ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-200 |
0-120 |
0.3% |
125-265 |
High |
127-010 |
126-210 |
-0-120 |
-0.3% |
127-010 |
Low |
126-055 |
126-080 |
0-025 |
0.1% |
125-180 |
Close |
126-205 |
126-115 |
-0-090 |
-0.2% |
126-205 |
Range |
0-275 |
0-130 |
-0-145 |
-52.7% |
1-150 |
ATR |
0-166 |
0-163 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,606,013 |
783,611 |
-822,402 |
-51.2% |
5,878,120 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-205 |
127-130 |
126-186 |
|
R3 |
127-075 |
127-000 |
126-151 |
|
R2 |
126-265 |
126-265 |
126-139 |
|
R1 |
126-190 |
126-190 |
126-127 |
126-162 |
PP |
126-135 |
126-135 |
126-135 |
126-121 |
S1 |
126-060 |
126-060 |
126-103 |
126-032 |
S2 |
126-005 |
126-005 |
126-091 |
|
S3 |
125-195 |
125-250 |
126-079 |
|
S4 |
125-065 |
125-120 |
126-044 |
|
|
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% |
0-165 |
0.4% |
54% |
False |
False |
1,170,142 |
10 |
127-010 |
125-030 |
1-300 |
1.5% |
0-162 |
0.4% |
65% |
False |
False |
1,223,728 |
20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-163 |
0.4% |
76% |
False |
False |
1,234,592 |
40 |
127-010 |
123-260 |
3-070 |
2.5% |
0-154 |
0.4% |
79% |
False |
False |
1,108,045 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-157 |
0.4% |
79% |
False |
False |
1,123,473 |
80 |
127-010 |
122-270 |
4-060 |
3.3% |
0-153 |
0.4% |
84% |
False |
False |
848,466 |
100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-142 |
0.4% |
87% |
False |
False |
678,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-122 |
2.618 |
127-230 |
1.618 |
127-100 |
1.000 |
127-020 |
0.618 |
126-290 |
HIGH |
126-210 |
0.618 |
126-160 |
0.500 |
126-145 |
0.382 |
126-130 |
LOW |
126-080 |
0.618 |
126-000 |
1.000 |
125-270 |
1.618 |
125-190 |
2.618 |
125-060 |
4.250 |
124-168 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-145 |
126-168 |
PP |
126-135 |
126-150 |
S1 |
126-125 |
126-132 |
|