ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
124-005 |
124-060 |
0-055 |
0.1% |
123-145 |
| High |
124-085 |
124-290 |
0-205 |
0.5% |
123-230 |
| Low |
123-230 |
124-045 |
0-135 |
0.3% |
122-225 |
| Close |
124-065 |
124-225 |
0-160 |
0.4% |
123-215 |
| Range |
0-175 |
0-245 |
0-070 |
40.0% |
1-005 |
| ATR |
0-162 |
0-168 |
0-006 |
3.7% |
0-000 |
| Volume |
1,259,609 |
1,752,487 |
492,878 |
39.1% |
6,736,672 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-282 |
126-178 |
125-040 |
|
| R3 |
126-037 |
125-253 |
124-292 |
|
| R2 |
125-112 |
125-112 |
124-270 |
|
| R1 |
125-008 |
125-008 |
124-247 |
125-060 |
| PP |
124-187 |
124-187 |
124-187 |
124-212 |
| S1 |
124-083 |
124-083 |
124-203 |
124-135 |
| S2 |
123-262 |
123-262 |
124-180 |
|
| S3 |
123-017 |
123-158 |
124-158 |
|
| S4 |
122-092 |
122-233 |
124-090 |
|
|
| 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 |
124-290 |
122-225 |
2-065 |
1.8% |
0-198 |
0.5% |
91% |
True |
False |
1,480,855 |
| 10 |
124-290 |
122-225 |
2-065 |
1.8% |
0-164 |
0.4% |
91% |
True |
False |
1,306,726 |
| 20 |
125-000 |
122-225 |
2-095 |
1.8% |
0-165 |
0.4% |
87% |
False |
False |
1,293,036 |
| 40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-166 |
0.4% |
80% |
False |
False |
1,101,036 |
| 60 |
125-065 |
122-060 |
3-005 |
2.4% |
0-164 |
0.4% |
83% |
False |
False |
735,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-051 |
|
2.618 |
126-291 |
|
1.618 |
126-046 |
|
1.000 |
125-215 |
|
0.618 |
125-121 |
|
HIGH |
124-290 |
|
0.618 |
124-196 |
|
0.500 |
124-168 |
|
0.382 |
124-139 |
|
LOW |
124-045 |
|
0.618 |
123-214 |
|
1.000 |
123-120 |
|
1.618 |
122-289 |
|
2.618 |
122-044 |
|
4.250 |
120-284 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-206 |
124-182 |
| PP |
124-187 |
124-140 |
| S1 |
124-168 |
124-098 |
|