ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
124-310 |
124-230 |
-0-080 |
-0.2% |
124-225 |
High |
124-315 |
125-045 |
0-050 |
0.1% |
125-060 |
Low |
124-215 |
124-205 |
-0-010 |
0.0% |
124-140 |
Close |
124-235 |
125-020 |
0-105 |
0.3% |
125-000 |
Range |
0-100 |
0-160 |
0-060 |
60.0% |
0-240 |
ATR |
0-152 |
0-153 |
0-001 |
0.4% |
0-000 |
Volume |
717,142 |
1,044,585 |
327,443 |
45.7% |
5,559,688 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-143 |
126-082 |
125-108 |
|
R3 |
125-303 |
125-242 |
125-064 |
|
R2 |
125-143 |
125-143 |
125-049 |
|
R1 |
125-082 |
125-082 |
125-035 |
125-112 |
PP |
124-303 |
124-303 |
124-303 |
124-319 |
S1 |
124-242 |
124-242 |
125-005 |
124-272 |
S2 |
124-143 |
124-143 |
124-311 |
|
S3 |
123-303 |
124-082 |
124-296 |
|
S4 |
123-143 |
123-242 |
124-252 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-040 |
126-260 |
125-132 |
|
R3 |
126-120 |
126-020 |
125-066 |
|
R2 |
125-200 |
125-200 |
125-044 |
|
R1 |
125-100 |
125-100 |
125-022 |
125-150 |
PP |
124-280 |
124-280 |
124-280 |
124-305 |
S1 |
124-180 |
124-180 |
124-298 |
124-230 |
S2 |
124-040 |
124-040 |
124-276 |
|
S3 |
123-120 |
123-260 |
124-254 |
|
S4 |
122-200 |
123-020 |
124-188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-060 |
124-150 |
0-230 |
0.6% |
0-127 |
0.3% |
83% |
False |
False |
1,125,132 |
10 |
125-060 |
123-260 |
1-120 |
1.1% |
0-154 |
0.4% |
91% |
False |
False |
1,226,142 |
20 |
125-060 |
123-160 |
1-220 |
1.3% |
0-152 |
0.4% |
93% |
False |
False |
1,145,832 |
40 |
125-060 |
122-225 |
2-155 |
2.0% |
0-159 |
0.4% |
95% |
False |
False |
1,208,065 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-162 |
0.4% |
94% |
False |
False |
1,151,851 |
80 |
125-065 |
122-110 |
2-275 |
2.3% |
0-162 |
0.4% |
95% |
False |
False |
865,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-085 |
2.618 |
126-144 |
1.618 |
125-304 |
1.000 |
125-205 |
0.618 |
125-144 |
HIGH |
125-045 |
0.618 |
124-304 |
0.500 |
124-285 |
0.382 |
124-266 |
LOW |
124-205 |
0.618 |
124-106 |
1.000 |
124-045 |
1.618 |
123-266 |
2.618 |
123-106 |
4.250 |
122-165 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
125-002 |
125-004 |
PP |
124-303 |
124-308 |
S1 |
124-285 |
124-292 |
|