ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
126-135 |
126-080 |
-0-055 |
-0.1% |
125-240 |
High |
126-245 |
126-110 |
-0-135 |
-0.3% |
126-245 |
Low |
126-070 |
126-010 |
-0-060 |
-0.1% |
125-195 |
Close |
126-130 |
126-105 |
-0-025 |
-0.1% |
126-105 |
Range |
0-175 |
0-100 |
-0-075 |
-42.9% |
1-050 |
ATR |
0-152 |
0-150 |
-0-002 |
-1.5% |
0-000 |
Volume |
1,711,331 |
313,666 |
-1,397,665 |
-81.7% |
6,936,933 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-055 |
127-020 |
126-160 |
|
R3 |
126-275 |
126-240 |
126-132 |
|
R2 |
126-175 |
126-175 |
126-123 |
|
R1 |
126-140 |
126-140 |
126-114 |
126-158 |
PP |
126-075 |
126-075 |
126-075 |
126-084 |
S1 |
126-040 |
126-040 |
126-096 |
126-058 |
S2 |
125-295 |
125-295 |
126-087 |
|
S3 |
125-195 |
125-260 |
126-078 |
|
S4 |
125-095 |
125-160 |
126-050 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-225 |
129-055 |
126-308 |
|
R3 |
128-175 |
128-005 |
126-207 |
|
R2 |
127-125 |
127-125 |
126-173 |
|
R1 |
126-275 |
126-275 |
126-139 |
127-040 |
PP |
126-075 |
126-075 |
126-075 |
126-118 |
S1 |
125-225 |
125-225 |
126-071 |
125-310 |
S2 |
125-025 |
125-025 |
126-037 |
|
S3 |
123-295 |
124-175 |
126-003 |
|
S4 |
122-245 |
123-125 |
125-222 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-245 |
125-195 |
1-050 |
0.9% |
0-136 |
0.3% |
62% |
False |
False |
1,549,061 |
10 |
126-245 |
125-180 |
1-065 |
1.0% |
0-132 |
0.3% |
64% |
False |
False |
1,334,682 |
20 |
126-245 |
123-275 |
2-290 |
2.3% |
0-149 |
0.4% |
85% |
False |
False |
1,337,898 |
40 |
126-245 |
122-225 |
4-020 |
3.2% |
0-157 |
0.4% |
89% |
False |
False |
1,264,778 |
60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
89% |
False |
False |
1,265,978 |
80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
89% |
False |
False |
1,077,255 |
100 |
126-245 |
121-120 |
5-125 |
4.3% |
0-157 |
0.4% |
92% |
False |
False |
862,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-215 |
2.618 |
127-052 |
1.618 |
126-272 |
1.000 |
126-210 |
0.618 |
126-172 |
HIGH |
126-110 |
0.618 |
126-072 |
0.500 |
126-060 |
0.382 |
126-048 |
LOW |
126-010 |
0.618 |
125-268 |
1.000 |
125-230 |
1.618 |
125-168 |
2.618 |
125-068 |
4.250 |
124-225 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
126-090 |
126-104 |
PP |
126-075 |
126-103 |
S1 |
126-060 |
126-102 |
|