ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-190 |
125-075 |
-0-115 |
-0.3% |
125-070 |
| High |
125-235 |
125-165 |
-0-070 |
-0.2% |
125-235 |
| Low |
125-050 |
125-060 |
0-010 |
0.0% |
124-240 |
| Close |
125-090 |
125-085 |
-0-005 |
0.0% |
125-090 |
| Range |
0-185 |
0-105 |
-0-080 |
-43.2% |
0-315 |
| ATR |
0-156 |
0-152 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,002,418 |
710,502 |
-291,916 |
-29.1% |
5,144,772 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-098 |
126-037 |
125-143 |
|
| R3 |
125-313 |
125-252 |
125-114 |
|
| R2 |
125-208 |
125-208 |
125-104 |
|
| R1 |
125-147 |
125-147 |
125-095 |
125-178 |
| PP |
125-103 |
125-103 |
125-103 |
125-119 |
| S1 |
125-042 |
125-042 |
125-075 |
125-072 |
| S2 |
124-318 |
124-318 |
125-066 |
|
| S3 |
124-213 |
124-257 |
125-056 |
|
| S4 |
124-108 |
124-152 |
125-027 |
|
|
| 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% |
0-154 |
0.4% |
52% |
False |
False |
1,059,433 |
| 10 |
125-235 |
124-105 |
1-130 |
1.1% |
0-152 |
0.4% |
67% |
False |
False |
1,009,210 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-144 |
0.4% |
76% |
False |
False |
981,498 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
67% |
False |
False |
1,067,914 |
| 60 |
126-000 |
122-270 |
3-050 |
2.5% |
0-150 |
0.4% |
77% |
False |
False |
719,758 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-137 |
0.3% |
82% |
False |
False |
540,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-291 |
|
2.618 |
126-120 |
|
1.618 |
126-015 |
|
1.000 |
125-270 |
|
0.618 |
125-230 |
|
HIGH |
125-165 |
|
0.618 |
125-125 |
|
0.500 |
125-112 |
|
0.382 |
125-100 |
|
LOW |
125-060 |
|
0.618 |
124-315 |
|
1.000 |
124-275 |
|
1.618 |
124-210 |
|
2.618 |
124-105 |
|
4.250 |
123-254 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-112 |
125-112 |
| PP |
125-103 |
125-103 |
| S1 |
125-094 |
125-094 |
|