ECBOT 10 Year T-Note Future December 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 |
124-190 |
123-260 |
-0-250 |
-0.6% |
124-130 |
| High |
124-200 |
123-290 |
-0-230 |
-0.6% |
124-250 |
| Low |
123-200 |
123-130 |
-0-070 |
-0.2% |
124-060 |
| Close |
123-260 |
123-250 |
-0-010 |
0.0% |
124-180 |
| Range |
1-000 |
0-160 |
-0-160 |
-50.0% |
0-190 |
| ATR |
0-131 |
0-133 |
0-002 |
1.6% |
0-000 |
| Volume |
7,269 |
13,943 |
6,674 |
91.8% |
24,036 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-063 |
124-317 |
124-018 |
|
| R3 |
124-223 |
124-157 |
123-294 |
|
| R2 |
124-063 |
124-063 |
123-279 |
|
| R1 |
123-317 |
123-317 |
123-265 |
123-270 |
| PP |
123-223 |
123-223 |
123-223 |
123-200 |
| S1 |
123-157 |
123-157 |
123-235 |
123-110 |
| S2 |
123-063 |
123-063 |
123-221 |
|
| S3 |
122-223 |
122-317 |
123-206 |
|
| S4 |
122-063 |
122-157 |
123-162 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-093 |
126-007 |
124-284 |
|
| R3 |
125-223 |
125-137 |
124-232 |
|
| R2 |
125-033 |
125-033 |
124-215 |
|
| R1 |
124-267 |
124-267 |
124-197 |
124-310 |
| PP |
124-163 |
124-163 |
124-163 |
124-185 |
| S1 |
124-077 |
124-077 |
124-163 |
124-120 |
| S2 |
123-293 |
123-293 |
124-145 |
|
| S3 |
123-103 |
123-207 |
124-128 |
|
| S4 |
122-233 |
123-017 |
124-076 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-010 |
|
2.618 |
125-069 |
|
1.618 |
124-229 |
|
1.000 |
124-130 |
|
0.618 |
124-069 |
|
HIGH |
123-290 |
|
0.618 |
123-229 |
|
0.500 |
123-210 |
|
0.382 |
123-191 |
|
LOW |
123-130 |
|
0.618 |
123-031 |
|
1.000 |
122-290 |
|
1.618 |
122-191 |
|
2.618 |
122-031 |
|
4.250 |
121-090 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-237 |
124-015 |
| PP |
123-223 |
123-307 |
| S1 |
123-210 |
123-278 |
|