ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-025 |
124-275 |
-0-070 |
-0.2% |
124-120 |
| High |
125-050 |
124-315 |
-0-055 |
-0.1% |
125-090 |
| Low |
124-260 |
124-120 |
-0-140 |
-0.4% |
124-070 |
| Close |
124-280 |
124-125 |
-0-155 |
-0.4% |
125-030 |
| Range |
0-110 |
0-195 |
0-085 |
77.3% |
1-020 |
| ATR |
0-146 |
0-149 |
0-004 |
2.4% |
0-000 |
| Volume |
832,276 |
1,074,349 |
242,073 |
29.1% |
4,855,096 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-132 |
126-003 |
124-232 |
|
| R3 |
125-257 |
125-128 |
124-179 |
|
| R2 |
125-062 |
125-062 |
124-161 |
|
| R1 |
124-253 |
124-253 |
124-143 |
124-220 |
| PP |
124-187 |
124-187 |
124-187 |
124-170 |
| S1 |
124-058 |
124-058 |
124-107 |
124-025 |
| S2 |
123-312 |
123-312 |
124-089 |
|
| S3 |
123-117 |
123-183 |
124-071 |
|
| S4 |
122-242 |
122-308 |
124-018 |
|
|
| 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 |
124-120 |
0-290 |
0.7% |
0-128 |
0.3% |
2% |
False |
True |
923,035 |
| 10 |
125-090 |
124-025 |
1-065 |
1.0% |
0-134 |
0.3% |
26% |
False |
False |
976,017 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-153 |
0.4% |
41% |
False |
False |
1,076,088 |
| 40 |
126-000 |
123-200 |
2-120 |
1.9% |
0-150 |
0.4% |
32% |
False |
False |
777,696 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-144 |
0.4% |
53% |
False |
False |
519,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-184 |
|
2.618 |
126-186 |
|
1.618 |
125-311 |
|
1.000 |
125-190 |
|
0.618 |
125-116 |
|
HIGH |
124-315 |
|
0.618 |
124-241 |
|
0.500 |
124-218 |
|
0.382 |
124-194 |
|
LOW |
124-120 |
|
0.618 |
123-319 |
|
1.000 |
123-245 |
|
1.618 |
123-124 |
|
2.618 |
122-249 |
|
4.250 |
121-251 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-218 |
124-258 |
| PP |
124-187 |
124-213 |
| S1 |
124-156 |
124-169 |
|