ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-185 |
124-210 |
0-025 |
0.1% |
124-020 |
| High |
124-225 |
124-310 |
0-085 |
0.2% |
124-290 |
| Low |
124-140 |
124-150 |
0-010 |
0.0% |
123-220 |
| Close |
124-205 |
124-280 |
0-075 |
0.2% |
124-210 |
| Range |
0-085 |
0-160 |
0-075 |
88.2% |
1-070 |
| ATR |
0-164 |
0-164 |
0-000 |
-0.2% |
0-000 |
| Volume |
966,666 |
1,497,808 |
531,142 |
54.9% |
7,176,456 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-087 |
126-023 |
125-048 |
|
| R3 |
125-247 |
125-183 |
125-004 |
|
| R2 |
125-087 |
125-087 |
124-309 |
|
| R1 |
125-023 |
125-023 |
124-295 |
125-055 |
| PP |
124-247 |
124-247 |
124-247 |
124-262 |
| S1 |
124-183 |
124-183 |
124-265 |
124-215 |
| S2 |
124-087 |
124-087 |
124-251 |
|
| S3 |
123-247 |
124-023 |
124-236 |
|
| S4 |
123-087 |
123-183 |
124-192 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-023 |
127-187 |
125-104 |
|
| R3 |
126-273 |
126-117 |
124-317 |
|
| R2 |
125-203 |
125-203 |
124-282 |
|
| R1 |
125-047 |
125-047 |
124-246 |
125-125 |
| PP |
124-133 |
124-133 |
124-133 |
124-172 |
| S1 |
123-297 |
123-297 |
124-174 |
124-055 |
| S2 |
123-063 |
123-063 |
124-138 |
|
| S3 |
121-313 |
122-227 |
124-103 |
|
| S4 |
120-243 |
121-157 |
123-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-310 |
123-275 |
1-035 |
0.9% |
0-172 |
0.4% |
92% |
True |
False |
1,320,475 |
| 10 |
124-310 |
123-190 |
1-120 |
1.1% |
0-160 |
0.4% |
93% |
True |
False |
1,282,505 |
| 20 |
125-025 |
123-160 |
1-185 |
1.3% |
0-166 |
0.4% |
87% |
False |
False |
1,199,199 |
| 40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-167 |
0.4% |
91% |
False |
False |
1,253,625 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-165 |
0.4% |
87% |
False |
False |
1,084,024 |
| 80 |
125-065 |
122-060 |
3-005 |
2.4% |
0-161 |
0.4% |
89% |
False |
False |
813,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-030 |
|
2.618 |
126-089 |
|
1.618 |
125-249 |
|
1.000 |
125-150 |
|
0.618 |
125-089 |
|
HIGH |
124-310 |
|
0.618 |
124-249 |
|
0.500 |
124-230 |
|
0.382 |
124-211 |
|
LOW |
124-150 |
|
0.618 |
124-051 |
|
1.000 |
123-310 |
|
1.618 |
123-211 |
|
2.618 |
123-051 |
|
4.250 |
122-110 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-263 |
124-262 |
| PP |
124-247 |
124-243 |
| S1 |
124-230 |
124-225 |
|