ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
125-065 |
0-000 |
0.0% |
125-240 |
| High |
125-145 |
125-170 |
0-025 |
0.1% |
126-245 |
| Low |
125-015 |
124-290 |
-0-045 |
-0.1% |
125-195 |
| Close |
125-050 |
125-115 |
0-065 |
0.2% |
126-105 |
| Range |
0-130 |
0-200 |
0-070 |
53.8% |
1-050 |
| ATR |
0-157 |
0-160 |
0-003 |
2.0% |
0-000 |
| Volume |
51,300 |
37,798 |
-13,502 |
-26.3% |
6,936,933 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-045 |
126-280 |
125-225 |
|
| R3 |
126-165 |
126-080 |
125-170 |
|
| R2 |
125-285 |
125-285 |
125-152 |
|
| R1 |
125-200 |
125-200 |
125-133 |
125-242 |
| PP |
125-085 |
125-085 |
125-085 |
125-106 |
| S1 |
125-000 |
125-000 |
125-097 |
125-042 |
| S2 |
124-205 |
124-205 |
125-078 |
|
| S3 |
124-005 |
124-120 |
125-060 |
|
| S4 |
123-125 |
123-240 |
125-005 |
|
|
| 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 |
126-110 |
124-290 |
1-140 |
1.1% |
0-163 |
0.4% |
32% |
False |
True |
142,067 |
| 10 |
126-245 |
124-290 |
1-275 |
1.5% |
0-150 |
0.4% |
24% |
False |
True |
923,761 |
| 20 |
126-245 |
124-205 |
2-040 |
1.7% |
0-150 |
0.4% |
34% |
False |
False |
1,075,234 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-158 |
0.4% |
57% |
False |
False |
1,137,216 |
| 60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
65% |
False |
False |
1,194,161 |
| 80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
65% |
False |
False |
1,081,827 |
| 100 |
126-245 |
122-060 |
4-185 |
3.7% |
0-159 |
0.4% |
69% |
False |
False |
866,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-060 |
|
2.618 |
127-054 |
|
1.618 |
126-174 |
|
1.000 |
126-050 |
|
0.618 |
125-294 |
|
HIGH |
125-170 |
|
0.618 |
125-094 |
|
0.500 |
125-070 |
|
0.382 |
125-046 |
|
LOW |
124-290 |
|
0.618 |
124-166 |
|
1.000 |
124-090 |
|
1.618 |
123-286 |
|
2.618 |
123-086 |
|
4.250 |
122-080 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-100 |
125-118 |
| PP |
125-085 |
125-117 |
| S1 |
125-070 |
125-116 |
|