ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-310 |
124-020 |
0-030 |
0.1% |
123-230 |
High |
124-100 |
124-065 |
-0-035 |
-0.1% |
124-100 |
Low |
123-295 |
123-240 |
-0-055 |
-0.1% |
123-160 |
Close |
124-020 |
124-030 |
0-010 |
0.0% |
124-020 |
Range |
0-125 |
0-145 |
0-020 |
16.0% |
0-260 |
ATR |
0-162 |
0-160 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,054,779 |
1,106,876 |
52,097 |
4.9% |
4,839,848 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-120 |
125-060 |
124-110 |
|
R3 |
124-295 |
124-235 |
124-070 |
|
R2 |
124-150 |
124-150 |
124-057 |
|
R1 |
124-090 |
124-090 |
124-043 |
124-120 |
PP |
124-005 |
124-005 |
124-005 |
124-020 |
S1 |
123-265 |
123-265 |
124-017 |
123-295 |
S2 |
123-180 |
123-180 |
124-003 |
|
S3 |
123-035 |
123-120 |
123-310 |
|
S4 |
122-210 |
122-295 |
123-270 |
|
|
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% |
0-137 |
0.3% |
73% |
False |
False |
1,102,630 |
10 |
125-025 |
123-160 |
1-185 |
1.3% |
0-158 |
0.4% |
38% |
False |
False |
1,048,442 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-160 |
0.4% |
59% |
False |
False |
1,189,996 |
40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-167 |
0.4% |
56% |
False |
False |
1,242,254 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-164 |
0.4% |
56% |
False |
False |
930,390 |
80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-154 |
0.4% |
71% |
False |
False |
698,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-041 |
2.618 |
125-125 |
1.618 |
124-300 |
1.000 |
124-210 |
0.618 |
124-155 |
HIGH |
124-065 |
0.618 |
124-010 |
0.500 |
123-312 |
0.382 |
123-295 |
LOW |
123-240 |
0.618 |
123-150 |
1.000 |
123-095 |
1.618 |
123-005 |
2.618 |
122-180 |
4.250 |
121-264 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
124-018 |
124-015 |
PP |
124-005 |
124-000 |
S1 |
123-312 |
123-305 |
|