ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
123-260 |
124-005 |
0-065 |
0.2% |
123-145 |
| High |
124-030 |
124-085 |
0-055 |
0.1% |
123-230 |
| Low |
123-225 |
123-230 |
0-005 |
0.0% |
122-225 |
| Close |
124-015 |
124-065 |
0-050 |
0.1% |
123-215 |
| Range |
0-125 |
0-175 |
0-050 |
40.0% |
1-005 |
| ATR |
0-161 |
0-162 |
0-001 |
0.6% |
0-000 |
| Volume |
1,219,288 |
1,259,609 |
40,321 |
3.3% |
6,736,672 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-225 |
125-160 |
124-161 |
|
| R3 |
125-050 |
124-305 |
124-113 |
|
| R2 |
124-195 |
124-195 |
124-097 |
|
| R1 |
124-130 |
124-130 |
124-081 |
124-162 |
| PP |
124-020 |
124-020 |
124-020 |
124-036 |
| S1 |
123-275 |
123-275 |
124-049 |
123-308 |
| S2 |
123-165 |
123-165 |
124-033 |
|
| S3 |
122-310 |
123-100 |
124-017 |
|
| S4 |
122-135 |
122-245 |
123-289 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-132 |
126-018 |
124-074 |
|
| R3 |
125-127 |
125-013 |
123-304 |
|
| R2 |
124-122 |
124-122 |
123-275 |
|
| R1 |
124-008 |
124-008 |
123-245 |
124-065 |
| PP |
123-117 |
123-117 |
123-117 |
123-145 |
| S1 |
123-003 |
123-003 |
123-185 |
123-060 |
| S2 |
122-112 |
122-112 |
123-155 |
|
| S3 |
121-107 |
121-318 |
123-126 |
|
| S4 |
120-102 |
120-313 |
123-036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-085 |
122-225 |
1-180 |
1.3% |
0-166 |
0.4% |
96% |
True |
False |
1,351,746 |
| 10 |
124-085 |
122-225 |
1-180 |
1.3% |
0-152 |
0.4% |
96% |
True |
False |
1,274,970 |
| 20 |
125-000 |
122-225 |
2-095 |
1.8% |
0-168 |
0.4% |
65% |
False |
False |
1,306,911 |
| 40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-164 |
0.4% |
60% |
False |
False |
1,057,745 |
| 60 |
125-065 |
122-060 |
3-005 |
2.4% |
0-161 |
0.4% |
67% |
False |
False |
706,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-189 |
|
2.618 |
125-223 |
|
1.618 |
125-048 |
|
1.000 |
124-260 |
|
0.618 |
124-193 |
|
HIGH |
124-085 |
|
0.618 |
124-018 |
|
0.500 |
123-318 |
|
0.382 |
123-297 |
|
LOW |
123-230 |
|
0.618 |
123-122 |
|
1.000 |
123-055 |
|
1.618 |
122-267 |
|
2.618 |
122-092 |
|
4.250 |
121-126 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-042 |
124-038 |
| PP |
124-020 |
124-010 |
| S1 |
123-318 |
123-302 |
|