ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
126-040 |
126-080 |
0-040 |
0.1% |
125-265 |
High |
126-140 |
127-010 |
0-190 |
0.5% |
127-010 |
Low |
126-005 |
126-055 |
0-050 |
0.1% |
125-180 |
Close |
126-095 |
126-205 |
0-110 |
0.3% |
126-205 |
Range |
0-135 |
0-275 |
0-140 |
103.7% |
1-150 |
ATR |
0-157 |
0-166 |
0-008 |
5.3% |
0-000 |
Volume |
1,286,432 |
1,606,013 |
319,581 |
24.8% |
5,878,120 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-062 |
128-248 |
127-036 |
|
R3 |
128-107 |
127-293 |
126-281 |
|
R2 |
127-152 |
127-152 |
126-255 |
|
R1 |
127-018 |
127-018 |
126-230 |
127-085 |
PP |
126-197 |
126-197 |
126-197 |
126-230 |
S1 |
126-063 |
126-063 |
126-180 |
126-130 |
S2 |
125-242 |
125-242 |
126-155 |
|
S3 |
124-287 |
125-108 |
126-129 |
|
S4 |
124-012 |
124-153 |
126-054 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-262 |
130-063 |
127-144 |
|
R3 |
129-112 |
128-233 |
127-014 |
|
R2 |
127-282 |
127-282 |
126-291 |
|
R1 |
127-083 |
127-083 |
126-248 |
127-182 |
PP |
126-132 |
126-132 |
126-132 |
126-181 |
S1 |
125-253 |
125-253 |
126-162 |
126-032 |
S2 |
124-302 |
124-302 |
126-119 |
|
S3 |
123-152 |
124-103 |
126-076 |
|
S4 |
122-002 |
122-273 |
125-266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-010 |
125-180 |
1-150 |
1.2% |
0-156 |
0.4% |
73% |
True |
False |
1,175,624 |
10 |
127-010 |
125-030 |
1-300 |
1.5% |
0-162 |
0.4% |
80% |
True |
False |
1,220,646 |
20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-162 |
0.4% |
86% |
True |
False |
1,230,937 |
40 |
127-010 |
123-260 |
3-070 |
2.5% |
0-153 |
0.4% |
88% |
True |
False |
1,109,687 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-157 |
0.4% |
88% |
True |
False |
1,112,368 |
80 |
127-010 |
122-230 |
4-100 |
3.4% |
0-153 |
0.4% |
91% |
True |
False |
838,747 |
100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-141 |
0.3% |
92% |
True |
False |
671,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-219 |
2.618 |
129-090 |
1.618 |
128-135 |
1.000 |
127-285 |
0.618 |
127-180 |
HIGH |
127-010 |
0.618 |
126-225 |
0.500 |
126-192 |
0.382 |
126-160 |
LOW |
126-055 |
0.618 |
125-205 |
1.000 |
125-100 |
1.618 |
124-250 |
2.618 |
123-295 |
4.250 |
122-166 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-201 |
126-168 |
PP |
126-197 |
126-132 |
S1 |
126-192 |
126-095 |
|