ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
125-090 |
125-050 |
-0-040 |
-0.1% |
125-080 |
High |
125-120 |
125-080 |
-0-040 |
-0.1% |
125-150 |
Low |
125-015 |
124-240 |
-0-095 |
-0.2% |
124-220 |
Close |
125-055 |
124-240 |
-0-135 |
-0.3% |
125-055 |
Range |
0-105 |
0-160 |
0-055 |
52.4% |
0-250 |
ATR |
0-155 |
0-155 |
0-000 |
0.2% |
0-000 |
Volume |
12,850 |
4,287 |
-8,563 |
-66.6% |
52,687 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-133 |
126-027 |
125-008 |
|
R3 |
125-293 |
125-187 |
124-284 |
|
R2 |
125-133 |
125-133 |
124-269 |
|
R1 |
125-027 |
125-027 |
124-255 |
125-000 |
PP |
124-293 |
124-293 |
124-293 |
124-280 |
S1 |
124-187 |
124-187 |
124-225 |
124-160 |
S2 |
124-133 |
124-133 |
124-211 |
|
S3 |
123-293 |
124-027 |
124-196 |
|
S4 |
123-133 |
123-187 |
124-152 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-145 |
127-030 |
125-192 |
|
R3 |
126-215 |
126-100 |
125-124 |
|
R2 |
125-285 |
125-285 |
125-101 |
|
R1 |
125-170 |
125-170 |
125-078 |
125-102 |
PP |
125-035 |
125-035 |
125-035 |
125-001 |
S1 |
124-240 |
124-240 |
125-032 |
124-172 |
S2 |
124-105 |
124-105 |
125-009 |
|
S3 |
123-175 |
123-310 |
124-306 |
|
S4 |
122-245 |
123-060 |
124-238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-150 |
124-220 |
0-250 |
0.6% |
0-148 |
0.4% |
8% |
False |
False |
8,708 |
10 |
125-255 |
124-220 |
1-035 |
0.9% |
0-148 |
0.4% |
6% |
False |
False |
18,013 |
20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-148 |
0.4% |
3% |
False |
False |
590,236 |
40 |
126-245 |
123-160 |
3-085 |
2.6% |
0-150 |
0.4% |
38% |
False |
False |
909,300 |
60 |
126-245 |
122-225 |
4-020 |
3.3% |
0-154 |
0.4% |
50% |
False |
False |
1,008,647 |
80 |
126-245 |
122-225 |
4-020 |
3.3% |
0-159 |
0.4% |
50% |
False |
False |
1,080,779 |
100 |
126-245 |
122-225 |
4-020 |
3.3% |
0-160 |
0.4% |
50% |
False |
False |
867,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-120 |
2.618 |
126-179 |
1.618 |
126-019 |
1.000 |
125-240 |
0.618 |
125-179 |
HIGH |
125-080 |
0.618 |
125-019 |
0.500 |
125-000 |
0.382 |
124-301 |
LOW |
124-240 |
0.618 |
124-141 |
1.000 |
124-080 |
1.618 |
123-301 |
2.618 |
123-141 |
4.250 |
122-200 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
125-000 |
125-020 |
PP |
124-293 |
124-307 |
S1 |
124-267 |
124-273 |
|