ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-080 |
125-040 |
-0-040 |
-0.1% |
126-045 |
| High |
125-080 |
125-055 |
-0-025 |
-0.1% |
126-065 |
| Low |
124-305 |
124-255 |
-0-050 |
-0.1% |
124-290 |
| Close |
125-020 |
124-285 |
-0-055 |
-0.1% |
125-075 |
| Range |
0-095 |
0-120 |
0-025 |
26.3% |
1-095 |
| ATR |
0-157 |
0-155 |
-0-003 |
-1.7% |
0-000 |
| Volume |
11,719 |
14,564 |
2,845 |
24.3% |
417,883 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-025 |
125-275 |
125-031 |
|
| R3 |
125-225 |
125-155 |
124-318 |
|
| R2 |
125-105 |
125-105 |
124-307 |
|
| R1 |
125-035 |
125-035 |
124-296 |
125-010 |
| PP |
124-305 |
124-305 |
124-305 |
124-292 |
| S1 |
124-235 |
124-235 |
124-274 |
124-210 |
| S2 |
124-185 |
124-185 |
124-263 |
|
| S3 |
124-065 |
124-115 |
124-252 |
|
| S4 |
123-265 |
123-315 |
124-219 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-108 |
128-187 |
125-303 |
|
| R3 |
128-013 |
127-092 |
125-189 |
|
| R2 |
126-238 |
126-238 |
125-151 |
|
| R1 |
125-317 |
125-317 |
125-113 |
125-230 |
| PP |
125-143 |
125-143 |
125-143 |
125-100 |
| S1 |
124-222 |
124-222 |
125-037 |
124-135 |
| S2 |
124-048 |
124-048 |
124-319 |
|
| S3 |
122-273 |
123-127 |
124-281 |
|
| S4 |
121-178 |
122-032 |
124-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-255 |
124-255 |
1-000 |
0.8% |
0-148 |
0.4% |
9% |
False |
True |
27,318 |
| 10 |
126-245 |
124-255 |
1-310 |
1.6% |
0-161 |
0.4% |
5% |
False |
True |
543,676 |
| 20 |
126-245 |
124-205 |
2-040 |
1.7% |
0-154 |
0.4% |
12% |
False |
False |
923,445 |
| 40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-154 |
0.4% |
43% |
False |
False |
1,032,493 |
| 60 |
126-245 |
122-225 |
4-020 |
3.3% |
0-157 |
0.4% |
54% |
False |
False |
1,110,988 |
| 80 |
126-245 |
122-225 |
4-020 |
3.3% |
0-160 |
0.4% |
54% |
False |
False |
1,081,979 |
| 100 |
126-245 |
122-090 |
4-155 |
3.6% |
0-160 |
0.4% |
58% |
False |
False |
866,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-245 |
|
2.618 |
126-049 |
|
1.618 |
125-249 |
|
1.000 |
125-175 |
|
0.618 |
125-129 |
|
HIGH |
125-055 |
|
0.618 |
125-009 |
|
0.500 |
124-315 |
|
0.382 |
124-301 |
|
LOW |
124-255 |
|
0.618 |
124-181 |
|
1.000 |
124-135 |
|
1.618 |
124-061 |
|
2.618 |
123-261 |
|
4.250 |
123-065 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-315 |
125-095 |
| PP |
124-305 |
125-052 |
| S1 |
124-295 |
125-008 |
|