ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-310 |
124-230 |
-0-080 |
-0.2% |
124-225 |
| High |
124-315 |
125-045 |
0-050 |
0.1% |
125-060 |
| Low |
124-215 |
124-205 |
-0-010 |
0.0% |
124-140 |
| Close |
124-235 |
125-020 |
0-105 |
0.3% |
125-000 |
| Range |
0-100 |
0-160 |
0-060 |
60.0% |
0-240 |
| ATR |
0-152 |
0-153 |
0-001 |
0.4% |
0-000 |
| Volume |
717,142 |
1,044,585 |
327,443 |
45.7% |
5,559,688 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-143 |
126-082 |
125-108 |
|
| R3 |
125-303 |
125-242 |
125-064 |
|
| R2 |
125-143 |
125-143 |
125-049 |
|
| R1 |
125-082 |
125-082 |
125-035 |
125-112 |
| PP |
124-303 |
124-303 |
124-303 |
124-319 |
| S1 |
124-242 |
124-242 |
125-005 |
124-272 |
| S2 |
124-143 |
124-143 |
124-311 |
|
| S3 |
123-303 |
124-082 |
124-296 |
|
| S4 |
123-143 |
123-242 |
124-252 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-040 |
126-260 |
125-132 |
|
| R3 |
126-120 |
126-020 |
125-066 |
|
| R2 |
125-200 |
125-200 |
125-044 |
|
| R1 |
125-100 |
125-100 |
125-022 |
125-150 |
| PP |
124-280 |
124-280 |
124-280 |
124-305 |
| S1 |
124-180 |
124-180 |
124-298 |
124-230 |
| S2 |
124-040 |
124-040 |
124-276 |
|
| S3 |
123-120 |
123-260 |
124-254 |
|
| S4 |
122-200 |
123-020 |
124-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-060 |
124-150 |
0-230 |
0.6% |
0-127 |
0.3% |
83% |
False |
False |
1,125,132 |
| 10 |
125-060 |
123-260 |
1-120 |
1.1% |
0-154 |
0.4% |
91% |
False |
False |
1,226,142 |
| 20 |
125-060 |
123-160 |
1-220 |
1.3% |
0-152 |
0.4% |
93% |
False |
False |
1,145,832 |
| 40 |
125-060 |
122-225 |
2-155 |
2.0% |
0-159 |
0.4% |
95% |
False |
False |
1,208,065 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-162 |
0.4% |
94% |
False |
False |
1,151,851 |
| 80 |
125-065 |
122-110 |
2-275 |
2.3% |
0-162 |
0.4% |
95% |
False |
False |
865,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-085 |
|
2.618 |
126-144 |
|
1.618 |
125-304 |
|
1.000 |
125-205 |
|
0.618 |
125-144 |
|
HIGH |
125-045 |
|
0.618 |
124-304 |
|
0.500 |
124-285 |
|
0.382 |
124-266 |
|
LOW |
124-205 |
|
0.618 |
124-106 |
|
1.000 |
124-045 |
|
1.618 |
123-266 |
|
2.618 |
123-106 |
|
4.250 |
122-165 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-002 |
125-004 |
| PP |
124-303 |
124-308 |
| S1 |
124-285 |
124-292 |
|