ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
124-060 |
124-165 |
0-105 |
0.3% |
123-210 |
| High |
124-290 |
124-300 |
0-010 |
0.0% |
124-300 |
| Low |
124-045 |
124-150 |
0-105 |
0.3% |
123-200 |
| Close |
124-225 |
124-255 |
0-030 |
0.1% |
124-255 |
| Range |
0-245 |
0-150 |
-0-095 |
-38.8% |
1-100 |
| ATR |
0-168 |
0-166 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,752,487 |
1,224,315 |
-528,172 |
-30.1% |
6,578,824 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-045 |
125-300 |
125-018 |
|
| R3 |
125-215 |
125-150 |
124-296 |
|
| R2 |
125-065 |
125-065 |
124-282 |
|
| R1 |
125-000 |
125-000 |
124-269 |
125-032 |
| PP |
124-235 |
124-235 |
124-235 |
124-251 |
| S1 |
124-170 |
124-170 |
124-241 |
124-202 |
| S2 |
124-085 |
124-085 |
124-228 |
|
| S3 |
123-255 |
124-020 |
124-214 |
|
| S4 |
123-105 |
123-190 |
124-172 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-125 |
127-290 |
125-166 |
|
| R3 |
127-025 |
126-190 |
125-050 |
|
| R2 |
125-245 |
125-245 |
125-012 |
|
| R1 |
125-090 |
125-090 |
124-294 |
125-168 |
| PP |
124-145 |
124-145 |
124-145 |
124-184 |
| S1 |
123-310 |
123-310 |
124-216 |
124-068 |
| S2 |
123-045 |
123-045 |
124-178 |
|
| S3 |
121-265 |
122-210 |
124-140 |
|
| S4 |
120-165 |
121-110 |
124-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
123-200 |
1-100 |
1.1% |
0-163 |
0.4% |
89% |
True |
False |
1,315,764 |
| 10 |
124-300 |
122-225 |
2-075 |
1.8% |
0-163 |
0.4% |
94% |
True |
False |
1,331,549 |
| 20 |
124-300 |
122-225 |
2-075 |
1.8% |
0-164 |
0.4% |
94% |
True |
False |
1,267,977 |
| 40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-166 |
0.4% |
84% |
False |
False |
1,131,464 |
| 60 |
125-065 |
122-090 |
2-295 |
2.3% |
0-164 |
0.4% |
86% |
False |
False |
756,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-298 |
|
2.618 |
126-053 |
|
1.618 |
125-223 |
|
1.000 |
125-130 |
|
0.618 |
125-073 |
|
HIGH |
124-300 |
|
0.618 |
124-243 |
|
0.500 |
124-225 |
|
0.382 |
124-207 |
|
LOW |
124-150 |
|
0.618 |
124-057 |
|
1.000 |
124-000 |
|
1.618 |
123-227 |
|
2.618 |
123-077 |
|
4.250 |
122-152 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-245 |
124-205 |
| PP |
124-235 |
124-155 |
| S1 |
124-225 |
124-105 |
|