ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-295 |
124-315 |
0-020 |
0.1% |
124-070 |
| High |
125-015 |
125-215 |
0-200 |
0.5% |
125-155 |
| Low |
124-240 |
124-310 |
0-070 |
0.2% |
124-020 |
| Close |
124-285 |
125-115 |
0-150 |
0.4% |
125-070 |
| Range |
0-095 |
0-225 |
0-130 |
136.8% |
1-135 |
| ATR |
0-146 |
0-154 |
0-007 |
5.1% |
0-000 |
| Volume |
722,272 |
1,531,360 |
809,088 |
112.0% |
4,874,409 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-142 |
127-033 |
125-239 |
|
| R3 |
126-237 |
126-128 |
125-177 |
|
| R2 |
126-012 |
126-012 |
125-156 |
|
| R1 |
125-223 |
125-223 |
125-136 |
125-278 |
| PP |
125-107 |
125-107 |
125-107 |
125-134 |
| S1 |
124-318 |
124-318 |
125-094 |
125-052 |
| S2 |
124-202 |
124-202 |
125-074 |
|
| S3 |
123-297 |
124-093 |
125-053 |
|
| S4 |
123-072 |
123-188 |
124-311 |
|
|
| 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 |
125-215 |
124-240 |
0-295 |
0.7% |
0-136 |
0.3% |
66% |
True |
False |
960,915 |
| 10 |
125-215 |
123-260 |
1-275 |
1.5% |
0-156 |
0.4% |
83% |
True |
False |
1,033,018 |
| 20 |
125-215 |
123-260 |
1-275 |
1.5% |
0-145 |
0.4% |
83% |
True |
False |
1,004,518 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
71% |
False |
False |
1,030,689 |
| 60 |
126-000 |
122-230 |
3-090 |
2.6% |
0-149 |
0.4% |
80% |
False |
False |
691,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-211 |
|
2.618 |
127-164 |
|
1.618 |
126-259 |
|
1.000 |
126-120 |
|
0.618 |
126-034 |
|
HIGH |
125-215 |
|
0.618 |
125-129 |
|
0.500 |
125-102 |
|
0.382 |
125-076 |
|
LOW |
124-310 |
|
0.618 |
124-171 |
|
1.000 |
124-085 |
|
1.618 |
123-266 |
|
2.618 |
123-041 |
|
4.250 |
121-314 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-111 |
125-099 |
| PP |
125-107 |
125-083 |
| S1 |
125-102 |
125-068 |
|