ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
125-110 |
0-060 |
0.1% |
125-075 |
| High |
125-140 |
125-135 |
-0-005 |
0.0% |
125-175 |
| Low |
125-010 |
124-140 |
-0-190 |
-0.5% |
124-300 |
| Close |
125-120 |
124-210 |
-0-230 |
-0.6% |
125-100 |
| Range |
0-130 |
0-315 |
0-185 |
142.3% |
0-195 |
| ATR |
0-141 |
0-153 |
0-012 |
8.8% |
0-000 |
| Volume |
1,129,557 |
1,830,910 |
701,353 |
62.1% |
4,458,255 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-253 |
127-067 |
125-063 |
|
| R3 |
126-258 |
126-072 |
124-297 |
|
| R2 |
125-263 |
125-263 |
124-268 |
|
| R1 |
125-077 |
125-077 |
124-239 |
125-012 |
| PP |
124-268 |
124-268 |
124-268 |
124-236 |
| S1 |
124-082 |
124-082 |
124-181 |
124-018 |
| S2 |
123-273 |
123-273 |
124-152 |
|
| S3 |
122-278 |
123-087 |
124-123 |
|
| S4 |
121-283 |
122-092 |
124-037 |
|
|
| 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 |
125-150 |
124-140 |
1-010 |
0.8% |
0-166 |
0.4% |
21% |
False |
True |
1,168,583 |
| 10 |
125-235 |
124-140 |
1-095 |
1.0% |
0-155 |
0.4% |
17% |
False |
True |
1,071,806 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-154 |
0.4% |
44% |
False |
False |
1,029,562 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-152 |
0.4% |
45% |
False |
False |
1,061,020 |
| 60 |
126-000 |
123-180 |
2-140 |
2.0% |
0-150 |
0.4% |
45% |
False |
False |
843,814 |
| 80 |
126-000 |
122-180 |
3-140 |
2.8% |
0-145 |
0.4% |
61% |
False |
False |
633,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-194 |
|
2.618 |
128-000 |
|
1.618 |
127-005 |
|
1.000 |
126-130 |
|
0.618 |
126-010 |
|
HIGH |
125-135 |
|
0.618 |
125-015 |
|
0.500 |
124-298 |
|
0.382 |
124-260 |
|
LOW |
124-140 |
|
0.618 |
123-265 |
|
1.000 |
123-145 |
|
1.618 |
122-270 |
|
2.618 |
121-275 |
|
4.250 |
120-081 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-298 |
124-300 |
| PP |
124-268 |
124-270 |
| S1 |
124-239 |
124-240 |
|