ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-240 |
0-010 |
0.0% |
124-265 |
High |
123-305 |
123-285 |
-0-020 |
-0.1% |
125-025 |
Low |
123-185 |
123-160 |
-0-025 |
-0.1% |
123-200 |
Close |
123-235 |
123-200 |
-0-035 |
-0.1% |
123-240 |
Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-145 |
ATR |
0-170 |
0-167 |
-0-003 |
-1.9% |
0-000 |
Volume |
433,570 |
928,263 |
494,693 |
114.1% |
4,537,705 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-270 |
124-200 |
123-269 |
|
R3 |
124-145 |
124-075 |
123-234 |
|
R2 |
124-020 |
124-020 |
123-223 |
|
R1 |
123-270 |
123-270 |
123-211 |
123-242 |
PP |
123-215 |
123-215 |
123-215 |
123-201 |
S1 |
123-145 |
123-145 |
123-189 |
123-118 |
S2 |
123-090 |
123-090 |
123-177 |
|
S3 |
122-285 |
123-020 |
123-166 |
|
S4 |
122-160 |
122-215 |
123-131 |
|
|
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 |
124-280 |
123-160 |
1-120 |
1.1% |
0-163 |
0.4% |
9% |
False |
True |
988,154 |
10 |
125-025 |
123-160 |
1-185 |
1.3% |
0-171 |
0.4% |
8% |
False |
True |
1,135,523 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-161 |
0.4% |
39% |
False |
False |
1,194,565 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
37% |
False |
False |
1,263,863 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-166 |
0.4% |
37% |
False |
False |
854,288 |
80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-148 |
0.4% |
59% |
False |
False |
640,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-176 |
2.618 |
124-292 |
1.618 |
124-167 |
1.000 |
124-090 |
0.618 |
124-042 |
HIGH |
123-285 |
0.618 |
123-237 |
0.500 |
123-222 |
0.382 |
123-208 |
LOW |
123-160 |
0.618 |
123-083 |
1.000 |
123-035 |
1.618 |
122-278 |
2.618 |
122-153 |
4.250 |
121-269 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-222 |
124-008 |
PP |
123-215 |
123-285 |
S1 |
123-208 |
123-242 |
|