ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-210 |
123-260 |
0-050 |
0.1% |
123-145 |
High |
124-000 |
124-030 |
0-030 |
0.1% |
123-230 |
Low |
123-200 |
123-225 |
0-025 |
0.1% |
122-225 |
Close |
123-275 |
124-015 |
0-060 |
0.2% |
123-215 |
Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-005 |
ATR |
0-163 |
0-161 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,123,125 |
1,219,288 |
96,163 |
8.6% |
6,736,672 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-038 |
124-312 |
124-084 |
|
R3 |
124-233 |
124-187 |
124-049 |
|
R2 |
124-108 |
124-108 |
124-038 |
|
R1 |
124-062 |
124-062 |
124-026 |
124-085 |
PP |
123-303 |
123-303 |
123-303 |
123-315 |
S1 |
123-257 |
123-257 |
124-004 |
123-280 |
S2 |
123-178 |
123-178 |
123-312 |
|
S3 |
123-053 |
123-132 |
123-301 |
|
S4 |
122-248 |
123-007 |
123-266 |
|
|
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 |
124-030 |
122-225 |
1-125 |
1.1% |
0-168 |
0.4% |
97% |
True |
False |
1,363,735 |
10 |
124-030 |
122-225 |
1-125 |
1.1% |
0-154 |
0.4% |
97% |
True |
False |
1,270,473 |
20 |
125-000 |
122-225 |
2-095 |
1.9% |
0-168 |
0.4% |
59% |
False |
False |
1,308,051 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-164 |
0.4% |
54% |
False |
False |
1,026,437 |
60 |
125-065 |
122-060 |
3-005 |
2.4% |
0-160 |
0.4% |
62% |
False |
False |
685,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-241 |
2.618 |
125-037 |
1.618 |
124-232 |
1.000 |
124-155 |
0.618 |
124-107 |
HIGH |
124-030 |
0.618 |
123-302 |
0.500 |
123-288 |
0.382 |
123-273 |
LOW |
123-225 |
0.618 |
123-148 |
1.000 |
123-100 |
1.618 |
123-023 |
2.618 |
122-218 |
4.250 |
122-014 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-319 |
123-266 |
PP |
123-303 |
123-197 |
S1 |
123-288 |
123-128 |
|