ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-315 |
125-190 |
0-195 |
0.5% |
125-070 |
| High |
125-215 |
125-235 |
0-020 |
0.0% |
125-235 |
| Low |
124-310 |
125-050 |
0-060 |
0.2% |
124-240 |
| Close |
125-115 |
125-090 |
-0-025 |
-0.1% |
125-090 |
| Range |
0-225 |
0-185 |
-0-040 |
-17.8% |
0-315 |
| ATR |
0-154 |
0-156 |
0-002 |
1.5% |
0-000 |
| Volume |
1,531,360 |
1,002,418 |
-528,942 |
-34.5% |
5,144,772 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-040 |
126-250 |
125-192 |
|
| R3 |
126-175 |
126-065 |
125-141 |
|
| R2 |
125-310 |
125-310 |
125-124 |
|
| R1 |
125-200 |
125-200 |
125-107 |
125-162 |
| PP |
125-125 |
125-125 |
125-125 |
125-106 |
| S1 |
125-015 |
125-015 |
125-073 |
124-298 |
| S2 |
124-260 |
124-260 |
125-056 |
|
| S3 |
124-075 |
124-150 |
125-039 |
|
| S4 |
123-210 |
123-285 |
124-308 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-067 |
127-233 |
125-263 |
|
| R3 |
127-072 |
126-238 |
125-177 |
|
| R2 |
126-077 |
126-077 |
125-148 |
|
| R1 |
125-243 |
125-243 |
125-119 |
126-000 |
| PP |
125-082 |
125-082 |
125-082 |
125-120 |
| S1 |
124-248 |
124-248 |
125-061 |
125-005 |
| S2 |
124-087 |
124-087 |
125-032 |
|
| S3 |
123-092 |
123-253 |
125-003 |
|
| S4 |
122-097 |
122-258 |
124-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-235 |
124-240 |
0-315 |
0.8% |
0-151 |
0.4% |
54% |
True |
False |
1,028,954 |
| 10 |
125-235 |
124-020 |
1-215 |
1.3% |
0-152 |
0.4% |
73% |
True |
False |
1,001,918 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-145 |
0.4% |
76% |
True |
False |
988,438 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
68% |
False |
False |
1,053,083 |
| 60 |
126-000 |
122-230 |
3-090 |
2.6% |
0-150 |
0.4% |
78% |
False |
False |
708,018 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-136 |
0.3% |
82% |
False |
False |
531,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-061 |
|
2.618 |
127-079 |
|
1.618 |
126-214 |
|
1.000 |
126-100 |
|
0.618 |
126-029 |
|
HIGH |
125-235 |
|
0.618 |
125-164 |
|
0.500 |
125-142 |
|
0.382 |
125-121 |
|
LOW |
125-050 |
|
0.618 |
124-256 |
|
1.000 |
124-185 |
|
1.618 |
124-071 |
|
2.618 |
123-206 |
|
4.250 |
122-224 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-142 |
125-086 |
| PP |
125-125 |
125-082 |
| S1 |
125-108 |
125-078 |
|