ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
124-290 |
0-045 |
0.1% |
125-030 |
| High |
125-000 |
125-155 |
0-155 |
0.4% |
125-075 |
| Low |
124-135 |
124-290 |
0-155 |
0.4% |
123-260 |
| Close |
124-315 |
125-055 |
0-060 |
0.2% |
124-070 |
| Range |
0-185 |
0-185 |
0-000 |
0.0% |
1-135 |
| ATR |
0-155 |
0-157 |
0-002 |
1.4% |
0-000 |
| Volume |
1,146,552 |
1,404,292 |
257,740 |
22.5% |
4,045,182 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-295 |
126-200 |
125-157 |
|
| R3 |
126-110 |
126-015 |
125-106 |
|
| R2 |
125-245 |
125-245 |
125-089 |
|
| R1 |
125-150 |
125-150 |
125-072 |
125-198 |
| PP |
125-060 |
125-060 |
125-060 |
125-084 |
| S1 |
124-285 |
124-285 |
125-038 |
125-012 |
| S2 |
124-195 |
124-195 |
125-021 |
|
| S3 |
124-010 |
124-100 |
125-004 |
|
| S4 |
123-145 |
123-235 |
124-273 |
|
|
| 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 |
125-155 |
123-260 |
1-215 |
1.3% |
0-176 |
0.4% |
81% |
True |
False |
1,105,121 |
| 10 |
125-155 |
123-260 |
1-215 |
1.3% |
0-152 |
0.4% |
81% |
True |
False |
1,014,078 |
| 20 |
125-155 |
123-250 |
1-225 |
1.4% |
0-156 |
0.4% |
82% |
True |
False |
1,053,514 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-158 |
0.4% |
63% |
False |
False |
914,369 |
| 60 |
126-000 |
122-180 |
3-140 |
2.7% |
0-146 |
0.4% |
76% |
False |
False |
611,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-301 |
|
2.618 |
126-319 |
|
1.618 |
126-134 |
|
1.000 |
126-020 |
|
0.618 |
125-269 |
|
HIGH |
125-155 |
|
0.618 |
125-084 |
|
0.500 |
125-062 |
|
0.382 |
125-041 |
|
LOW |
124-290 |
|
0.618 |
124-176 |
|
1.000 |
124-105 |
|
1.618 |
123-311 |
|
2.618 |
123-126 |
|
4.250 |
122-144 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-062 |
125-027 |
| PP |
125-060 |
124-318 |
| S1 |
125-058 |
124-290 |
|