ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
124-070 |
-0-070 |
-0.2% |
125-030 |
| High |
124-160 |
124-135 |
-0-025 |
-0.1% |
125-075 |
| Low |
123-260 |
124-020 |
0-080 |
0.2% |
123-260 |
| Close |
124-070 |
124-125 |
0-055 |
0.1% |
124-070 |
| Range |
0-220 |
0-115 |
-0-105 |
-47.7% |
1-135 |
| ATR |
0-154 |
0-151 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,313,422 |
637,578 |
-675,844 |
-51.5% |
4,045,182 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
125-077 |
124-188 |
|
| R3 |
125-003 |
124-282 |
124-157 |
|
| R2 |
124-208 |
124-208 |
124-146 |
|
| R1 |
124-167 |
124-167 |
124-136 |
124-188 |
| PP |
124-093 |
124-093 |
124-093 |
124-104 |
| S1 |
124-052 |
124-052 |
124-114 |
124-072 |
| S2 |
123-298 |
123-298 |
124-104 |
|
| S3 |
123-183 |
123-257 |
124-093 |
|
| S4 |
123-068 |
123-142 |
124-062 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-220 |
127-280 |
125-000 |
|
| R3 |
127-085 |
126-145 |
124-195 |
|
| R2 |
125-270 |
125-270 |
124-153 |
|
| R1 |
125-010 |
125-010 |
124-112 |
124-232 |
| PP |
124-135 |
124-135 |
124-135 |
124-086 |
| S1 |
123-195 |
123-195 |
124-028 |
123-098 |
| S2 |
123-000 |
123-000 |
123-307 |
|
| S3 |
121-185 |
122-060 |
123-265 |
|
| S4 |
120-050 |
120-245 |
123-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-075 |
123-260 |
1-135 |
1.1% |
0-146 |
0.4% |
41% |
False |
False |
936,552 |
| 10 |
125-090 |
123-260 |
1-150 |
1.2% |
0-136 |
0.3% |
39% |
False |
False |
953,785 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-148 |
0.4% |
41% |
False |
False |
1,022,211 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-152 |
0.4% |
27% |
False |
False |
826,106 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-145 |
0.4% |
53% |
False |
False |
551,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-304 |
|
2.618 |
125-116 |
|
1.618 |
125-001 |
|
1.000 |
124-250 |
|
0.618 |
124-206 |
|
HIGH |
124-135 |
|
0.618 |
124-091 |
|
0.500 |
124-078 |
|
0.382 |
124-064 |
|
LOW |
124-020 |
|
0.618 |
123-269 |
|
1.000 |
123-225 |
|
1.618 |
123-154 |
|
2.618 |
123-039 |
|
4.250 |
122-171 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-109 |
124-128 |
| PP |
124-093 |
124-127 |
| S1 |
124-078 |
124-126 |
|