ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
125-095 |
125-050 |
-0-045 |
-0.1% |
125-075 |
High |
125-105 |
125-140 |
0-035 |
0.1% |
125-175 |
Low |
125-020 |
125-010 |
-0-010 |
0.0% |
124-300 |
Close |
125-040 |
125-120 |
0-080 |
0.2% |
125-100 |
Range |
0-085 |
0-130 |
0-045 |
52.9% |
0-195 |
ATR |
0-142 |
0-141 |
-0-001 |
-0.6% |
0-000 |
Volume |
765,567 |
1,129,557 |
363,990 |
47.5% |
4,458,255 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-160 |
126-110 |
125-192 |
|
R3 |
126-030 |
125-300 |
125-156 |
|
R2 |
125-220 |
125-220 |
125-144 |
|
R1 |
125-170 |
125-170 |
125-132 |
125-195 |
PP |
125-090 |
125-090 |
125-090 |
125-102 |
S1 |
125-040 |
125-040 |
125-108 |
125-065 |
S2 |
124-280 |
124-280 |
125-096 |
|
S3 |
124-150 |
124-230 |
125-084 |
|
S4 |
124-020 |
124-100 |
125-048 |
|
|
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% |
0-119 |
0.3% |
72% |
False |
False |
924,119 |
10 |
125-235 |
124-240 |
0-315 |
0.8% |
0-133 |
0.3% |
63% |
False |
False |
960,942 |
20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-144 |
0.4% |
81% |
False |
False |
979,630 |
40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-150 |
0.4% |
82% |
False |
False |
1,047,865 |
60 |
126-000 |
123-180 |
2-140 |
1.9% |
0-146 |
0.4% |
74% |
False |
False |
813,421 |
80 |
126-000 |
122-070 |
3-250 |
3.0% |
0-143 |
0.4% |
83% |
False |
False |
610,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-052 |
2.618 |
126-160 |
1.618 |
126-030 |
1.000 |
125-270 |
0.618 |
125-220 |
HIGH |
125-140 |
0.618 |
125-090 |
0.500 |
125-075 |
0.382 |
125-060 |
LOW |
125-010 |
0.618 |
124-250 |
1.000 |
124-200 |
1.618 |
124-120 |
2.618 |
123-310 |
4.250 |
123-098 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
125-105 |
125-100 |
PP |
125-090 |
125-080 |
S1 |
125-075 |
125-060 |
|