ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
124-265 |
124-160 |
-0-105 |
-0.3% |
123-210 |
| High |
125-025 |
124-280 |
-0-065 |
-0.2% |
124-300 |
| Low |
124-145 |
124-115 |
-0-030 |
-0.1% |
123-200 |
| Close |
124-190 |
124-190 |
0-000 |
0.0% |
124-255 |
| Range |
0-200 |
0-165 |
-0-035 |
-17.5% |
1-100 |
| ATR |
0-169 |
0-169 |
0-000 |
-0.2% |
0-000 |
| Volume |
958,768 |
1,383,060 |
424,292 |
44.3% |
6,578,824 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-050 |
125-285 |
124-281 |
|
| R3 |
125-205 |
125-120 |
124-235 |
|
| R2 |
125-040 |
125-040 |
124-220 |
|
| R1 |
124-275 |
124-275 |
124-205 |
124-318 |
| PP |
124-195 |
124-195 |
124-195 |
124-216 |
| S1 |
124-110 |
124-110 |
124-175 |
124-152 |
| S2 |
124-030 |
124-030 |
124-160 |
|
| S3 |
123-185 |
123-265 |
124-145 |
|
| S4 |
123-020 |
123-100 |
124-099 |
|
|
| 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 |
123-230 |
1-115 |
1.1% |
0-187 |
0.5% |
64% |
False |
False |
1,315,647 |
| 10 |
125-025 |
122-225 |
2-120 |
1.9% |
0-178 |
0.4% |
80% |
False |
False |
1,339,691 |
| 20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-169 |
0.4% |
80% |
False |
False |
1,290,042 |
| 40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-168 |
0.4% |
76% |
False |
False |
1,189,049 |
| 60 |
125-065 |
122-110 |
2-275 |
2.3% |
0-167 |
0.4% |
79% |
False |
False |
795,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-021 |
|
2.618 |
126-072 |
|
1.618 |
125-227 |
|
1.000 |
125-125 |
|
0.618 |
125-062 |
|
HIGH |
124-280 |
|
0.618 |
124-217 |
|
0.500 |
124-198 |
|
0.382 |
124-178 |
|
LOW |
124-115 |
|
0.618 |
124-013 |
|
1.000 |
123-270 |
|
1.618 |
123-168 |
|
2.618 |
123-003 |
|
4.250 |
122-054 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-198 |
124-230 |
| PP |
124-195 |
124-217 |
| S1 |
124-192 |
124-203 |
|