ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-305 |
125-265 |
-0-040 |
-0.1% |
125-080 |
| High |
126-175 |
126-000 |
-0-175 |
-0.4% |
126-175 |
| Low |
125-275 |
125-235 |
-0-040 |
-0.1% |
125-030 |
| Close |
125-310 |
125-295 |
-0-015 |
0.0% |
125-310 |
| Range |
0-220 |
0-085 |
-0-135 |
-61.4% |
1-145 |
| ATR |
0-167 |
0-161 |
-0-006 |
-3.5% |
0-000 |
| Volume |
1,826,402 |
811,021 |
-1,015,381 |
-55.6% |
6,328,341 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-218 |
126-182 |
126-022 |
|
| R3 |
126-133 |
126-097 |
125-318 |
|
| R2 |
126-048 |
126-048 |
125-311 |
|
| R1 |
126-012 |
126-012 |
125-303 |
126-030 |
| PP |
125-283 |
125-283 |
125-283 |
125-292 |
| S1 |
125-247 |
125-247 |
125-287 |
125-265 |
| S2 |
125-198 |
125-198 |
125-279 |
|
| S3 |
125-113 |
125-162 |
125-272 |
|
| S4 |
125-028 |
125-077 |
125-248 |
|
|
| 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% |
0-159 |
0.4% |
57% |
False |
False |
1,277,314 |
| 10 |
126-175 |
124-075 |
2-100 |
1.8% |
0-185 |
0.5% |
73% |
False |
False |
1,432,782 |
| 20 |
126-175 |
124-075 |
2-100 |
1.8% |
0-160 |
0.4% |
73% |
False |
False |
1,206,915 |
| 40 |
126-175 |
123-250 |
2-245 |
2.2% |
0-154 |
0.4% |
77% |
False |
False |
1,096,124 |
| 60 |
126-175 |
123-250 |
2-245 |
2.2% |
0-154 |
0.4% |
77% |
False |
False |
1,031,430 |
| 80 |
126-175 |
122-180 |
3-315 |
3.2% |
0-150 |
0.4% |
84% |
False |
False |
775,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-041 |
|
2.618 |
126-223 |
|
1.618 |
126-138 |
|
1.000 |
126-085 |
|
0.618 |
126-053 |
|
HIGH |
126-000 |
|
0.618 |
125-288 |
|
0.500 |
125-278 |
|
0.382 |
125-267 |
|
LOW |
125-235 |
|
0.618 |
125-182 |
|
1.000 |
125-150 |
|
1.618 |
125-097 |
|
2.618 |
125-012 |
|
4.250 |
124-194 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-289 |
125-310 |
| PP |
125-283 |
125-305 |
| S1 |
125-278 |
125-300 |
|