ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-190 |
124-245 |
0-055 |
0.1% |
124-100 |
| High |
125-010 |
125-055 |
0-045 |
0.1% |
124-235 |
| Low |
124-175 |
124-225 |
0-050 |
0.1% |
123-250 |
| Close |
124-255 |
125-025 |
0-090 |
0.2% |
124-085 |
| Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
0-305 |
| ATR |
0-157 |
0-157 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,181,032 |
1,131,588 |
-49,444 |
-4.2% |
5,373,871 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-125 |
126-065 |
125-108 |
|
| R3 |
125-295 |
125-235 |
125-066 |
|
| R2 |
125-145 |
125-145 |
125-052 |
|
| R1 |
125-085 |
125-085 |
125-039 |
125-115 |
| PP |
124-315 |
124-315 |
124-315 |
125-010 |
| S1 |
124-255 |
124-255 |
125-011 |
124-285 |
| S2 |
124-165 |
124-165 |
124-318 |
|
| S3 |
124-015 |
124-105 |
124-304 |
|
| S4 |
123-185 |
123-275 |
124-262 |
|
|
| 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 |
125-055 |
124-025 |
1-030 |
0.9% |
0-132 |
0.3% |
91% |
True |
False |
990,516 |
| 10 |
125-055 |
123-250 |
1-125 |
1.1% |
0-152 |
0.4% |
93% |
True |
False |
1,069,995 |
| 20 |
125-175 |
123-250 |
1-245 |
1.4% |
0-161 |
0.4% |
73% |
False |
False |
1,163,635 |
| 40 |
126-000 |
122-280 |
3-040 |
2.5% |
0-156 |
0.4% |
71% |
False |
False |
691,141 |
| 60 |
126-000 |
122-000 |
4-000 |
3.2% |
0-142 |
0.4% |
77% |
False |
False |
461,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-052 |
|
2.618 |
126-128 |
|
1.618 |
125-298 |
|
1.000 |
125-205 |
|
0.618 |
125-148 |
|
HIGH |
125-055 |
|
0.618 |
124-318 |
|
0.500 |
124-300 |
|
0.382 |
124-282 |
|
LOW |
124-225 |
|
0.618 |
124-132 |
|
1.000 |
124-075 |
|
1.618 |
123-302 |
|
2.618 |
123-152 |
|
4.250 |
122-228 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-010 |
124-304 |
| PP |
124-315 |
124-263 |
| S1 |
124-300 |
124-222 |
|