ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-240 |
0-000 |
0.0% |
124-265 |
High |
123-285 |
124-030 |
0-065 |
0.2% |
125-025 |
Low |
123-160 |
123-210 |
0-050 |
0.1% |
123-200 |
Close |
123-200 |
123-305 |
0-105 |
0.3% |
123-240 |
Range |
0-125 |
0-140 |
0-015 |
12.0% |
1-145 |
ATR |
0-167 |
0-165 |
-0-001 |
-0.7% |
0-000 |
Volume |
928,263 |
1,022,979 |
94,716 |
10.2% |
4,537,705 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-068 |
125-007 |
124-062 |
|
R3 |
124-248 |
124-187 |
124-024 |
|
R2 |
124-108 |
124-108 |
124-011 |
|
R1 |
124-047 |
124-047 |
123-318 |
124-078 |
PP |
123-288 |
123-288 |
123-288 |
123-304 |
S1 |
123-227 |
123-227 |
123-292 |
123-258 |
S2 |
123-148 |
123-148 |
123-279 |
|
S3 |
123-008 |
123-087 |
123-266 |
|
S4 |
122-188 |
122-267 |
123-228 |
|
|
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 |
124-205 |
123-160 |
1-045 |
0.9% |
0-158 |
0.4% |
40% |
False |
False |
916,137 |
10 |
125-025 |
123-160 |
1-185 |
1.3% |
0-172 |
0.4% |
29% |
False |
False |
1,115,892 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-164 |
0.4% |
53% |
False |
False |
1,193,183 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
50% |
False |
False |
1,258,395 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-166 |
0.4% |
50% |
False |
False |
871,315 |
80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-150 |
0.4% |
67% |
False |
False |
653,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-305 |
2.618 |
125-077 |
1.618 |
124-257 |
1.000 |
124-170 |
0.618 |
124-117 |
HIGH |
124-030 |
0.618 |
123-297 |
0.500 |
123-280 |
0.382 |
123-263 |
LOW |
123-210 |
0.618 |
123-123 |
1.000 |
123-070 |
1.618 |
122-303 |
2.618 |
122-163 |
4.250 |
121-255 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-297 |
123-288 |
PP |
123-288 |
123-272 |
S1 |
123-280 |
123-255 |
|