ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
123-270 |
123-210 |
-0-060 |
-0.2% |
123-200 |
| High |
123-270 |
123-210 |
-0-060 |
-0.2% |
124-180 |
| Low |
123-170 |
122-300 |
-0-190 |
-0.5% |
123-150 |
| Close |
123-170 |
123-110 |
-0-060 |
-0.2% |
124-110 |
| Range |
0-100 |
0-230 |
0-130 |
130.0% |
1-030 |
| ATR |
0-099 |
0-109 |
0-009 |
9.4% |
0-000 |
| Volume |
4,717 |
5,126 |
409 |
8.7% |
1,320 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-150 |
125-040 |
123-236 |
|
| R3 |
124-240 |
124-130 |
123-173 |
|
| R2 |
124-010 |
124-010 |
123-152 |
|
| R1 |
123-220 |
123-220 |
123-131 |
123-160 |
| PP |
123-100 |
123-100 |
123-100 |
123-070 |
| S1 |
122-310 |
122-310 |
123-089 |
122-250 |
| S2 |
122-190 |
122-190 |
123-068 |
|
| S3 |
121-280 |
122-080 |
123-047 |
|
| S4 |
121-050 |
121-170 |
122-304 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-130 |
126-310 |
124-302 |
|
| R3 |
126-100 |
125-280 |
124-206 |
|
| R2 |
125-070 |
125-070 |
124-174 |
|
| R1 |
124-250 |
124-250 |
124-142 |
125-000 |
| PP |
124-040 |
124-040 |
124-040 |
124-075 |
| S1 |
123-220 |
123-220 |
124-078 |
123-290 |
| S2 |
123-010 |
123-010 |
124-046 |
|
| S3 |
121-300 |
122-190 |
124-014 |
|
| S4 |
120-270 |
121-160 |
123-238 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-228 |
|
2.618 |
125-172 |
|
1.618 |
124-262 |
|
1.000 |
124-120 |
|
0.618 |
124-032 |
|
HIGH |
123-210 |
|
0.618 |
123-122 |
|
0.500 |
123-095 |
|
0.382 |
123-068 |
|
LOW |
122-300 |
|
0.618 |
122-158 |
|
1.000 |
122-070 |
|
1.618 |
121-248 |
|
2.618 |
121-018 |
|
4.250 |
119-282 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-105 |
123-185 |
| PP |
123-100 |
123-160 |
| S1 |
123-095 |
123-135 |
|