ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
125-000 |
0-075 |
0.2% |
124-120 |
| High |
125-055 |
125-090 |
0-035 |
0.1% |
125-090 |
| Low |
124-225 |
124-315 |
0-090 |
0.2% |
124-070 |
| Close |
125-025 |
125-030 |
0-005 |
0.0% |
125-030 |
| Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
1-020 |
| ATR |
0-157 |
0-152 |
-0-004 |
-2.8% |
0-000 |
| Volume |
1,131,588 |
751,827 |
-379,761 |
-33.6% |
4,855,096 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-003 |
125-272 |
125-082 |
|
| R3 |
125-228 |
125-177 |
125-056 |
|
| R2 |
125-133 |
125-133 |
125-047 |
|
| R1 |
125-082 |
125-082 |
125-039 |
125-108 |
| PP |
125-038 |
125-038 |
125-038 |
125-051 |
| S1 |
124-307 |
124-307 |
125-021 |
125-012 |
| S2 |
124-263 |
124-263 |
125-013 |
|
| S3 |
124-168 |
124-212 |
125-004 |
|
| S4 |
124-073 |
124-117 |
124-298 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-017 |
127-203 |
125-217 |
|
| R3 |
126-317 |
126-183 |
125-124 |
|
| R2 |
125-297 |
125-297 |
125-092 |
|
| R1 |
125-163 |
125-163 |
125-061 |
125-230 |
| PP |
124-277 |
124-277 |
124-277 |
124-310 |
| S1 |
124-143 |
124-143 |
124-319 |
124-210 |
| S2 |
123-257 |
123-257 |
124-288 |
|
| S3 |
122-237 |
123-123 |
124-256 |
|
| S4 |
121-217 |
122-103 |
124-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-090 |
124-070 |
1-020 |
0.8% |
0-127 |
0.3% |
82% |
True |
False |
971,019 |
| 10 |
125-090 |
123-250 |
1-160 |
1.2% |
0-146 |
0.4% |
88% |
True |
False |
1,022,896 |
| 20 |
125-125 |
123-250 |
1-195 |
1.3% |
0-160 |
0.4% |
82% |
False |
False |
1,138,478 |
| 40 |
126-000 |
122-280 |
3-040 |
2.5% |
0-155 |
0.4% |
71% |
False |
False |
709,829 |
| 60 |
126-000 |
122-000 |
4-000 |
3.2% |
0-142 |
0.4% |
77% |
False |
False |
473,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-174 |
|
2.618 |
126-019 |
|
1.618 |
125-244 |
|
1.000 |
125-185 |
|
0.618 |
125-149 |
|
HIGH |
125-090 |
|
0.618 |
125-054 |
|
0.500 |
125-042 |
|
0.382 |
125-031 |
|
LOW |
124-315 |
|
0.618 |
124-256 |
|
1.000 |
124-220 |
|
1.618 |
124-161 |
|
2.618 |
124-066 |
|
4.250 |
123-231 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-042 |
125-011 |
| PP |
125-038 |
124-312 |
| S1 |
125-034 |
124-292 |
|