ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
124-165 |
124-265 |
0-100 |
0.3% |
123-210 |
| High |
124-300 |
125-025 |
0-045 |
0.1% |
124-300 |
| Low |
124-150 |
124-145 |
-0-005 |
0.0% |
123-200 |
| Close |
124-255 |
124-190 |
-0-065 |
-0.2% |
124-255 |
| Range |
0-150 |
0-200 |
0-050 |
33.3% |
1-100 |
| ATR |
0-166 |
0-169 |
0-002 |
1.4% |
0-000 |
| Volume |
1,224,315 |
958,768 |
-265,547 |
-21.7% |
6,578,824 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-187 |
126-068 |
124-300 |
|
| R3 |
125-307 |
125-188 |
124-245 |
|
| R2 |
125-107 |
125-107 |
124-227 |
|
| R1 |
124-308 |
124-308 |
124-208 |
124-268 |
| PP |
124-227 |
124-227 |
124-227 |
124-206 |
| S1 |
124-108 |
124-108 |
124-172 |
124-068 |
| S2 |
124-027 |
124-027 |
124-153 |
|
| S3 |
123-147 |
123-228 |
124-135 |
|
| S4 |
122-267 |
123-028 |
124-080 |
|
|
| 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 |
125-025 |
123-225 |
1-120 |
1.1% |
0-179 |
0.4% |
65% |
True |
False |
1,282,893 |
| 10 |
125-025 |
122-225 |
2-120 |
1.9% |
0-170 |
0.4% |
80% |
True |
False |
1,298,368 |
| 20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-166 |
0.4% |
80% |
True |
False |
1,270,299 |
| 40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
76% |
False |
False |
1,154,860 |
| 60 |
125-065 |
122-110 |
2-275 |
2.3% |
0-165 |
0.4% |
79% |
False |
False |
771,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-235 |
|
2.618 |
126-229 |
|
1.618 |
126-029 |
|
1.000 |
125-225 |
|
0.618 |
125-149 |
|
HIGH |
125-025 |
|
0.618 |
124-269 |
|
0.500 |
124-245 |
|
0.382 |
124-221 |
|
LOW |
124-145 |
|
0.618 |
124-021 |
|
1.000 |
123-265 |
|
1.618 |
123-141 |
|
2.618 |
122-261 |
|
4.250 |
121-255 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-245 |
124-195 |
| PP |
124-227 |
124-193 |
| S1 |
124-208 |
124-192 |
|