ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
125-285 |
126-135 |
0-170 |
0.4% |
125-220 |
| High |
126-170 |
126-245 |
0-075 |
0.2% |
126-035 |
| Low |
125-280 |
126-070 |
0-110 |
0.3% |
125-180 |
| Close |
126-155 |
126-130 |
-0-025 |
-0.1% |
125-255 |
| Range |
0-210 |
0-175 |
-0-035 |
-16.7% |
0-175 |
| ATR |
0-151 |
0-152 |
0-002 |
1.2% |
0-000 |
| Volume |
2,967,600 |
1,711,331 |
-1,256,269 |
-42.3% |
5,330,957 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-033 |
127-257 |
126-226 |
|
| R3 |
127-178 |
127-082 |
126-178 |
|
| R2 |
127-003 |
127-003 |
126-162 |
|
| R1 |
126-227 |
126-227 |
126-146 |
126-188 |
| PP |
126-148 |
126-148 |
126-148 |
126-129 |
| S1 |
126-052 |
126-052 |
126-114 |
126-012 |
| S2 |
125-293 |
125-293 |
126-098 |
|
| S3 |
125-118 |
125-197 |
126-082 |
|
| S4 |
124-263 |
125-022 |
126-034 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-148 |
127-057 |
126-031 |
|
| R3 |
126-293 |
126-202 |
125-303 |
|
| R2 |
126-118 |
126-118 |
125-287 |
|
| R1 |
126-027 |
126-027 |
125-271 |
126-072 |
| PP |
125-263 |
125-263 |
125-263 |
125-286 |
| S1 |
125-172 |
125-172 |
125-239 |
125-218 |
| S2 |
125-088 |
125-088 |
125-223 |
|
| S3 |
124-233 |
124-317 |
125-207 |
|
| S4 |
124-058 |
124-142 |
125-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-245 |
125-180 |
1-065 |
1.0% |
0-136 |
0.3% |
70% |
True |
False |
1,705,455 |
| 10 |
126-245 |
125-125 |
1-120 |
1.1% |
0-146 |
0.4% |
74% |
True |
False |
1,506,879 |
| 20 |
126-245 |
123-275 |
2-290 |
2.3% |
0-152 |
0.4% |
88% |
True |
False |
1,369,836 |
| 40 |
126-245 |
122-225 |
4-020 |
3.2% |
0-159 |
0.4% |
91% |
True |
False |
1,289,925 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
91% |
True |
False |
1,281,872 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
91% |
True |
False |
1,073,408 |
| 100 |
126-245 |
121-120 |
5-125 |
4.3% |
0-156 |
0.4% |
93% |
True |
False |
859,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-029 |
|
2.618 |
128-063 |
|
1.618 |
127-208 |
|
1.000 |
127-100 |
|
0.618 |
127-033 |
|
HIGH |
126-245 |
|
0.618 |
126-178 |
|
0.500 |
126-158 |
|
0.382 |
126-137 |
|
LOW |
126-070 |
|
0.618 |
125-282 |
|
1.000 |
125-215 |
|
1.618 |
125-107 |
|
2.618 |
124-252 |
|
4.250 |
123-286 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-158 |
126-107 |
| PP |
126-148 |
126-083 |
| S1 |
126-139 |
126-060 |
|