ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-255 |
126-040 |
0-105 |
0.3% |
125-080 |
High |
126-070 |
126-140 |
0-070 |
0.2% |
126-175 |
Low |
125-180 |
126-005 |
0-145 |
0.4% |
125-030 |
Close |
126-045 |
126-095 |
0-050 |
0.1% |
125-310 |
Range |
0-210 |
0-135 |
-0-075 |
-35.7% |
1-145 |
ATR |
0-159 |
0-157 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,333,778 |
1,286,432 |
-47,346 |
-3.5% |
6,328,341 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-165 |
127-105 |
126-169 |
|
R3 |
127-030 |
126-290 |
126-132 |
|
R2 |
126-215 |
126-215 |
126-120 |
|
R1 |
126-155 |
126-155 |
126-107 |
126-185 |
PP |
126-080 |
126-080 |
126-080 |
126-095 |
S1 |
126-020 |
126-020 |
126-083 |
126-050 |
S2 |
125-265 |
125-265 |
126-070 |
|
S3 |
125-130 |
125-205 |
126-058 |
|
S4 |
124-315 |
125-070 |
126-021 |
|
|
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 |
125-180 |
0-315 |
0.8% |
0-145 |
0.4% |
75% |
False |
False |
1,219,701 |
10 |
126-175 |
124-130 |
2-045 |
1.7% |
0-166 |
0.4% |
88% |
False |
False |
1,294,308 |
20 |
126-175 |
124-075 |
2-100 |
1.8% |
0-158 |
0.4% |
89% |
False |
False |
1,200,757 |
40 |
126-175 |
123-260 |
2-235 |
2.2% |
0-151 |
0.4% |
91% |
False |
False |
1,102,637 |
60 |
126-175 |
123-250 |
2-245 |
2.2% |
0-155 |
0.4% |
91% |
False |
False |
1,087,378 |
80 |
126-175 |
122-230 |
3-265 |
3.0% |
0-151 |
0.4% |
93% |
False |
False |
818,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-074 |
2.618 |
127-173 |
1.618 |
127-038 |
1.000 |
126-275 |
0.618 |
126-223 |
HIGH |
126-140 |
0.618 |
126-088 |
0.500 |
126-072 |
0.382 |
126-057 |
LOW |
126-005 |
0.618 |
125-242 |
1.000 |
125-190 |
1.618 |
125-107 |
2.618 |
124-292 |
4.250 |
124-071 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-088 |
126-063 |
PP |
126-080 |
126-032 |
S1 |
126-072 |
126-000 |
|