ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
125-110 |
124-220 |
-0-210 |
-0.5% |
125-075 |
| High |
125-135 |
124-245 |
-0-210 |
-0.5% |
125-175 |
| Low |
124-140 |
124-075 |
-0-065 |
-0.2% |
124-300 |
| Close |
124-210 |
124-195 |
-0-015 |
0.0% |
125-100 |
| Range |
0-315 |
0-170 |
-0-145 |
-46.0% |
0-195 |
| ATR |
0-153 |
0-154 |
0-001 |
0.8% |
0-000 |
| Volume |
1,830,910 |
1,885,354 |
54,444 |
3.0% |
4,458,255 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
125-288 |
124-288 |
|
| R3 |
125-192 |
125-118 |
124-242 |
|
| R2 |
125-022 |
125-022 |
124-226 |
|
| R1 |
124-268 |
124-268 |
124-211 |
124-220 |
| PP |
124-172 |
124-172 |
124-172 |
124-148 |
| S1 |
124-098 |
124-098 |
124-179 |
124-050 |
| S2 |
124-002 |
124-002 |
124-164 |
|
| S3 |
123-152 |
123-248 |
124-148 |
|
| S4 |
122-302 |
123-078 |
124-102 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-030 |
126-260 |
125-207 |
|
| R3 |
126-155 |
126-065 |
125-154 |
|
| R2 |
125-280 |
125-280 |
125-136 |
|
| R1 |
125-190 |
125-190 |
125-118 |
125-235 |
| PP |
125-085 |
125-085 |
125-085 |
125-108 |
| S1 |
124-315 |
124-315 |
125-082 |
125-040 |
| S2 |
124-210 |
124-210 |
125-064 |
|
| S3 |
124-015 |
124-120 |
125-046 |
|
| S4 |
123-140 |
123-245 |
124-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-140 |
124-075 |
1-065 |
1.0% |
0-167 |
0.4% |
31% |
False |
True |
1,310,777 |
| 10 |
125-235 |
124-075 |
1-160 |
1.2% |
0-150 |
0.4% |
25% |
False |
True |
1,107,206 |
| 20 |
125-235 |
123-260 |
1-295 |
1.5% |
0-153 |
0.4% |
41% |
False |
False |
1,070,112 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-153 |
0.4% |
42% |
False |
False |
1,073,100 |
| 60 |
126-000 |
123-200 |
2-120 |
1.9% |
0-151 |
0.4% |
41% |
False |
False |
875,168 |
| 80 |
126-000 |
122-180 |
3-140 |
2.8% |
0-146 |
0.4% |
60% |
False |
False |
656,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-008 |
|
2.618 |
126-050 |
|
1.618 |
125-200 |
|
1.000 |
125-095 |
|
0.618 |
125-030 |
|
HIGH |
124-245 |
|
0.618 |
124-180 |
|
0.500 |
124-160 |
|
0.382 |
124-140 |
|
LOW |
124-075 |
|
0.618 |
123-290 |
|
1.000 |
123-225 |
|
1.618 |
123-120 |
|
2.618 |
122-270 |
|
4.250 |
121-312 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-183 |
124-268 |
| PP |
124-172 |
124-243 |
| S1 |
124-160 |
124-219 |
|