ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-130 |
125-035 |
-0-095 |
-0.2% |
125-075 |
| High |
125-150 |
125-115 |
-0-035 |
-0.1% |
125-175 |
| Low |
124-305 |
124-300 |
-0-005 |
0.0% |
124-300 |
| Close |
125-015 |
125-100 |
0-085 |
0.2% |
125-100 |
| Range |
0-165 |
0-135 |
-0-030 |
-18.2% |
0-195 |
| ATR |
0-147 |
0-146 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,174,382 |
942,499 |
-231,883 |
-19.7% |
4,458,255 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-150 |
126-100 |
125-174 |
|
| R3 |
126-015 |
125-285 |
125-137 |
|
| R2 |
125-200 |
125-200 |
125-125 |
|
| R1 |
125-150 |
125-150 |
125-112 |
125-175 |
| PP |
125-065 |
125-065 |
125-065 |
125-078 |
| S1 |
125-015 |
125-015 |
125-088 |
125-040 |
| S2 |
124-250 |
124-250 |
125-075 |
|
| S3 |
124-115 |
124-200 |
125-063 |
|
| S4 |
123-300 |
124-065 |
125-026 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-030 |
126-260 |
125-207 |
|
| R3 |
126-155 |
126-065 |
125-154 |
|
| R2 |
125-280 |
125-280 |
125-136 |
|
| R1 |
125-190 |
125-190 |
125-118 |
125-235 |
| PP |
125-085 |
125-085 |
125-085 |
125-108 |
| S1 |
124-315 |
124-315 |
125-082 |
125-040 |
| S2 |
124-210 |
124-210 |
125-064 |
|
| S3 |
124-015 |
124-120 |
125-046 |
|
| S4 |
123-140 |
123-245 |
124-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-175 |
124-300 |
0-195 |
0.5% |
0-122 |
0.3% |
62% |
False |
True |
891,651 |
| 10 |
125-235 |
124-240 |
0-315 |
0.8% |
0-136 |
0.3% |
57% |
False |
False |
960,302 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-142 |
0.4% |
78% |
False |
False |
963,722 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-152 |
0.4% |
78% |
False |
False |
1,063,679 |
| 60 |
126-000 |
122-280 |
3-040 |
2.5% |
0-151 |
0.4% |
78% |
False |
False |
782,001 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-142 |
0.4% |
83% |
False |
False |
586,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-049 |
|
2.618 |
126-148 |
|
1.618 |
126-013 |
|
1.000 |
125-250 |
|
0.618 |
125-198 |
|
HIGH |
125-115 |
|
0.618 |
125-063 |
|
0.500 |
125-048 |
|
0.382 |
125-032 |
|
LOW |
124-300 |
|
0.618 |
124-217 |
|
1.000 |
124-165 |
|
1.618 |
124-082 |
|
2.618 |
123-267 |
|
4.250 |
123-046 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-082 |
125-092 |
| PP |
125-065 |
125-085 |
| S1 |
125-048 |
125-078 |
|