ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-275 |
0-010 |
0.0% |
125-080 |
| High |
126-000 |
126-000 |
0-000 |
0.0% |
126-175 |
| Low |
125-235 |
125-245 |
0-010 |
0.0% |
125-030 |
| Close |
125-295 |
125-265 |
-0-030 |
-0.1% |
125-310 |
| Range |
0-085 |
0-075 |
-0-010 |
-11.8% |
1-145 |
| ATR |
0-161 |
0-155 |
-0-006 |
-3.8% |
0-000 |
| Volume |
811,021 |
840,876 |
29,855 |
3.7% |
6,328,341 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-182 |
126-138 |
125-306 |
|
| R3 |
126-107 |
126-063 |
125-286 |
|
| R2 |
126-032 |
126-032 |
125-279 |
|
| R1 |
125-308 |
125-308 |
125-272 |
125-292 |
| PP |
125-277 |
125-277 |
125-277 |
125-269 |
| S1 |
125-233 |
125-233 |
125-258 |
125-218 |
| S2 |
125-202 |
125-202 |
125-251 |
|
| S3 |
125-127 |
125-158 |
125-244 |
|
| S4 |
125-052 |
125-083 |
125-224 |
|
|
| 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 |
125-100 |
1-075 |
1.0% |
0-145 |
0.4% |
42% |
False |
False |
1,209,359 |
| 10 |
126-175 |
124-075 |
2-100 |
1.8% |
0-180 |
0.4% |
69% |
False |
False |
1,403,914 |
| 20 |
126-175 |
124-075 |
2-100 |
1.8% |
0-156 |
0.4% |
69% |
False |
False |
1,182,428 |
| 40 |
126-175 |
123-250 |
2-245 |
2.2% |
0-153 |
0.4% |
74% |
False |
False |
1,098,221 |
| 60 |
126-175 |
123-250 |
2-245 |
2.2% |
0-154 |
0.4% |
74% |
False |
False |
1,045,078 |
| 80 |
126-175 |
122-180 |
3-315 |
3.2% |
0-149 |
0.4% |
82% |
False |
False |
785,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-319 |
|
2.618 |
126-196 |
|
1.618 |
126-121 |
|
1.000 |
126-075 |
|
0.618 |
126-046 |
|
HIGH |
126-000 |
|
0.618 |
125-291 |
|
0.500 |
125-282 |
|
0.382 |
125-274 |
|
LOW |
125-245 |
|
0.618 |
125-199 |
|
1.000 |
125-170 |
|
1.618 |
125-124 |
|
2.618 |
125-049 |
|
4.250 |
124-246 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-282 |
126-045 |
| PP |
125-277 |
126-012 |
| S1 |
125-271 |
125-298 |
|