ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
124-245 |
0-115 |
0.3% |
125-030 |
| High |
124-280 |
125-000 |
0-040 |
0.1% |
125-075 |
| Low |
124-105 |
124-135 |
0-030 |
0.1% |
123-260 |
| Close |
124-240 |
124-315 |
0-075 |
0.2% |
124-070 |
| Range |
0-175 |
0-185 |
0-010 |
5.7% |
1-135 |
| ATR |
0-153 |
0-155 |
0-002 |
1.5% |
0-000 |
| Volume |
1,023,765 |
1,146,552 |
122,787 |
12.0% |
4,045,182 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-172 |
126-108 |
125-097 |
|
| R3 |
125-307 |
125-243 |
125-046 |
|
| R2 |
125-122 |
125-122 |
125-029 |
|
| R1 |
125-058 |
125-058 |
125-012 |
125-090 |
| PP |
124-257 |
124-257 |
124-257 |
124-272 |
| S1 |
124-193 |
124-193 |
124-298 |
124-225 |
| S2 |
124-072 |
124-072 |
124-281 |
|
| S3 |
123-207 |
124-008 |
124-264 |
|
| S4 |
123-022 |
123-143 |
124-213 |
|
|
| 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 |
125-000 |
123-260 |
1-060 |
1.0% |
0-178 |
0.4% |
99% |
True |
False |
1,039,133 |
| 10 |
125-090 |
123-260 |
1-150 |
1.2% |
0-149 |
0.4% |
80% |
False |
False |
991,752 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-154 |
0.4% |
80% |
False |
False |
1,037,386 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-157 |
0.4% |
54% |
False |
False |
879,544 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-145 |
0.4% |
70% |
False |
False |
587,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-146 |
|
2.618 |
126-164 |
|
1.618 |
125-299 |
|
1.000 |
125-185 |
|
0.618 |
125-114 |
|
HIGH |
125-000 |
|
0.618 |
124-249 |
|
0.500 |
124-228 |
|
0.382 |
124-206 |
|
LOW |
124-135 |
|
0.618 |
124-021 |
|
1.000 |
123-270 |
|
1.618 |
123-156 |
|
2.618 |
122-291 |
|
4.250 |
121-309 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-286 |
124-267 |
| PP |
124-257 |
124-218 |
| S1 |
124-228 |
124-170 |
|