ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-215 |
125-305 |
0-090 |
0.2% |
124-310 |
| High |
126-015 |
126-035 |
0-020 |
0.0% |
126-040 |
| Low |
125-200 |
125-180 |
-0-020 |
0.0% |
124-205 |
| Close |
126-000 |
125-260 |
-0-060 |
-0.1% |
125-250 |
| Range |
0-135 |
0-175 |
0-040 |
29.6% |
1-155 |
| ATR |
0-157 |
0-158 |
0-001 |
0.8% |
0-000 |
| Volume |
1,172,304 |
1,303,774 |
131,470 |
11.2% |
6,473,999 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-150 |
127-060 |
126-036 |
|
| R3 |
126-295 |
126-205 |
125-308 |
|
| R2 |
126-120 |
126-120 |
125-292 |
|
| R1 |
126-030 |
126-030 |
125-276 |
125-308 |
| PP |
125-265 |
125-265 |
125-265 |
125-244 |
| S1 |
125-175 |
125-175 |
125-244 |
125-132 |
| S2 |
125-090 |
125-090 |
125-228 |
|
| S3 |
124-235 |
125-000 |
125-212 |
|
| S4 |
124-060 |
124-145 |
125-164 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-310 |
129-115 |
126-191 |
|
| R3 |
128-155 |
127-280 |
126-061 |
|
| R2 |
127-000 |
127-000 |
126-017 |
|
| R1 |
126-125 |
126-125 |
125-294 |
126-222 |
| PP |
125-165 |
125-165 |
125-165 |
125-214 |
| S1 |
124-290 |
124-290 |
125-206 |
125-068 |
| S2 |
124-010 |
124-010 |
125-163 |
|
| S3 |
122-175 |
123-135 |
125-119 |
|
| S4 |
121-020 |
121-300 |
124-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-040 |
125-125 |
0-235 |
0.6% |
0-155 |
0.4% |
57% |
False |
False |
1,308,302 |
| 10 |
126-040 |
124-205 |
1-155 |
1.2% |
0-150 |
0.4% |
79% |
False |
False |
1,226,707 |
| 20 |
126-040 |
123-190 |
2-170 |
2.0% |
0-155 |
0.4% |
88% |
False |
False |
1,254,606 |
| 40 |
126-040 |
122-225 |
3-135 |
2.7% |
0-159 |
0.4% |
91% |
False |
False |
1,223,894 |
| 60 |
126-040 |
122-225 |
3-135 |
2.7% |
0-164 |
0.4% |
91% |
False |
False |
1,257,132 |
| 80 |
126-040 |
122-225 |
3-135 |
2.7% |
0-164 |
0.4% |
91% |
False |
False |
967,138 |
| 100 |
126-040 |
121-120 |
4-240 |
3.8% |
0-151 |
0.4% |
93% |
False |
False |
773,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-139 |
|
2.618 |
127-173 |
|
1.618 |
126-318 |
|
1.000 |
126-210 |
|
0.618 |
126-143 |
|
HIGH |
126-035 |
|
0.618 |
125-288 |
|
0.500 |
125-268 |
|
0.382 |
125-247 |
|
LOW |
125-180 |
|
0.618 |
125-072 |
|
1.000 |
125-005 |
|
1.618 |
124-217 |
|
2.618 |
124-042 |
|
4.250 |
123-076 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-268 |
125-268 |
| PP |
125-265 |
125-265 |
| S1 |
125-262 |
125-262 |
|