ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-240 |
125-065 |
-0-175 |
-0.4% |
125-240 |
| High |
125-265 |
125-145 |
-0-120 |
-0.3% |
126-245 |
| Low |
125-060 |
125-015 |
-0-045 |
-0.1% |
125-195 |
| Close |
125-085 |
125-050 |
-0-035 |
-0.1% |
126-105 |
| Range |
0-205 |
0-130 |
-0-075 |
-36.6% |
1-050 |
| ATR |
0-159 |
0-157 |
-0-002 |
-1.3% |
0-000 |
| Volume |
111,428 |
51,300 |
-60,128 |
-54.0% |
6,936,933 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-140 |
126-065 |
125-122 |
|
| R3 |
126-010 |
125-255 |
125-086 |
|
| R2 |
125-200 |
125-200 |
125-074 |
|
| R1 |
125-125 |
125-125 |
125-062 |
125-098 |
| PP |
125-070 |
125-070 |
125-070 |
125-056 |
| S1 |
124-315 |
124-315 |
125-038 |
124-288 |
| S2 |
124-260 |
124-260 |
125-026 |
|
| S3 |
124-130 |
124-185 |
125-014 |
|
| S4 |
124-000 |
124-055 |
124-298 |
|
|
| 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 |
125-015 |
1-230 |
1.4% |
0-158 |
0.4% |
6% |
False |
True |
476,774 |
| 10 |
126-245 |
125-015 |
1-230 |
1.4% |
0-147 |
0.4% |
6% |
False |
True |
1,050,359 |
| 20 |
126-245 |
124-150 |
2-095 |
1.8% |
0-148 |
0.4% |
30% |
False |
False |
1,148,235 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-156 |
0.4% |
51% |
False |
False |
1,166,754 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
60% |
False |
False |
1,210,867 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-159 |
0.4% |
60% |
False |
False |
1,081,442 |
| 100 |
126-245 |
121-240 |
5-005 |
4.0% |
0-160 |
0.4% |
68% |
False |
False |
865,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-058 |
|
2.618 |
126-165 |
|
1.618 |
126-035 |
|
1.000 |
125-275 |
|
0.618 |
125-225 |
|
HIGH |
125-145 |
|
0.618 |
125-095 |
|
0.500 |
125-080 |
|
0.382 |
125-065 |
|
LOW |
125-015 |
|
0.618 |
124-255 |
|
1.000 |
124-205 |
|
1.618 |
124-125 |
|
2.618 |
123-315 |
|
4.250 |
123-102 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-080 |
125-200 |
| PP |
125-070 |
125-150 |
| S1 |
125-060 |
125-100 |
|