ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-290 |
125-040 |
0-070 |
0.2% |
124-070 |
| High |
125-155 |
125-120 |
-0-035 |
-0.1% |
125-155 |
| Low |
124-290 |
125-010 |
0-040 |
0.1% |
124-020 |
| Close |
125-055 |
125-070 |
0-015 |
0.0% |
125-070 |
| Range |
0-185 |
0-110 |
-0-075 |
-40.5% |
1-135 |
| ATR |
0-157 |
0-154 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,404,292 |
662,222 |
-742,070 |
-52.8% |
4,874,409 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-077 |
126-023 |
125-130 |
|
| R3 |
125-287 |
125-233 |
125-100 |
|
| R2 |
125-177 |
125-177 |
125-090 |
|
| R1 |
125-123 |
125-123 |
125-080 |
125-150 |
| PP |
125-067 |
125-067 |
125-067 |
125-080 |
| S1 |
125-013 |
125-013 |
125-060 |
125-040 |
| S2 |
124-277 |
124-277 |
125-050 |
|
| S3 |
124-167 |
124-223 |
125-040 |
|
| S4 |
124-057 |
124-113 |
125-010 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-060 |
128-200 |
126-000 |
|
| R3 |
127-245 |
127-065 |
125-195 |
|
| R2 |
126-110 |
126-110 |
125-153 |
|
| R1 |
125-250 |
125-250 |
125-112 |
126-020 |
| PP |
124-295 |
124-295 |
124-295 |
125-020 |
| S1 |
124-115 |
124-115 |
125-028 |
124-205 |
| S2 |
123-160 |
123-160 |
124-307 |
|
| S3 |
122-025 |
122-300 |
124-265 |
|
| S4 |
120-210 |
121-165 |
124-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-155 |
124-020 |
1-135 |
1.1% |
0-154 |
0.4% |
81% |
False |
False |
974,881 |
| 10 |
125-155 |
123-260 |
1-215 |
1.3% |
0-148 |
0.4% |
84% |
False |
False |
967,141 |
| 20 |
125-155 |
123-250 |
1-225 |
1.4% |
0-150 |
0.4% |
84% |
False |
False |
1,018,568 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
65% |
False |
False |
930,337 |
| 60 |
126-000 |
122-180 |
3-140 |
2.7% |
0-146 |
0.4% |
77% |
False |
False |
622,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-268 |
|
2.618 |
126-088 |
|
1.618 |
125-298 |
|
1.000 |
125-230 |
|
0.618 |
125-188 |
|
HIGH |
125-120 |
|
0.618 |
125-078 |
|
0.500 |
125-065 |
|
0.382 |
125-052 |
|
LOW |
125-010 |
|
0.618 |
124-262 |
|
1.000 |
124-220 |
|
1.618 |
124-152 |
|
2.618 |
124-042 |
|
4.250 |
123-182 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-068 |
125-042 |
| PP |
125-067 |
125-013 |
| S1 |
125-065 |
124-305 |
|