ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
125-100 |
125-135 |
0-035 |
0.1% |
125-070 |
High |
125-145 |
125-175 |
0-030 |
0.1% |
125-235 |
Low |
125-020 |
125-095 |
0-075 |
0.2% |
124-240 |
Close |
125-130 |
125-135 |
0-005 |
0.0% |
125-090 |
Range |
0-125 |
0-080 |
-0-045 |
-36.0% |
0-315 |
ATR |
0-150 |
0-145 |
-0-005 |
-3.3% |
0-000 |
Volume |
1,022,281 |
608,591 |
-413,690 |
-40.5% |
5,144,772 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-055 |
126-015 |
125-179 |
|
R3 |
125-295 |
125-255 |
125-157 |
|
R2 |
125-215 |
125-215 |
125-150 |
|
R1 |
125-175 |
125-175 |
125-142 |
125-175 |
PP |
125-135 |
125-135 |
125-135 |
125-135 |
S1 |
125-095 |
125-095 |
125-128 |
125-095 |
S2 |
125-055 |
125-055 |
125-120 |
|
S3 |
124-295 |
125-015 |
125-113 |
|
S4 |
124-215 |
124-255 |
125-091 |
|
|
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 |
124-310 |
0-245 |
0.6% |
0-144 |
0.4% |
59% |
False |
False |
975,030 |
10 |
125-235 |
124-240 |
0-315 |
0.8% |
0-136 |
0.3% |
68% |
False |
False |
955,266 |
20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-142 |
0.4% |
84% |
False |
False |
973,509 |
40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
74% |
False |
False |
1,098,655 |
60 |
126-000 |
122-270 |
3-050 |
2.5% |
0-151 |
0.4% |
82% |
False |
False |
746,792 |
80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-139 |
0.3% |
86% |
False |
False |
560,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-195 |
2.618 |
126-064 |
1.618 |
125-304 |
1.000 |
125-255 |
0.618 |
125-224 |
HIGH |
125-175 |
0.618 |
125-144 |
0.500 |
125-135 |
0.382 |
125-126 |
LOW |
125-095 |
0.618 |
125-046 |
1.000 |
125-015 |
1.618 |
124-286 |
2.618 |
124-206 |
4.250 |
124-075 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
125-135 |
125-122 |
PP |
125-135 |
125-110 |
S1 |
125-135 |
125-098 |
|