080 |
125-090 |
0-010 |
0.0% |
125-080 |
| High |
125-085 |
125-120 |
0-035 |
0.1% |
125-150 |
| Low |
124-275 |
125-015 |
0-060 |
0.2% |
124-220 |
| Close |
125-055 |
125-055 |
0-000 |
0.0% |
125-055 |
| Range |
0-130 |
0-105 |
-0-025 |
-19.2% |
0-250 |
| ATR |
0-159 |
0-155 |
-0-004 |
-2.4% |
0-000 |
| Volume |
9,926 |
12,850 |
2,924 |
29.5% |
52,687 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-058 |
126-002 |
125-113 |
|
| R3 |
125-273 |
125-217 |
125-084 |
|
| R2 |
125-168 |
125-168 |
125-074 |
|
| R1 |
125-112 |
125-112 |
125-065 |
125-088 |
| PP |
125-063 |
125-063 |
125-063 |
125-051 |
| S1 |
125-007 |
125-007 |
125-045 |
124-302 |
| S2 |
124-278 |
124-278 |
125-036 |
|
| S3 |
124-173 |
124-222 |
125-026 |
|
| S4 |
124-068 |
124-117 |
124-317 |
|
|
| 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% |
0-140 |
0.3% |
62% |
False |
False |
10,763 |
| 10 |
125-265 |
124-220 |
1-045 |
0.9% |
0-152 |
0.4% |
42% |
False |
False |
28,727 |
| 20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-146 |
0.4% |
23% |
False |
False |
637,565 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-149 |
0.4% |
51% |
False |
False |
920,032 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-153 |
0.4% |
61% |
False |
False |
1,024,977 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-158 |
0.4% |
61% |
False |
False |
1,081,090 |
| 100 |
126-245 |
122-110 |
4-135 |
3.5% |
0-162 |
0.4% |
64% |
False |
False |
866,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-246 |
|
2.618 |
126-075 |
|
1.618 |
125-290 |
|
1.000 |
125-225 |
|
0.618 |
125-185 |
|
HIGH |
125-120 |
|
0.618 |
125-080 |
|
0.500 |
125-068 |
|
0.382 |
125-055 |
|
LOW |
125-015 |
|
0.618 |
124-270 |
|
1.000 |
124-230 |
|
1.618 |
124-165 |
|
2.618 |
124-060 |
|
4.250 |
123-209 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-068 |
125-052 |
| PP |
125-063 |
125-050 |
| S1 |
125-059 |
125-048 |
|