ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-275 |
124-140 |
-0-135 |
-0.3% |
124-120 |
| High |
124-315 |
124-160 |
-0-155 |
-0.4% |
125-090 |
| Low |
124-120 |
123-260 |
-0-180 |
-0.5% |
124-070 |
| Close |
124-125 |
124-070 |
-0-055 |
-0.1% |
125-030 |
| Range |
0-195 |
0-220 |
0-025 |
12.8% |
1-020 |
| ATR |
0-149 |
0-154 |
0-005 |
3.4% |
0-000 |
| Volume |
1,074,349 |
1,313,422 |
239,073 |
22.3% |
4,855,096 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-077 |
125-293 |
124-191 |
|
| R3 |
125-177 |
125-073 |
124-130 |
|
| R2 |
124-277 |
124-277 |
124-110 |
|
| R1 |
124-173 |
124-173 |
124-090 |
124-115 |
| PP |
124-057 |
124-057 |
124-057 |
124-028 |
| S1 |
123-273 |
123-273 |
124-050 |
123-215 |
| S2 |
123-157 |
123-157 |
124-030 |
|
| S3 |
122-257 |
123-053 |
124-010 |
|
| S4 |
122-037 |
122-153 |
123-269 |
|
|
| 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 |
123-260 |
1-150 |
1.2% |
0-142 |
0.4% |
28% |
False |
True |
959,401 |
| 10 |
125-090 |
123-260 |
1-150 |
1.2% |
0-137 |
0.3% |
28% |
False |
True |
974,959 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-153 |
0.4% |
29% |
False |
False |
1,066,598 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-152 |
0.4% |
20% |
False |
False |
810,446 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-146 |
0.4% |
48% |
False |
False |
541,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-135 |
|
2.618 |
126-096 |
|
1.618 |
125-196 |
|
1.000 |
125-060 |
|
0.618 |
124-296 |
|
HIGH |
124-160 |
|
0.618 |
124-076 |
|
0.500 |
124-050 |
|
0.382 |
124-024 |
|
LOW |
123-260 |
|
0.618 |
123-124 |
|
1.000 |
123-040 |
|
1.618 |
122-224 |
|
2.618 |
122-004 |
|
4.250 |
120-285 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-063 |
124-155 |
| PP |
124-057 |
124-127 |
| S1 |
124-050 |
124-098 |
|