ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-030 |
125-025 |
-0-005 |
0.0% |
124-120 |
| High |
125-075 |
125-050 |
-0-025 |
-0.1% |
125-090 |
| Low |
124-305 |
124-260 |
-0-045 |
-0.1% |
124-070 |
| Close |
125-055 |
124-280 |
-0-095 |
-0.2% |
125-030 |
| Range |
0-090 |
0-110 |
0-020 |
22.2% |
1-020 |
| ATR |
0-148 |
0-146 |
-0-002 |
-1.6% |
0-000 |
| Volume |
825,135 |
832,276 |
7,141 |
0.9% |
4,855,096 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-313 |
125-247 |
125-020 |
|
| R3 |
125-203 |
125-137 |
124-310 |
|
| R2 |
125-093 |
125-093 |
124-300 |
|
| R1 |
125-027 |
125-027 |
124-290 |
125-005 |
| PP |
124-303 |
124-303 |
124-303 |
124-292 |
| S1 |
124-237 |
124-237 |
124-270 |
124-215 |
| S2 |
124-193 |
124-193 |
124-260 |
|
| S3 |
124-083 |
124-127 |
124-250 |
|
| S4 |
123-293 |
124-017 |
124-220 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-017 |
127-203 |
125-217 |
|
| R3 |
126-317 |
126-183 |
125-124 |
|
| R2 |
125-297 |
125-297 |
125-092 |
|
| R1 |
125-163 |
125-163 |
125-061 |
125-230 |
| PP |
124-277 |
124-277 |
124-277 |
124-310 |
| S1 |
124-143 |
124-143 |
124-319 |
124-210 |
| S2 |
123-257 |
123-257 |
124-288 |
|
| S3 |
122-237 |
123-123 |
124-256 |
|
| S4 |
121-217 |
122-103 |
124-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-090 |
124-175 |
0-235 |
0.6% |
0-120 |
0.3% |
45% |
False |
False |
944,371 |
| 10 |
125-090 |
123-250 |
1-160 |
1.2% |
0-138 |
0.3% |
73% |
False |
False |
1,002,101 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-150 |
0.4% |
73% |
False |
False |
1,092,478 |
| 40 |
126-000 |
123-180 |
2-140 |
2.0% |
0-147 |
0.4% |
54% |
False |
False |
750,940 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-142 |
0.4% |
67% |
False |
False |
501,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-198 |
|
2.618 |
126-018 |
|
1.618 |
125-228 |
|
1.000 |
125-160 |
|
0.618 |
125-118 |
|
HIGH |
125-050 |
|
0.618 |
125-008 |
|
0.500 |
124-315 |
|
0.382 |
124-302 |
|
LOW |
124-260 |
|
0.618 |
124-192 |
|
1.000 |
124-150 |
|
1.618 |
124-082 |
|
2.618 |
123-292 |
|
4.250 |
123-112 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-315 |
125-015 |
| PP |
124-303 |
124-317 |
| S1 |
124-292 |
124-298 |
|