ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-265 |
123-310 |
0-045 |
0.1% |
123-230 |
High |
124-020 |
124-100 |
0-080 |
0.2% |
124-100 |
Low |
123-190 |
123-295 |
0-105 |
0.3% |
123-160 |
Close |
123-295 |
124-020 |
0-045 |
0.1% |
124-020 |
Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
0-260 |
ATR |
0-164 |
0-162 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,400,257 |
1,054,779 |
-345,478 |
-24.7% |
4,839,848 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-087 |
125-018 |
124-089 |
|
R3 |
124-282 |
124-213 |
124-054 |
|
R2 |
124-157 |
124-157 |
124-043 |
|
R1 |
124-088 |
124-088 |
124-031 |
124-122 |
PP |
124-032 |
124-032 |
124-032 |
124-049 |
S1 |
123-283 |
123-283 |
124-009 |
123-318 |
S2 |
123-227 |
123-227 |
123-317 |
|
S3 |
123-102 |
123-158 |
123-306 |
|
S4 |
122-297 |
123-033 |
123-271 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-127 |
126-013 |
124-163 |
|
R3 |
125-187 |
125-073 |
124-092 |
|
R2 |
124-247 |
124-247 |
124-068 |
|
R1 |
124-133 |
124-133 |
124-044 |
124-190 |
PP |
123-307 |
123-307 |
123-307 |
124-015 |
S1 |
123-193 |
123-193 |
123-316 |
123-250 |
S2 |
123-047 |
123-047 |
123-292 |
|
S3 |
122-107 |
122-253 |
123-268 |
|
S4 |
121-167 |
121-313 |
123-197 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-100 |
123-160 |
0-260 |
0.7% |
0-132 |
0.3% |
69% |
True |
False |
967,969 |
10 |
125-025 |
123-160 |
1-185 |
1.3% |
0-158 |
0.4% |
36% |
False |
False |
1,060,186 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-161 |
0.4% |
57% |
False |
False |
1,183,456 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
54% |
False |
False |
1,251,665 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-163 |
0.4% |
54% |
False |
False |
912,045 |
80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-152 |
0.4% |
70% |
False |
False |
684,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-311 |
2.618 |
125-107 |
1.618 |
124-302 |
1.000 |
124-225 |
0.618 |
124-177 |
HIGH |
124-100 |
0.618 |
124-052 |
0.500 |
124-038 |
0.382 |
124-023 |
LOW |
123-295 |
0.618 |
123-218 |
1.000 |
123-170 |
1.618 |
123-093 |
2.618 |
122-288 |
4.250 |
122-084 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
124-038 |
124-008 |
PP |
124-032 |
123-317 |
S1 |
124-026 |
123-305 |
|