ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
125-000 |
125-030 |
0-030 |
0.1% |
124-120 |
| High |
125-090 |
125-075 |
-0-015 |
0.0% |
125-090 |
| Low |
124-315 |
124-305 |
-0-010 |
0.0% |
124-070 |
| Close |
125-030 |
125-055 |
0-025 |
0.1% |
125-030 |
| Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
1-020 |
| ATR |
0-152 |
0-148 |
-0-004 |
-2.9% |
0-000 |
| Volume |
751,827 |
825,135 |
73,308 |
9.8% |
4,855,096 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-308 |
125-272 |
125-104 |
|
| R3 |
125-218 |
125-182 |
125-080 |
|
| R2 |
125-128 |
125-128 |
125-072 |
|
| R1 |
125-092 |
125-092 |
125-063 |
125-110 |
| PP |
125-038 |
125-038 |
125-038 |
125-048 |
| S1 |
125-002 |
125-002 |
125-047 |
125-020 |
| S2 |
124-268 |
124-268 |
125-038 |
|
| S3 |
124-178 |
124-232 |
125-030 |
|
| S4 |
124-088 |
124-142 |
125-006 |
|
|
| 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% |
0-125 |
0.3% |
90% |
False |
False |
1,004,089 |
| 10 |
125-090 |
123-250 |
1-160 |
1.2% |
0-144 |
0.4% |
93% |
False |
False |
1,029,712 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-155 |
0.4% |
93% |
False |
False |
1,116,099 |
| 40 |
126-000 |
123-180 |
2-140 |
1.9% |
0-147 |
0.4% |
66% |
False |
False |
730,317 |
| 60 |
126-000 |
122-070 |
3-250 |
3.0% |
0-143 |
0.4% |
78% |
False |
False |
487,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-138 |
|
2.618 |
125-311 |
|
1.618 |
125-221 |
|
1.000 |
125-165 |
|
0.618 |
125-131 |
|
HIGH |
125-075 |
|
0.618 |
125-041 |
|
0.500 |
125-030 |
|
0.382 |
125-019 |
|
LOW |
124-305 |
|
0.618 |
124-249 |
|
1.000 |
124-215 |
|
1.618 |
124-159 |
|
2.618 |
124-069 |
|
4.250 |
123-242 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-047 |
125-036 |
| PP |
125-038 |
125-017 |
| S1 |
125-030 |
124-318 |
|