ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-040 |
125-070 |
0-030 |
0.1% |
124-070 |
| High |
125-120 |
125-080 |
-0-040 |
-0.1% |
125-155 |
| Low |
125-010 |
124-310 |
-0-020 |
0.0% |
124-020 |
| Close |
125-070 |
124-310 |
-0-080 |
-0.2% |
125-070 |
| Range |
0-110 |
0-090 |
-0-020 |
-18.2% |
1-135 |
| ATR |
0-154 |
0-149 |
-0-005 |
-3.0% |
0-000 |
| Volume |
662,222 |
558,109 |
-104,113 |
-15.7% |
4,874,409 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-290 |
125-230 |
125-040 |
|
| R3 |
125-200 |
125-140 |
125-015 |
|
| R2 |
125-110 |
125-110 |
125-006 |
|
| R1 |
125-050 |
125-050 |
124-318 |
125-035 |
| PP |
125-020 |
125-020 |
125-020 |
125-012 |
| S1 |
124-280 |
124-280 |
124-302 |
124-265 |
| S2 |
124-250 |
124-250 |
124-294 |
|
| S3 |
124-160 |
124-190 |
124-285 |
|
| S4 |
124-070 |
124-100 |
124-260 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-060 |
128-200 |
126-000 |
|
| R3 |
127-245 |
127-065 |
125-195 |
|
| R2 |
126-110 |
126-110 |
125-153 |
|
| R1 |
125-250 |
125-250 |
125-112 |
126-020 |
| PP |
124-295 |
124-295 |
124-295 |
125-020 |
| S1 |
124-115 |
124-115 |
125-028 |
124-205 |
| S2 |
123-160 |
123-160 |
124-307 |
|
| S3 |
122-025 |
122-300 |
124-265 |
|
| S4 |
120-210 |
121-165 |
124-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-155 |
124-105 |
1-050 |
0.9% |
0-149 |
0.4% |
55% |
False |
False |
958,988 |
| 10 |
125-155 |
123-260 |
1-215 |
1.3% |
0-148 |
0.4% |
69% |
False |
False |
947,770 |
| 20 |
125-155 |
123-250 |
1-225 |
1.4% |
0-147 |
0.4% |
70% |
False |
False |
985,333 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-151 |
0.4% |
54% |
False |
False |
943,688 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-147 |
0.4% |
70% |
False |
False |
631,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-142 |
|
2.618 |
125-316 |
|
1.618 |
125-226 |
|
1.000 |
125-170 |
|
0.618 |
125-136 |
|
HIGH |
125-080 |
|
0.618 |
125-046 |
|
0.500 |
125-035 |
|
0.382 |
125-024 |
|
LOW |
124-310 |
|
0.618 |
124-254 |
|
1.000 |
124-220 |
|
1.618 |
124-164 |
|
2.618 |
124-074 |
|
4.250 |
123-248 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-035 |
125-062 |
| PP |
125-020 |
125-038 |
| S1 |
125-005 |
125-014 |
|