ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
122-285 |
123-210 |
0-245 |
0.6% |
123-145 |
High |
123-230 |
124-000 |
0-090 |
0.2% |
123-230 |
Low |
122-225 |
123-200 |
0-295 |
0.8% |
122-225 |
Close |
123-215 |
123-275 |
0-060 |
0.2% |
123-215 |
Range |
1-005 |
0-120 |
-0-205 |
-63.1% |
1-005 |
ATR |
0-167 |
0-163 |
-0-003 |
-2.0% |
0-000 |
Volume |
2,049,766 |
1,123,125 |
-926,641 |
-45.2% |
6,736,672 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-305 |
124-250 |
124-021 |
|
R3 |
124-185 |
124-130 |
123-308 |
|
R2 |
124-065 |
124-065 |
123-297 |
|
R1 |
124-010 |
124-010 |
123-286 |
124-038 |
PP |
123-265 |
123-265 |
123-265 |
123-279 |
S1 |
123-210 |
123-210 |
123-264 |
123-238 |
S2 |
123-145 |
123-145 |
123-253 |
|
S3 |
123-025 |
123-090 |
123-242 |
|
S4 |
122-225 |
122-290 |
123-209 |
|
|
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 |
124-000 |
122-225 |
1-095 |
1.0% |
0-160 |
0.4% |
89% |
True |
False |
1,313,843 |
10 |
124-000 |
122-225 |
1-095 |
1.0% |
0-152 |
0.4% |
89% |
True |
False |
1,253,608 |
20 |
125-000 |
122-225 |
2-095 |
1.9% |
0-167 |
0.4% |
50% |
False |
False |
1,299,095 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-162 |
0.4% |
46% |
False |
False |
996,130 |
60 |
125-065 |
121-240 |
3-145 |
2.8% |
0-163 |
0.4% |
61% |
False |
False |
665,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-190 |
2.618 |
124-314 |
1.618 |
124-194 |
1.000 |
124-120 |
0.618 |
124-074 |
HIGH |
124-000 |
0.618 |
123-274 |
0.500 |
123-260 |
0.382 |
123-246 |
LOW |
123-200 |
0.618 |
123-126 |
1.000 |
123-080 |
1.618 |
123-006 |
2.618 |
122-206 |
4.250 |
122-010 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-270 |
123-221 |
PP |
123-265 |
123-167 |
S1 |
123-260 |
123-112 |
|