ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
123-280 |
124-160 |
0-200 |
0.5% |
124-115 |
| High |
124-160 |
124-235 |
0-075 |
0.2% |
124-205 |
| Low |
123-250 |
124-040 |
0-110 |
0.3% |
123-255 |
| Close |
124-070 |
124-110 |
0-040 |
0.1% |
124-095 |
| Range |
0-230 |
0-195 |
-0-035 |
-15.2% |
0-270 |
| ATR |
0-165 |
0-167 |
0-002 |
1.3% |
0-000 |
| Volume |
1,335,184 |
1,324,008 |
-11,176 |
-0.8% |
5,532,497 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-073 |
125-287 |
124-217 |
|
| R3 |
125-198 |
125-092 |
124-164 |
|
| R2 |
125-003 |
125-003 |
124-146 |
|
| R1 |
124-217 |
124-217 |
124-128 |
124-172 |
| PP |
124-128 |
124-128 |
124-128 |
124-106 |
| S1 |
124-022 |
124-022 |
124-092 |
123-298 |
| S2 |
123-253 |
123-253 |
124-074 |
|
| S3 |
123-058 |
123-147 |
124-056 |
|
| S4 |
122-183 |
122-272 |
124-003 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-248 |
126-122 |
124-244 |
|
| R3 |
125-298 |
125-172 |
124-169 |
|
| R2 |
125-028 |
125-028 |
124-144 |
|
| R1 |
124-222 |
124-222 |
124-120 |
124-150 |
| PP |
124-078 |
124-078 |
124-078 |
124-042 |
| S1 |
123-272 |
123-272 |
124-070 |
123-200 |
| S2 |
123-128 |
123-128 |
124-046 |
|
| S3 |
122-178 |
123-002 |
124-021 |
|
| S4 |
121-228 |
122-052 |
123-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-235 |
123-250 |
0-305 |
0.8% |
0-171 |
0.4% |
59% |
True |
False |
1,149,474 |
| 10 |
124-310 |
123-250 |
1-060 |
1.0% |
0-170 |
0.4% |
47% |
False |
False |
1,158,237 |
| 20 |
126-000 |
123-250 |
2-070 |
1.8% |
0-164 |
0.4% |
25% |
False |
False |
1,117,728 |
| 40 |
126-000 |
122-230 |
3-090 |
2.6% |
0-153 |
0.4% |
50% |
False |
False |
567,807 |
| 60 |
126-000 |
122-000 |
4-000 |
3.2% |
0-133 |
0.3% |
59% |
False |
False |
378,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-104 |
|
2.618 |
126-106 |
|
1.618 |
125-231 |
|
1.000 |
125-110 |
|
0.618 |
125-036 |
|
HIGH |
124-235 |
|
0.618 |
124-161 |
|
0.500 |
124-138 |
|
0.382 |
124-114 |
|
LOW |
124-040 |
|
0.618 |
123-239 |
|
1.000 |
123-165 |
|
1.618 |
123-044 |
|
2.618 |
122-169 |
|
4.250 |
121-171 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-138 |
124-101 |
| PP |
124-128 |
124-092 |
| S1 |
124-119 |
124-082 |
|