ECBOT 10 Year T-Note Future December 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 |
124-200 |
124-220 |
0-020 |
0.1% |
124-100 |
| High |
124-250 |
124-230 |
-0-020 |
-0.1% |
124-270 |
| Low |
124-190 |
124-070 |
-0-120 |
-0.3% |
123-300 |
| Close |
124-220 |
124-090 |
-0-130 |
-0.3% |
124-150 |
| Range |
0-060 |
0-160 |
0-100 |
166.7% |
0-290 |
| ATR |
0-115 |
0-118 |
0-003 |
2.8% |
0-000 |
| Volume |
6,688 |
4,267 |
-2,421 |
-36.2% |
3,730 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-290 |
125-190 |
124-178 |
|
| R3 |
125-130 |
125-030 |
124-134 |
|
| R2 |
124-290 |
124-290 |
124-119 |
|
| R1 |
124-190 |
124-190 |
124-105 |
124-160 |
| PP |
124-130 |
124-130 |
124-130 |
124-115 |
| S1 |
124-030 |
124-030 |
124-075 |
124-000 |
| S2 |
123-290 |
123-290 |
124-061 |
|
| S3 |
123-130 |
123-190 |
124-046 |
|
| S4 |
122-290 |
123-030 |
124-002 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-043 |
126-227 |
124-310 |
|
| R3 |
126-073 |
125-257 |
124-230 |
|
| R2 |
125-103 |
125-103 |
124-203 |
|
| R1 |
124-287 |
124-287 |
124-177 |
125-035 |
| PP |
124-133 |
124-133 |
124-133 |
124-168 |
| S1 |
123-317 |
123-317 |
124-123 |
124-065 |
| S2 |
123-163 |
123-163 |
124-097 |
|
| S3 |
122-193 |
123-027 |
124-070 |
|
| S4 |
121-223 |
122-057 |
123-310 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-270 |
|
2.618 |
126-009 |
|
1.618 |
125-169 |
|
1.000 |
125-070 |
|
0.618 |
125-009 |
|
HIGH |
124-230 |
|
0.618 |
124-169 |
|
0.500 |
124-150 |
|
0.382 |
124-131 |
|
LOW |
124-070 |
|
0.618 |
123-291 |
|
1.000 |
123-230 |
|
1.618 |
123-131 |
|
2.618 |
122-291 |
|
4.250 |
122-030 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-160 |
| PP |
124-130 |
124-137 |
| S1 |
124-110 |
124-113 |
|