ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-120 |
0-000 |
0.0% |
124-100 |
| High |
124-145 |
124-170 |
0-025 |
0.1% |
124-235 |
| Low |
124-025 |
124-070 |
0-045 |
0.1% |
123-250 |
| Close |
124-085 |
124-085 |
0-000 |
0.0% |
124-085 |
| Range |
0-120 |
0-100 |
-0-020 |
-16.7% |
0-305 |
| ATR |
0-164 |
0-159 |
-0-005 |
-2.8% |
0-000 |
| Volume |
849,313 |
659,782 |
-189,531 |
-22.3% |
5,373,871 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-088 |
125-027 |
124-140 |
|
| R3 |
124-308 |
124-247 |
124-112 |
|
| R2 |
124-208 |
124-208 |
124-103 |
|
| R1 |
124-147 |
124-147 |
124-094 |
124-128 |
| PP |
124-108 |
124-108 |
124-108 |
124-099 |
| S1 |
124-047 |
124-047 |
124-076 |
124-028 |
| S2 |
124-008 |
124-008 |
124-067 |
|
| S3 |
123-228 |
123-267 |
124-058 |
|
| S4 |
123-128 |
123-167 |
124-030 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-038 |
126-207 |
124-253 |
|
| R3 |
126-053 |
125-222 |
124-169 |
|
| R2 |
125-068 |
125-068 |
124-141 |
|
| R1 |
124-237 |
124-237 |
124-113 |
124-160 |
| PP |
124-083 |
124-083 |
124-083 |
124-045 |
| S1 |
123-252 |
123-252 |
124-057 |
123-175 |
| S2 |
123-098 |
123-098 |
124-029 |
|
| S3 |
122-113 |
122-267 |
124-001 |
|
| S4 |
121-128 |
121-282 |
123-237 |
|
|
| 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% |
0-164 |
0.4% |
51% |
False |
False |
1,055,335 |
| 10 |
124-235 |
123-250 |
0-305 |
0.8% |
0-160 |
0.4% |
51% |
False |
False |
1,073,956 |
| 20 |
126-000 |
123-250 |
2-070 |
1.8% |
0-164 |
0.4% |
22% |
False |
False |
1,178,815 |
| 40 |
126-000 |
122-270 |
3-050 |
2.5% |
0-154 |
0.4% |
45% |
False |
False |
605,298 |
| 60 |
126-000 |
122-000 |
4-000 |
3.2% |
0-136 |
0.3% |
57% |
False |
False |
403,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-275 |
|
2.618 |
125-112 |
|
1.618 |
125-012 |
|
1.000 |
124-270 |
|
0.618 |
124-232 |
|
HIGH |
124-170 |
|
0.618 |
124-132 |
|
0.500 |
124-120 |
|
0.382 |
124-108 |
|
LOW |
124-070 |
|
0.618 |
124-008 |
|
1.000 |
123-290 |
|
1.618 |
123-228 |
|
2.618 |
123-128 |
|
4.250 |
122-285 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-120 |
124-130 |
| PP |
124-108 |
124-115 |
| S1 |
124-097 |
124-100 |
|