ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
124-180 |
124-130 |
-0-050 |
-0.1% |
123-210 |
High |
124-205 |
124-175 |
-0-030 |
-0.1% |
124-300 |
Low |
124-095 |
123-200 |
-0-215 |
-0.5% |
123-200 |
Close |
124-120 |
123-240 |
-0-200 |
-0.5% |
124-255 |
Range |
0-110 |
0-295 |
0-185 |
168.2% |
1-100 |
ATR |
0-164 |
0-174 |
0-009 |
5.7% |
0-000 |
Volume |
1,054,875 |
1,141,002 |
86,127 |
8.2% |
6,578,824 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-237 |
126-053 |
124-082 |
|
R3 |
125-262 |
125-078 |
124-001 |
|
R2 |
124-287 |
124-287 |
123-294 |
|
R1 |
124-103 |
124-103 |
123-267 |
124-048 |
PP |
123-312 |
123-312 |
123-312 |
123-284 |
S1 |
123-128 |
123-128 |
123-213 |
123-072 |
S2 |
123-017 |
123-017 |
123-186 |
|
S3 |
122-042 |
122-153 |
123-159 |
|
S4 |
121-067 |
121-178 |
123-078 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-125 |
127-290 |
125-166 |
|
R3 |
127-025 |
126-190 |
125-050 |
|
R2 |
125-245 |
125-245 |
125-012 |
|
R1 |
125-090 |
125-090 |
124-294 |
125-168 |
PP |
124-145 |
124-145 |
124-145 |
124-184 |
S1 |
123-310 |
123-310 |
124-216 |
124-068 |
S2 |
123-045 |
123-045 |
124-178 |
|
S3 |
121-265 |
122-210 |
124-140 |
|
S4 |
120-165 |
121-110 |
124-024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-025 |
123-200 |
1-145 |
1.2% |
0-184 |
0.5% |
9% |
False |
True |
1,152,404 |
10 |
125-025 |
122-225 |
2-120 |
1.9% |
0-191 |
0.5% |
44% |
False |
False |
1,316,629 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-161 |
0.4% |
44% |
False |
False |
1,234,868 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
42% |
False |
False |
1,242,148 |
60 |
125-065 |
122-110 |
2-275 |
2.3% |
0-170 |
0.4% |
49% |
False |
False |
831,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-149 |
2.618 |
126-307 |
1.618 |
126-012 |
1.000 |
125-150 |
0.618 |
125-037 |
HIGH |
124-175 |
0.618 |
124-062 |
0.500 |
124-028 |
0.382 |
123-313 |
LOW |
123-200 |
0.618 |
123-018 |
1.000 |
122-225 |
1.618 |
122-043 |
2.618 |
121-068 |
4.250 |
119-226 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
124-028 |
124-080 |
PP |
123-312 |
124-027 |
S1 |
123-276 |
123-293 |
|