ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-070 |
124-315 |
-0-075 |
-0.2% |
124-070 |
| High |
125-080 |
125-080 |
0-000 |
0.0% |
125-155 |
| Low |
124-310 |
124-240 |
-0-070 |
-0.2% |
124-020 |
| Close |
124-310 |
124-290 |
-0-020 |
-0.1% |
125-070 |
| Range |
0-090 |
0-160 |
0-070 |
77.8% |
1-135 |
| ATR |
0-149 |
0-150 |
0-001 |
0.5% |
0-000 |
| Volume |
558,109 |
1,330,613 |
772,504 |
138.4% |
4,874,409 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-150 |
126-060 |
125-058 |
|
| R3 |
125-310 |
125-220 |
125-014 |
|
| R2 |
125-150 |
125-150 |
124-319 |
|
| R1 |
125-060 |
125-060 |
124-305 |
125-025 |
| PP |
124-310 |
124-310 |
124-310 |
124-292 |
| S1 |
124-220 |
124-220 |
124-275 |
124-185 |
| S2 |
124-150 |
124-150 |
124-261 |
|
| S3 |
123-310 |
124-060 |
124-246 |
|
| S4 |
123-150 |
123-220 |
124-202 |
|
|
| 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 |
124-135 |
1-020 |
0.9% |
0-146 |
0.4% |
46% |
False |
False |
1,020,357 |
| 10 |
125-155 |
123-260 |
1-215 |
1.3% |
0-154 |
0.4% |
65% |
False |
False |
998,317 |
| 20 |
125-155 |
123-250 |
1-225 |
1.4% |
0-150 |
0.4% |
66% |
False |
False |
1,014,015 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-152 |
0.4% |
51% |
False |
False |
976,402 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-146 |
0.4% |
68% |
False |
False |
653,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-120 |
|
2.618 |
126-179 |
|
1.618 |
126-019 |
|
1.000 |
125-240 |
|
0.618 |
125-179 |
|
HIGH |
125-080 |
|
0.618 |
125-019 |
|
0.500 |
125-000 |
|
0.382 |
124-301 |
|
LOW |
124-240 |
|
0.618 |
124-141 |
|
1.000 |
124-080 |
|
1.618 |
123-301 |
|
2.618 |
123-141 |
|
4.250 |
122-200 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-000 |
125-020 |
| PP |
124-310 |
125-003 |
| S1 |
124-300 |
124-307 |
|