ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
126-045 |
125-240 |
-0-125 |
-0.3% |
125-240 |
High |
126-065 |
125-265 |
-0-120 |
-0.3% |
126-245 |
Low |
125-205 |
125-060 |
-0-145 |
-0.4% |
125-195 |
Close |
125-230 |
125-085 |
-0-145 |
-0.4% |
126-105 |
Range |
0-180 |
0-205 |
0-025 |
13.9% |
1-050 |
ATR |
0-155 |
0-159 |
0-004 |
2.3% |
0-000 |
Volume |
196,147 |
111,428 |
-84,719 |
-43.2% |
6,936,933 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-112 |
126-303 |
125-198 |
|
R3 |
126-227 |
126-098 |
125-141 |
|
R2 |
126-022 |
126-022 |
125-123 |
|
R1 |
125-213 |
125-213 |
125-104 |
125-175 |
PP |
125-137 |
125-137 |
125-137 |
125-118 |
S1 |
125-008 |
125-008 |
125-066 |
124-290 |
S2 |
124-252 |
124-252 |
125-047 |
|
S3 |
124-047 |
124-123 |
125-029 |
|
S4 |
123-162 |
123-238 |
124-292 |
|
|
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 |
125-060 |
1-185 |
1.3% |
0-174 |
0.4% |
5% |
False |
True |
1,060,034 |
10 |
126-245 |
125-060 |
1-185 |
1.3% |
0-148 |
0.4% |
5% |
False |
True |
1,162,459 |
20 |
126-245 |
124-140 |
2-105 |
1.9% |
0-146 |
0.4% |
36% |
False |
False |
1,194,003 |
40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-156 |
0.4% |
54% |
False |
False |
1,193,549 |
60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-159 |
0.4% |
63% |
False |
False |
1,224,818 |
80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
63% |
False |
False |
1,080,883 |
100 |
126-245 |
121-120 |
5-125 |
4.3% |
0-160 |
0.4% |
72% |
False |
False |
865,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-176 |
2.618 |
127-162 |
1.618 |
126-277 |
1.000 |
126-150 |
0.618 |
126-072 |
HIGH |
125-265 |
0.618 |
125-187 |
0.500 |
125-162 |
0.382 |
125-138 |
LOW |
125-060 |
0.618 |
124-253 |
1.000 |
124-175 |
1.618 |
124-048 |
2.618 |
123-163 |
4.250 |
122-149 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
125-162 |
125-245 |
PP |
125-137 |
125-192 |
S1 |
125-111 |
125-138 |
|