ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
125-050 |
124-240 |
-0-130 |
-0.3% |
125-080 |
High |
125-080 |
125-110 |
0-030 |
0.1% |
125-150 |
Low |
124-240 |
124-225 |
-0-015 |
0.0% |
124-220 |
Close |
124-240 |
125-030 |
0-110 |
0.3% |
125-055 |
Range |
0-160 |
0-205 |
0-045 |
28.1% |
0-250 |
ATR |
0-155 |
0-159 |
0-004 |
2.3% |
0-000 |
Volume |
4,287 |
3,501 |
-786 |
-18.3% |
52,687 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-310 |
126-215 |
125-143 |
|
R3 |
126-105 |
126-010 |
125-086 |
|
R2 |
125-220 |
125-220 |
125-068 |
|
R1 |
125-125 |
125-125 |
125-049 |
125-172 |
PP |
125-015 |
125-015 |
125-015 |
125-039 |
S1 |
124-240 |
124-240 |
125-011 |
124-288 |
S2 |
124-130 |
124-130 |
124-312 |
|
S3 |
123-245 |
124-035 |
124-294 |
|
S4 |
123-040 |
123-150 |
124-237 |
|
|
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 |
124-225 |
0-245 |
0.6% |
0-161 |
0.4% |
51% |
False |
True |
7,427 |
10 |
125-255 |
124-220 |
1-035 |
0.9% |
0-156 |
0.4% |
37% |
False |
False |
13,233 |
20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-151 |
0.4% |
20% |
False |
False |
531,796 |
40 |
126-245 |
123-190 |
3-055 |
2.5% |
0-152 |
0.4% |
47% |
False |
False |
886,181 |
60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-155 |
0.4% |
59% |
False |
False |
988,976 |
80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
59% |
False |
False |
1,075,022 |
100 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
59% |
False |
False |
867,045 |
120 |
126-245 |
121-120 |
5-125 |
4.3% |
0-149 |
0.4% |
69% |
False |
False |
722,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-021 |
2.618 |
127-007 |
1.618 |
126-122 |
1.000 |
125-315 |
0.618 |
125-237 |
HIGH |
125-110 |
0.618 |
125-032 |
0.500 |
125-008 |
0.382 |
124-303 |
LOW |
124-225 |
0.618 |
124-098 |
1.000 |
124-020 |
1.618 |
123-213 |
2.618 |
123-008 |
4.250 |
121-314 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
125-022 |
125-024 |
PP |
125-015 |
125-018 |
S1 |
125-008 |
125-012 |
|