ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-315 |
124-295 |
-0-020 |
-0.1% |
124-070 |
| High |
125-080 |
125-015 |
-0-065 |
-0.2% |
125-155 |
| Low |
124-240 |
124-240 |
0-000 |
0.0% |
124-020 |
| Close |
124-290 |
124-285 |
-0-005 |
0.0% |
125-070 |
| Range |
0-160 |
0-095 |
-0-065 |
-40.6% |
1-135 |
| ATR |
0-150 |
0-146 |
-0-004 |
-2.6% |
0-000 |
| Volume |
1,330,613 |
722,272 |
-608,341 |
-45.7% |
4,874,409 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-252 |
125-203 |
125-017 |
|
| R3 |
125-157 |
125-108 |
124-311 |
|
| R2 |
125-062 |
125-062 |
124-302 |
|
| R1 |
125-013 |
125-013 |
124-294 |
124-310 |
| PP |
124-287 |
124-287 |
124-287 |
124-275 |
| S1 |
124-238 |
124-238 |
124-276 |
124-215 |
| S2 |
124-192 |
124-192 |
124-268 |
|
| S3 |
124-097 |
124-143 |
124-259 |
|
| S4 |
124-002 |
124-048 |
124-233 |
|
|
| 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 |
124-240 |
0-235 |
0.6% |
0-128 |
0.3% |
19% |
False |
True |
935,501 |
| 10 |
125-155 |
123-260 |
1-215 |
1.3% |
0-153 |
0.4% |
64% |
False |
False |
987,317 |
| 20 |
125-155 |
123-250 |
1-225 |
1.4% |
0-146 |
0.4% |
65% |
False |
False |
994,709 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-152 |
0.4% |
50% |
False |
False |
993,480 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-147 |
0.4% |
68% |
False |
False |
665,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-099 |
|
2.618 |
125-264 |
|
1.618 |
125-169 |
|
1.000 |
125-110 |
|
0.618 |
125-074 |
|
HIGH |
125-015 |
|
0.618 |
124-299 |
|
0.500 |
124-288 |
|
0.382 |
124-276 |
|
LOW |
124-240 |
|
0.618 |
124-181 |
|
1.000 |
124-145 |
|
1.618 |
124-086 |
|
2.618 |
123-311 |
|
4.250 |
123-156 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-288 |
125-000 |
| PP |
124-287 |
124-308 |
| S1 |
124-286 |
124-297 |
|