ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-275 |
125-255 |
-0-020 |
0.0% |
125-080 |
| High |
126-000 |
126-070 |
0-070 |
0.2% |
126-175 |
| Low |
125-245 |
125-180 |
-0-065 |
-0.2% |
125-030 |
| Close |
125-265 |
126-045 |
0-100 |
0.2% |
125-310 |
| Range |
0-075 |
0-210 |
0-135 |
180.0% |
1-145 |
| ATR |
0-155 |
0-159 |
0-004 |
2.5% |
0-000 |
| Volume |
840,876 |
1,333,778 |
492,902 |
58.6% |
6,328,341 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-302 |
127-223 |
126-160 |
|
| R3 |
127-092 |
127-013 |
126-103 |
|
| R2 |
126-202 |
126-202 |
126-084 |
|
| R1 |
126-123 |
126-123 |
126-064 |
126-162 |
| PP |
125-312 |
125-312 |
125-312 |
126-011 |
| S1 |
125-233 |
125-233 |
126-026 |
125-272 |
| S2 |
125-102 |
125-102 |
126-006 |
|
| S3 |
124-212 |
125-023 |
125-307 |
|
| S4 |
124-002 |
124-133 |
125-250 |
|
|
| 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 |
125-125 |
1-050 |
0.9% |
0-158 |
0.4% |
65% |
False |
False |
1,230,724 |
| 10 |
126-175 |
124-075 |
2-100 |
1.8% |
0-169 |
0.4% |
82% |
False |
False |
1,354,201 |
| 20 |
126-175 |
124-075 |
2-100 |
1.8% |
0-162 |
0.4% |
82% |
False |
False |
1,213,003 |
| 40 |
126-175 |
123-250 |
2-245 |
2.2% |
0-154 |
0.4% |
85% |
False |
False |
1,103,856 |
| 60 |
126-175 |
123-250 |
2-245 |
2.2% |
0-155 |
0.4% |
85% |
False |
False |
1,066,655 |
| 80 |
126-175 |
122-180 |
3-315 |
3.2% |
0-151 |
0.4% |
90% |
False |
False |
802,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-002 |
|
2.618 |
127-300 |
|
1.618 |
127-090 |
|
1.000 |
126-280 |
|
0.618 |
126-200 |
|
HIGH |
126-070 |
|
0.618 |
125-310 |
|
0.500 |
125-285 |
|
0.382 |
125-260 |
|
LOW |
125-180 |
|
0.618 |
125-050 |
|
1.000 |
124-290 |
|
1.618 |
124-160 |
|
2.618 |
123-270 |
|
4.250 |
122-248 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-018 |
126-018 |
| PP |
125-312 |
125-312 |
| S1 |
125-285 |
125-285 |
|