ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-035 |
125-095 |
0-060 |
0.1% |
125-075 |
| High |
125-115 |
125-105 |
-0-010 |
0.0% |
125-175 |
| Low |
124-300 |
125-020 |
0-040 |
0.1% |
124-300 |
| Close |
125-100 |
125-040 |
-0-060 |
-0.1% |
125-100 |
| Range |
0-135 |
0-085 |
-0-050 |
-37.0% |
0-195 |
| ATR |
0-146 |
0-142 |
-0-004 |
-3.0% |
0-000 |
| Volume |
942,499 |
765,567 |
-176,932 |
-18.8% |
4,458,255 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-310 |
125-260 |
125-087 |
|
| R3 |
125-225 |
125-175 |
125-063 |
|
| R2 |
125-140 |
125-140 |
125-056 |
|
| R1 |
125-090 |
125-090 |
125-048 |
125-072 |
| PP |
125-055 |
125-055 |
125-055 |
125-046 |
| S1 |
125-005 |
125-005 |
125-032 |
124-308 |
| S2 |
124-290 |
124-290 |
125-024 |
|
| S3 |
124-205 |
124-240 |
125-017 |
|
| S4 |
124-120 |
124-155 |
124-313 |
|
|
| 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% |
0-118 |
0.3% |
31% |
False |
False |
902,664 |
| 10 |
125-235 |
124-240 |
0-315 |
0.8% |
0-136 |
0.3% |
38% |
False |
False |
981,048 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-142 |
0.4% |
68% |
False |
False |
964,409 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-151 |
0.4% |
69% |
False |
False |
1,051,443 |
| 60 |
126-000 |
122-280 |
3-040 |
2.5% |
0-150 |
0.4% |
72% |
False |
False |
794,689 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-142 |
0.4% |
78% |
False |
False |
596,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-146 |
|
2.618 |
126-008 |
|
1.618 |
125-243 |
|
1.000 |
125-190 |
|
0.618 |
125-158 |
|
HIGH |
125-105 |
|
0.618 |
125-073 |
|
0.500 |
125-062 |
|
0.382 |
125-052 |
|
LOW |
125-020 |
|
0.618 |
124-287 |
|
1.000 |
124-255 |
|
1.618 |
124-202 |
|
2.618 |
124-117 |
|
4.250 |
123-299 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-062 |
125-065 |
| PP |
125-055 |
125-057 |
| S1 |
125-048 |
125-048 |
|