ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 29-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
124-020 |
123-290 |
-0-050 |
-0.1% |
123-230 |
High |
124-065 |
124-020 |
-0-045 |
-0.1% |
124-100 |
Low |
123-240 |
123-220 |
-0-020 |
-0.1% |
123-160 |
Close |
124-030 |
124-000 |
-0-030 |
-0.1% |
124-020 |
Range |
0-145 |
0-120 |
-0-025 |
-17.2% |
0-260 |
ATR |
0-160 |
0-158 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,106,876 |
1,129,567 |
22,691 |
2.1% |
4,839,848 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-013 |
124-287 |
124-066 |
|
R3 |
124-213 |
124-167 |
124-033 |
|
R2 |
124-093 |
124-093 |
124-022 |
|
R1 |
124-047 |
124-047 |
124-011 |
124-070 |
PP |
123-293 |
123-293 |
123-293 |
123-305 |
S1 |
123-247 |
123-247 |
123-309 |
123-270 |
S2 |
123-173 |
123-173 |
123-298 |
|
S3 |
123-053 |
123-127 |
123-287 |
|
S4 |
122-253 |
123-007 |
123-254 |
|
|
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 |
123-190 |
0-230 |
0.6% |
0-136 |
0.3% |
57% |
False |
False |
1,142,891 |
10 |
124-280 |
123-160 |
1-120 |
1.1% |
0-150 |
0.4% |
36% |
False |
False |
1,065,522 |
20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-160 |
0.4% |
55% |
False |
False |
1,181,945 |
40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-165 |
0.4% |
55% |
False |
False |
1,232,054 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-164 |
0.4% |
52% |
False |
False |
949,138 |
80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-155 |
0.4% |
69% |
False |
False |
712,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-210 |
2.618 |
125-014 |
1.618 |
124-214 |
1.000 |
124-140 |
0.618 |
124-094 |
HIGH |
124-020 |
0.618 |
123-294 |
0.500 |
123-280 |
0.382 |
123-266 |
LOW |
123-220 |
0.618 |
123-146 |
1.000 |
123-100 |
1.618 |
123-026 |
2.618 |
122-226 |
4.250 |
122-030 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-307 |
124-000 |
PP |
123-293 |
124-000 |
S1 |
123-280 |
124-000 |
|