ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
124-130 |
123-230 |
-0-220 |
-0.6% |
124-265 |
High |
124-175 |
123-305 |
-0-190 |
-0.5% |
125-025 |
Low |
123-200 |
123-185 |
-0-015 |
0.0% |
123-200 |
Close |
123-240 |
123-235 |
-0-005 |
0.0% |
123-240 |
Range |
0-295 |
0-120 |
-0-175 |
-59.3% |
1-145 |
ATR |
0-174 |
0-170 |
-0-004 |
-2.2% |
0-000 |
Volume |
1,141,002 |
433,570 |
-707,432 |
-62.0% |
4,537,705 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-282 |
124-218 |
123-301 |
|
R3 |
124-162 |
124-098 |
123-268 |
|
R2 |
124-042 |
124-042 |
123-257 |
|
R1 |
123-298 |
123-298 |
123-246 |
124-010 |
PP |
123-242 |
123-242 |
123-242 |
123-258 |
S1 |
123-178 |
123-178 |
123-224 |
123-210 |
S2 |
123-122 |
123-122 |
123-213 |
|
S3 |
123-002 |
123-058 |
123-202 |
|
S4 |
122-202 |
122-258 |
123-169 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-163 |
127-187 |
124-176 |
|
R3 |
127-018 |
126-042 |
124-048 |
|
R2 |
125-193 |
125-193 |
124-005 |
|
R1 |
124-217 |
124-217 |
123-283 |
124-132 |
PP |
124-048 |
124-048 |
124-048 |
124-006 |
S1 |
123-072 |
123-072 |
123-197 |
122-308 |
S2 |
122-223 |
122-223 |
123-155 |
|
S3 |
121-078 |
121-247 |
123-112 |
|
S4 |
119-253 |
120-102 |
122-304 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-025 |
123-185 |
1-160 |
1.2% |
0-178 |
0.4% |
10% |
False |
True |
994,255 |
10 |
125-025 |
123-185 |
1-160 |
1.2% |
0-170 |
0.4% |
10% |
False |
True |
1,155,009 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-162 |
0.4% |
43% |
False |
False |
1,207,342 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
41% |
False |
False |
1,252,257 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-167 |
0.4% |
41% |
False |
False |
838,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-175 |
2.618 |
124-299 |
1.618 |
124-179 |
1.000 |
124-105 |
0.618 |
124-059 |
HIGH |
123-305 |
0.618 |
123-259 |
0.500 |
123-245 |
0.382 |
123-231 |
LOW |
123-185 |
0.618 |
123-111 |
1.000 |
123-065 |
1.618 |
122-311 |
2.618 |
122-191 |
4.250 |
121-315 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-245 |
124-035 |
PP |
123-242 |
123-315 |
S1 |
123-238 |
123-275 |
|