ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-110 |
125-165 |
0-055 |
0.1% |
125-095 |
| High |
125-245 |
126-005 |
0-080 |
0.2% |
125-140 |
| Low |
125-100 |
125-125 |
0-025 |
0.1% |
124-075 |
| Close |
125-160 |
125-295 |
0-135 |
0.3% |
125-080 |
| Range |
0-145 |
0-200 |
0-055 |
37.9% |
1-065 |
| ATR |
0-160 |
0-163 |
0-003 |
1.8% |
0-000 |
| Volume |
1,226,954 |
1,341,545 |
114,591 |
9.3% |
7,954,029 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-208 |
127-132 |
126-085 |
|
| R3 |
127-008 |
126-252 |
126-030 |
|
| R2 |
126-128 |
126-128 |
126-012 |
|
| R1 |
126-052 |
126-052 |
125-313 |
126-090 |
| PP |
125-248 |
125-248 |
125-248 |
125-268 |
| S1 |
125-172 |
125-172 |
125-277 |
125-210 |
| S2 |
125-048 |
125-048 |
125-258 |
|
| S3 |
124-168 |
124-292 |
125-240 |
|
| S4 |
123-288 |
124-092 |
125-185 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-187 |
128-038 |
125-292 |
|
| R3 |
127-122 |
126-293 |
125-186 |
|
| R2 |
126-057 |
126-057 |
125-151 |
|
| R1 |
125-228 |
125-228 |
125-115 |
125-110 |
| PP |
124-312 |
124-312 |
124-312 |
124-252 |
| S1 |
124-163 |
124-163 |
125-045 |
124-045 |
| S2 |
123-247 |
123-247 |
125-009 |
|
| S3 |
122-182 |
123-098 |
124-294 |
|
| S4 |
121-117 |
122-033 |
124-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-005 |
124-130 |
1-195 |
1.3% |
0-186 |
0.5% |
94% |
True |
False |
1,368,916 |
| 10 |
126-005 |
124-075 |
1-250 |
1.4% |
0-176 |
0.4% |
95% |
True |
False |
1,339,846 |
| 20 |
126-005 |
124-075 |
1-250 |
1.4% |
0-155 |
0.4% |
95% |
True |
False |
1,136,060 |
| 40 |
126-005 |
123-250 |
2-075 |
1.8% |
0-156 |
0.4% |
96% |
True |
False |
1,094,787 |
| 60 |
126-005 |
123-250 |
2-075 |
1.8% |
0-157 |
0.4% |
96% |
True |
False |
988,266 |
| 80 |
126-005 |
122-180 |
3-145 |
2.7% |
0-148 |
0.4% |
97% |
True |
False |
742,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-215 |
|
2.618 |
127-209 |
|
1.618 |
127-009 |
|
1.000 |
126-205 |
|
0.618 |
126-129 |
|
HIGH |
126-005 |
|
0.618 |
125-249 |
|
0.500 |
125-225 |
|
0.382 |
125-201 |
|
LOW |
125-125 |
|
0.618 |
125-001 |
|
1.000 |
124-245 |
|
1.618 |
124-121 |
|
2.618 |
123-241 |
|
4.250 |
122-235 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-272 |
125-256 |
| PP |
125-248 |
125-217 |
| S1 |
125-225 |
125-178 |
|