ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-265 |
0-025 |
0.1% |
124-265 |
High |
124-030 |
124-020 |
-0-010 |
0.0% |
125-025 |
Low |
123-210 |
123-190 |
-0-020 |
-0.1% |
123-200 |
Close |
123-305 |
123-295 |
-0-010 |
0.0% |
123-240 |
Range |
0-140 |
0-150 |
0-010 |
7.1% |
1-145 |
ATR |
0-165 |
0-164 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,022,979 |
1,400,257 |
377,278 |
36.9% |
4,537,705 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-085 |
125-020 |
124-058 |
|
R3 |
124-255 |
124-190 |
124-016 |
|
R2 |
124-105 |
124-105 |
124-002 |
|
R1 |
124-040 |
124-040 |
123-309 |
124-072 |
PP |
123-275 |
123-275 |
123-275 |
123-291 |
S1 |
123-210 |
123-210 |
123-281 |
123-242 |
S2 |
123-125 |
123-125 |
123-268 |
|
S3 |
122-295 |
123-060 |
123-254 |
|
S4 |
122-145 |
122-230 |
123-212 |
|
|
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 |
124-175 |
123-160 |
1-015 |
0.8% |
0-166 |
0.4% |
40% |
False |
False |
985,214 |
10 |
125-025 |
123-160 |
1-185 |
1.3% |
0-170 |
0.4% |
27% |
False |
False |
1,129,957 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-161 |
0.4% |
51% |
False |
False |
1,202,464 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
49% |
False |
False |
1,251,252 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-167 |
0.4% |
49% |
False |
False |
894,573 |
80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-151 |
0.4% |
67% |
False |
False |
671,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-018 |
2.618 |
125-093 |
1.618 |
124-263 |
1.000 |
124-170 |
0.618 |
124-113 |
HIGH |
124-020 |
0.618 |
123-283 |
0.500 |
123-265 |
0.382 |
123-247 |
LOW |
123-190 |
0.618 |
123-097 |
1.000 |
123-040 |
1.618 |
122-267 |
2.618 |
122-117 |
4.250 |
121-192 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-285 |
123-282 |
PP |
123-275 |
123-268 |
S1 |
123-265 |
123-255 |
|