ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
124-160 |
124-180 |
0-020 |
0.1% |
123-210 |
| High |
124-280 |
124-205 |
-0-075 |
-0.2% |
124-300 |
| Low |
124-115 |
124-095 |
-0-020 |
-0.1% |
123-200 |
| Close |
124-190 |
124-120 |
-0-070 |
-0.2% |
124-255 |
| Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
1-100 |
| ATR |
0-169 |
0-164 |
-0-004 |
-2.5% |
0-000 |
| Volume |
1,383,060 |
1,054,875 |
-328,185 |
-23.7% |
6,578,824 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-150 |
125-085 |
124-180 |
|
| R3 |
125-040 |
124-295 |
124-150 |
|
| R2 |
124-250 |
124-250 |
124-140 |
|
| R1 |
124-185 |
124-185 |
124-130 |
124-162 |
| PP |
124-140 |
124-140 |
124-140 |
124-129 |
| S1 |
124-075 |
124-075 |
124-110 |
124-052 |
| S2 |
124-030 |
124-030 |
124-100 |
|
| S3 |
123-240 |
123-285 |
124-090 |
|
| S4 |
123-130 |
123-175 |
124-060 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-125 |
127-290 |
125-166 |
|
| R3 |
127-025 |
126-190 |
125-050 |
|
| R2 |
125-245 |
125-245 |
125-012 |
|
| R1 |
125-090 |
125-090 |
124-294 |
125-168 |
| PP |
124-145 |
124-145 |
124-145 |
124-184 |
| S1 |
123-310 |
123-310 |
124-216 |
124-068 |
| S2 |
123-045 |
123-045 |
124-178 |
|
| S3 |
121-265 |
122-210 |
124-140 |
|
| S4 |
120-165 |
121-110 |
124-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-025 |
124-045 |
0-300 |
0.8% |
0-174 |
0.4% |
25% |
False |
False |
1,274,701 |
| 10 |
125-025 |
122-225 |
2-120 |
1.9% |
0-170 |
0.4% |
70% |
False |
False |
1,313,223 |
| 20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-152 |
0.4% |
70% |
False |
False |
1,257,257 |
| 40 |
125-065 |
122-225 |
2-160 |
2.0% |
0-166 |
0.4% |
67% |
False |
False |
1,214,508 |
| 60 |
125-065 |
122-110 |
2-275 |
2.3% |
0-167 |
0.4% |
71% |
False |
False |
812,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-032 |
|
2.618 |
125-173 |
|
1.618 |
125-063 |
|
1.000 |
124-315 |
|
0.618 |
124-273 |
|
HIGH |
124-205 |
|
0.618 |
124-163 |
|
0.500 |
124-150 |
|
0.382 |
124-137 |
|
LOW |
124-095 |
|
0.618 |
124-027 |
|
1.000 |
123-305 |
|
1.618 |
123-237 |
|
2.618 |
123-127 |
|
4.250 |
122-268 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-220 |
| PP |
124-140 |
124-187 |
| S1 |
124-130 |
124-153 |
|