ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-080 |
-0-040 |
-0.1% |
124-100 |
| High |
124-170 |
124-205 |
0-035 |
0.1% |
124-235 |
| Low |
124-070 |
124-070 |
0-000 |
0.0% |
123-250 |
| Close |
124-085 |
124-180 |
0-095 |
0.2% |
124-085 |
| Range |
0-100 |
0-135 |
0-035 |
35.0% |
0-305 |
| ATR |
0-159 |
0-157 |
-0-002 |
-1.1% |
0-000 |
| Volume |
659,782 |
1,130,867 |
471,085 |
71.4% |
5,373,871 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-237 |
125-183 |
124-254 |
|
| R3 |
125-102 |
125-048 |
124-217 |
|
| R2 |
124-287 |
124-287 |
124-205 |
|
| R1 |
124-233 |
124-233 |
124-192 |
124-260 |
| PP |
124-152 |
124-152 |
124-152 |
124-165 |
| S1 |
124-098 |
124-098 |
124-168 |
124-125 |
| S2 |
124-017 |
124-017 |
124-155 |
|
| S3 |
123-202 |
123-283 |
124-143 |
|
| S4 |
123-067 |
123-148 |
124-106 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-038 |
126-207 |
124-253 |
|
| R3 |
126-053 |
125-222 |
124-169 |
|
| R2 |
125-068 |
125-068 |
124-141 |
|
| R1 |
124-237 |
124-237 |
124-113 |
124-160 |
| PP |
124-083 |
124-083 |
124-083 |
124-045 |
| S1 |
123-252 |
123-252 |
124-057 |
123-175 |
| S2 |
123-098 |
123-098 |
124-029 |
|
| S3 |
122-113 |
122-267 |
124-001 |
|
| S4 |
121-128 |
121-282 |
123-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-235 |
123-250 |
0-305 |
0.8% |
0-156 |
0.4% |
82% |
False |
False |
1,059,830 |
| 10 |
124-235 |
123-250 |
0-305 |
0.8% |
0-159 |
0.4% |
82% |
False |
False |
1,083,019 |
| 20 |
126-000 |
123-250 |
2-070 |
1.8% |
0-166 |
0.4% |
35% |
False |
False |
1,223,802 |
| 40 |
126-000 |
122-270 |
3-050 |
2.5% |
0-155 |
0.4% |
54% |
False |
False |
633,433 |
| 60 |
126-000 |
122-000 |
4-000 |
3.2% |
0-138 |
0.3% |
64% |
False |
False |
422,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-139 |
|
2.618 |
125-238 |
|
1.618 |
125-103 |
|
1.000 |
125-020 |
|
0.618 |
124-288 |
|
HIGH |
124-205 |
|
0.618 |
124-153 |
|
0.500 |
124-138 |
|
0.382 |
124-122 |
|
LOW |
124-070 |
|
0.618 |
123-307 |
|
1.000 |
123-255 |
|
1.618 |
123-172 |
|
2.618 |
123-037 |
|
4.250 |
122-136 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-166 |
124-158 |
| PP |
124-152 |
124-137 |
| S1 |
124-138 |
124-115 |
|