ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-165 |
125-305 |
0-140 |
0.3% |
125-080 |
| High |
126-005 |
126-175 |
0-170 |
0.4% |
126-175 |
| Low |
125-125 |
125-275 |
0-150 |
0.4% |
125-030 |
| Close |
125-295 |
125-310 |
0-015 |
0.0% |
125-310 |
| Range |
0-200 |
0-220 |
0-020 |
10.0% |
1-145 |
| ATR |
0-163 |
0-167 |
0-004 |
2.5% |
0-000 |
| Volume |
1,341,545 |
1,826,402 |
484,857 |
36.1% |
6,328,341 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-060 |
127-245 |
126-111 |
|
| R3 |
127-160 |
127-025 |
126-050 |
|
| R2 |
126-260 |
126-260 |
126-030 |
|
| R1 |
126-125 |
126-125 |
126-010 |
126-192 |
| PP |
126-040 |
126-040 |
126-040 |
126-074 |
| S1 |
125-225 |
125-225 |
125-290 |
125-292 |
| S2 |
125-140 |
125-140 |
125-270 |
|
| S3 |
124-240 |
125-005 |
125-250 |
|
| S4 |
124-020 |
124-105 |
125-189 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-073 |
129-177 |
126-246 |
|
| R3 |
128-248 |
128-032 |
126-118 |
|
| R2 |
127-103 |
127-103 |
126-075 |
|
| R1 |
126-207 |
126-207 |
126-033 |
126-315 |
| PP |
125-278 |
125-278 |
125-278 |
126-012 |
| S1 |
125-062 |
125-062 |
125-267 |
125-170 |
| S2 |
124-133 |
124-133 |
125-225 |
|
| S3 |
122-308 |
123-237 |
125-182 |
|
| S4 |
121-163 |
122-092 |
125-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-175 |
125-030 |
1-145 |
1.2% |
0-167 |
0.4% |
60% |
True |
False |
1,265,668 |
| 10 |
126-175 |
124-075 |
2-100 |
1.8% |
0-185 |
0.5% |
75% |
True |
False |
1,428,237 |
| 20 |
126-175 |
124-075 |
2-100 |
1.8% |
0-161 |
0.4% |
75% |
True |
False |
1,194,269 |
| 40 |
126-175 |
123-250 |
2-245 |
2.2% |
0-155 |
0.4% |
79% |
True |
False |
1,106,419 |
| 60 |
126-175 |
123-250 |
2-245 |
2.2% |
0-157 |
0.4% |
79% |
True |
False |
1,018,314 |
| 80 |
126-175 |
122-180 |
3-315 |
3.2% |
0-150 |
0.4% |
85% |
True |
False |
765,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-150 |
|
2.618 |
128-111 |
|
1.618 |
127-211 |
|
1.000 |
127-075 |
|
0.618 |
126-311 |
|
HIGH |
126-175 |
|
0.618 |
126-091 |
|
0.500 |
126-065 |
|
0.382 |
126-039 |
|
LOW |
125-275 |
|
0.618 |
125-139 |
|
1.000 |
125-055 |
|
1.618 |
124-239 |
|
2.618 |
124-019 |
|
4.250 |
122-300 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-065 |
125-306 |
| PP |
126-040 |
125-302 |
| S1 |
126-015 |
125-298 |
|