ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-075 |
125-100 |
0-025 |
0.1% |
125-070 |
| High |
125-165 |
125-145 |
-0-020 |
0.0% |
125-235 |
| Low |
125-060 |
125-020 |
-0-040 |
-0.1% |
124-240 |
| Close |
125-085 |
125-130 |
0-045 |
0.1% |
125-090 |
| Range |
0-105 |
0-125 |
0-020 |
19.0% |
0-315 |
| ATR |
0-152 |
0-150 |
-0-002 |
-1.3% |
0-000 |
| Volume |
710,502 |
1,022,281 |
311,779 |
43.9% |
5,144,772 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-153 |
126-107 |
125-199 |
|
| R3 |
126-028 |
125-302 |
125-164 |
|
| R2 |
125-223 |
125-223 |
125-153 |
|
| R1 |
125-177 |
125-177 |
125-141 |
125-200 |
| PP |
125-098 |
125-098 |
125-098 |
125-110 |
| S1 |
125-052 |
125-052 |
125-119 |
125-075 |
| S2 |
124-293 |
124-293 |
125-107 |
|
| S3 |
124-168 |
124-247 |
125-096 |
|
| S4 |
124-043 |
124-122 |
125-061 |
|
|
| 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% |
0-147 |
0.4% |
67% |
False |
False |
997,766 |
| 10 |
125-235 |
124-135 |
1-100 |
1.0% |
0-146 |
0.4% |
75% |
False |
False |
1,009,062 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-145 |
0.4% |
83% |
False |
False |
999,623 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-155 |
0.4% |
73% |
False |
False |
1,089,219 |
| 60 |
126-000 |
122-270 |
3-050 |
2.5% |
0-151 |
0.4% |
81% |
False |
False |
736,740 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-138 |
0.3% |
85% |
False |
False |
552,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-036 |
|
2.618 |
126-152 |
|
1.618 |
126-027 |
|
1.000 |
125-270 |
|
0.618 |
125-222 |
|
HIGH |
125-145 |
|
0.618 |
125-097 |
|
0.500 |
125-082 |
|
0.382 |
125-068 |
|
LOW |
125-020 |
|
0.618 |
124-263 |
|
1.000 |
124-215 |
|
1.618 |
124-138 |
|
2.618 |
124-013 |
|
4.250 |
123-129 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-114 |
125-129 |
| PP |
125-098 |
125-128 |
| S1 |
125-082 |
125-128 |
|