ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-135 |
125-130 |
-0-005 |
0.0% |
125-070 |
| High |
125-175 |
125-150 |
-0-025 |
-0.1% |
125-235 |
| Low |
125-095 |
124-305 |
-0-110 |
-0.3% |
124-240 |
| Close |
125-135 |
125-015 |
-0-120 |
-0.3% |
125-090 |
| Range |
0-080 |
0-165 |
0-085 |
106.3% |
0-315 |
| ATR |
0-145 |
0-147 |
0-001 |
1.0% |
0-000 |
| Volume |
608,591 |
1,174,382 |
565,791 |
93.0% |
5,144,772 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-225 |
126-125 |
125-106 |
|
| R3 |
126-060 |
125-280 |
125-060 |
|
| R2 |
125-215 |
125-215 |
125-045 |
|
| R1 |
125-115 |
125-115 |
125-030 |
125-082 |
| PP |
125-050 |
125-050 |
125-050 |
125-034 |
| S1 |
124-270 |
124-270 |
125-000 |
124-238 |
| S2 |
124-205 |
124-205 |
124-305 |
|
| S3 |
124-040 |
124-105 |
124-290 |
|
| S4 |
123-195 |
123-260 |
124-244 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-067 |
127-233 |
125-263 |
|
| R3 |
127-072 |
126-238 |
125-177 |
|
| R2 |
126-077 |
126-077 |
125-148 |
|
| R1 |
125-243 |
125-243 |
125-119 |
126-000 |
| PP |
125-082 |
125-082 |
125-082 |
125-120 |
| S1 |
124-248 |
124-248 |
125-061 |
125-005 |
| S2 |
124-087 |
124-087 |
125-032 |
|
| S3 |
123-092 |
123-253 |
125-003 |
|
| S4 |
122-097 |
122-258 |
124-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-235 |
124-305 |
0-250 |
0.6% |
0-132 |
0.3% |
12% |
False |
True |
903,634 |
| 10 |
125-235 |
124-240 |
0-315 |
0.8% |
0-134 |
0.3% |
30% |
False |
False |
932,275 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-143 |
0.4% |
64% |
False |
False |
973,176 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-153 |
0.4% |
57% |
False |
False |
1,076,158 |
| 60 |
126-000 |
122-280 |
3-040 |
2.5% |
0-152 |
0.4% |
70% |
False |
False |
766,315 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-140 |
0.4% |
76% |
False |
False |
575,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-211 |
|
2.618 |
126-262 |
|
1.618 |
126-097 |
|
1.000 |
125-315 |
|
0.618 |
125-252 |
|
HIGH |
125-150 |
|
0.618 |
125-087 |
|
0.500 |
125-068 |
|
0.382 |
125-048 |
|
LOW |
124-305 |
|
0.618 |
124-203 |
|
1.000 |
124-140 |
|
1.618 |
124-038 |
|
2.618 |
123-193 |
|
4.250 |
122-244 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-068 |
125-080 |
| PP |
125-050 |
125-058 |
| S1 |
125-032 |
125-037 |
|