ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
124-240 |
125-125 |
0-205 |
0.5% |
125-080 |
High |
125-110 |
125-190 |
0-080 |
0.2% |
125-150 |
Low |
124-225 |
125-050 |
0-145 |
0.4% |
124-220 |
Close |
125-030 |
125-075 |
0-045 |
0.1% |
125-055 |
Range |
0-205 |
0-140 |
-0-065 |
-31.7% |
0-250 |
ATR |
0-159 |
0-159 |
0-000 |
0.1% |
0-000 |
Volume |
3,501 |
3,636 |
135 |
3.9% |
52,687 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-205 |
126-120 |
125-152 |
|
R3 |
126-065 |
125-300 |
125-114 |
|
R2 |
125-245 |
125-245 |
125-101 |
|
R1 |
125-160 |
125-160 |
125-088 |
125-132 |
PP |
125-105 |
125-105 |
125-105 |
125-091 |
S1 |
125-020 |
125-020 |
125-062 |
124-312 |
S2 |
124-285 |
124-285 |
125-049 |
|
S3 |
124-145 |
124-200 |
125-036 |
|
S4 |
124-005 |
124-060 |
124-318 |
|
|
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 |
125-190 |
124-225 |
0-285 |
0.7% |
0-148 |
0.4% |
60% |
True |
False |
6,840 |
10 |
125-255 |
124-220 |
1-035 |
0.9% |
0-150 |
0.4% |
49% |
False |
False |
9,817 |
20 |
126-245 |
124-220 |
2-025 |
1.7% |
0-150 |
0.4% |
26% |
False |
False |
466,789 |
40 |
126-245 |
123-190 |
3-055 |
2.5% |
0-152 |
0.4% |
52% |
False |
False |
860,697 |
60 |
126-245 |
122-225 |
4-020 |
3.2% |
0-156 |
0.4% |
62% |
False |
False |
971,526 |
80 |
126-245 |
122-225 |
4-020 |
3.2% |
0-160 |
0.4% |
62% |
False |
False |
1,059,546 |
100 |
126-245 |
122-225 |
4-020 |
3.2% |
0-161 |
0.4% |
62% |
False |
False |
867,068 |
120 |
126-245 |
121-120 |
5-125 |
4.3% |
0-150 |
0.4% |
72% |
False |
False |
722,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-145 |
2.618 |
126-237 |
1.618 |
126-097 |
1.000 |
126-010 |
0.618 |
125-277 |
HIGH |
125-190 |
0.618 |
125-137 |
0.500 |
125-120 |
0.382 |
125-103 |
LOW |
125-050 |
0.618 |
124-283 |
1.000 |
124-230 |
1.618 |
124-143 |
2.618 |
124-003 |
4.250 |
123-095 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
125-120 |
125-066 |
PP |
125-105 |
125-057 |
S1 |
125-090 |
125-048 |
|