ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-045 |
-0-035 |
-0.1% |
125-240 |
High |
126-110 |
126-065 |
-0-045 |
-0.1% |
126-245 |
Low |
126-010 |
125-205 |
-0-125 |
-0.3% |
125-195 |
Close |
126-105 |
125-230 |
-0-195 |
-0.5% |
126-105 |
Range |
0-100 |
0-180 |
0-080 |
80.0% |
1-050 |
ATR |
0-150 |
0-155 |
0-005 |
3.3% |
0-000 |
Volume |
313,666 |
196,147 |
-117,519 |
-37.5% |
6,936,933 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-173 |
127-062 |
126-009 |
|
R3 |
126-313 |
126-202 |
125-280 |
|
R2 |
126-133 |
126-133 |
125-263 |
|
R1 |
126-022 |
126-022 |
125-246 |
125-308 |
PP |
125-273 |
125-273 |
125-273 |
125-256 |
S1 |
125-162 |
125-162 |
125-214 |
125-128 |
S2 |
125-093 |
125-093 |
125-197 |
|
S3 |
124-233 |
124-302 |
125-180 |
|
S4 |
124-053 |
124-122 |
125-131 |
|
|
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% |
0-153 |
0.4% |
9% |
False |
False |
1,426,616 |
10 |
126-245 |
125-180 |
1-065 |
1.0% |
0-140 |
0.3% |
13% |
False |
False |
1,246,403 |
20 |
126-245 |
124-140 |
2-105 |
1.9% |
0-141 |
0.4% |
55% |
False |
False |
1,224,886 |
40 |
126-245 |
122-225 |
4-020 |
3.2% |
0-159 |
0.4% |
74% |
False |
False |
1,242,008 |
60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
74% |
False |
False |
1,251,218 |
80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
74% |
False |
False |
1,079,589 |
100 |
126-245 |
121-120 |
5-125 |
4.3% |
0-159 |
0.4% |
81% |
False |
False |
864,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-190 |
2.618 |
127-216 |
1.618 |
127-036 |
1.000 |
126-245 |
0.618 |
126-176 |
HIGH |
126-065 |
0.618 |
125-316 |
0.500 |
125-295 |
0.382 |
125-274 |
LOW |
125-205 |
0.618 |
125-094 |
1.000 |
125-025 |
1.618 |
124-234 |
2.618 |
124-054 |
4.250 |
123-080 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
125-295 |
126-065 |
PP |
125-273 |
126-013 |
S1 |
125-252 |
125-282 |
|