ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
122-285 |
122-285 |
0-000 |
0.0% |
123-145 |
High |
123-030 |
123-230 |
0-200 |
0.5% |
123-230 |
Low |
122-265 |
122-225 |
-0-040 |
-0.1% |
122-225 |
Close |
122-310 |
123-215 |
0-225 |
0.6% |
123-215 |
Range |
0-085 |
1-005 |
0-240 |
282.4% |
1-005 |
ATR |
0-155 |
0-167 |
0-012 |
7.9% |
0-000 |
Volume |
1,106,944 |
2,049,766 |
942,822 |
85.2% |
6,736,672 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-132 |
126-018 |
124-074 |
|
R3 |
125-127 |
125-013 |
123-304 |
|
R2 |
124-122 |
124-122 |
123-275 |
|
R1 |
124-008 |
124-008 |
123-245 |
124-065 |
PP |
123-117 |
123-117 |
123-117 |
123-145 |
S1 |
123-003 |
123-003 |
123-185 |
123-060 |
S2 |
122-112 |
122-112 |
123-155 |
|
S3 |
121-107 |
121-318 |
123-126 |
|
S4 |
120-102 |
120-313 |
123-036 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-132 |
126-018 |
124-074 |
|
R3 |
125-127 |
125-013 |
123-304 |
|
R2 |
124-122 |
124-122 |
123-275 |
|
R1 |
124-008 |
124-008 |
123-245 |
124-065 |
PP |
123-117 |
123-117 |
123-117 |
123-145 |
S1 |
123-003 |
123-003 |
123-185 |
123-060 |
S2 |
122-112 |
122-112 |
123-155 |
|
S3 |
121-107 |
121-318 |
123-126 |
|
S4 |
120-102 |
120-313 |
123-036 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-230 |
122-225 |
1-005 |
0.8% |
0-163 |
0.4% |
95% |
True |
True |
1,347,334 |
10 |
123-305 |
122-225 |
1-080 |
1.0% |
0-154 |
0.4% |
78% |
False |
True |
1,259,675 |
20 |
125-000 |
122-225 |
2-095 |
1.9% |
0-166 |
0.4% |
42% |
False |
True |
1,287,357 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-167 |
0.4% |
39% |
False |
True |
968,217 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-162 |
0.4% |
60% |
False |
False |
646,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-011 |
2.618 |
126-121 |
1.618 |
125-116 |
1.000 |
124-235 |
0.618 |
124-111 |
HIGH |
123-230 |
0.618 |
123-106 |
0.500 |
123-068 |
0.382 |
123-029 |
LOW |
122-225 |
0.618 |
122-024 |
1.000 |
121-220 |
1.618 |
121-019 |
2.618 |
120-014 |
4.250 |
118-124 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-166 |
123-166 |
PP |
123-117 |
123-117 |
S1 |
123-068 |
123-068 |
|