ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-190 |
0-110 |
0.3% |
124-100 |
| High |
124-205 |
125-010 |
0-125 |
0.3% |
124-235 |
| Low |
124-070 |
124-175 |
0-105 |
0.3% |
123-250 |
| Close |
124-180 |
124-255 |
0-075 |
0.2% |
124-085 |
| Range |
0-135 |
0-155 |
0-020 |
14.8% |
0-305 |
| ATR |
0-157 |
0-157 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,130,867 |
1,181,032 |
50,165 |
4.4% |
5,373,871 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-078 |
126-002 |
125-020 |
|
| R3 |
125-243 |
125-167 |
124-298 |
|
| R2 |
125-088 |
125-088 |
124-283 |
|
| R1 |
125-012 |
125-012 |
124-269 |
125-050 |
| PP |
124-253 |
124-253 |
124-253 |
124-272 |
| S1 |
124-177 |
124-177 |
124-241 |
124-215 |
| S2 |
124-098 |
124-098 |
124-227 |
|
| S3 |
123-263 |
124-022 |
124-212 |
|
| S4 |
123-108 |
123-187 |
124-170 |
|
|
| 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 |
125-010 |
124-025 |
0-305 |
0.8% |
0-141 |
0.4% |
75% |
True |
False |
1,029,000 |
| 10 |
125-010 |
123-250 |
1-080 |
1.0% |
0-160 |
0.4% |
81% |
True |
False |
1,092,951 |
| 20 |
126-000 |
123-250 |
2-070 |
1.8% |
0-162 |
0.4% |
46% |
False |
False |
1,179,140 |
| 40 |
126-000 |
122-280 |
3-040 |
2.5% |
0-156 |
0.4% |
62% |
False |
False |
662,885 |
| 60 |
126-000 |
122-000 |
4-000 |
3.2% |
0-140 |
0.3% |
70% |
False |
False |
442,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-029 |
|
2.618 |
126-096 |
|
1.618 |
125-261 |
|
1.000 |
125-165 |
|
0.618 |
125-106 |
|
HIGH |
125-010 |
|
0.618 |
124-271 |
|
0.500 |
124-252 |
|
0.382 |
124-234 |
|
LOW |
124-175 |
|
0.618 |
124-079 |
|
1.000 |
124-020 |
|
1.618 |
123-244 |
|
2.618 |
123-089 |
|
4.250 |
122-156 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-254 |
124-237 |
| PP |
124-253 |
124-218 |
| S1 |
124-252 |
124-200 |
|