ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
126-200 |
126-090 |
-0-110 |
-0.3% |
125-265 |
High |
126-210 |
126-190 |
-0-020 |
0.0% |
127-010 |
Low |
126-080 |
126-065 |
-0-015 |
0.0% |
125-180 |
Close |
126-115 |
126-070 |
-0-045 |
-0.1% |
126-205 |
Range |
0-130 |
0-125 |
-0-005 |
-3.8% |
1-150 |
ATR |
0-163 |
0-161 |
-0-003 |
-1.7% |
0-000 |
Volume |
783,611 |
990,938 |
207,327 |
26.5% |
5,878,120 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-163 |
127-082 |
126-139 |
|
R3 |
127-038 |
126-277 |
126-104 |
|
R2 |
126-233 |
126-233 |
126-093 |
|
R1 |
126-152 |
126-152 |
126-081 |
126-130 |
PP |
126-108 |
126-108 |
126-108 |
126-098 |
S1 |
126-027 |
126-027 |
126-059 |
126-005 |
S2 |
125-303 |
125-303 |
126-047 |
|
S3 |
125-178 |
125-222 |
126-036 |
|
S4 |
125-053 |
125-097 |
126-001 |
|
|
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% |
0-175 |
0.4% |
45% |
False |
False |
1,200,154 |
10 |
127-010 |
125-100 |
1-230 |
1.4% |
0-160 |
0.4% |
53% |
False |
False |
1,204,757 |
20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-163 |
0.4% |
71% |
False |
False |
1,233,025 |
40 |
127-010 |
123-260 |
3-070 |
2.6% |
0-154 |
0.4% |
75% |
False |
False |
1,116,324 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-158 |
0.4% |
75% |
False |
False |
1,137,154 |
80 |
127-010 |
122-270 |
4-060 |
3.3% |
0-154 |
0.4% |
81% |
False |
False |
860,811 |
100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-143 |
0.4% |
84% |
False |
False |
688,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-081 |
2.618 |
127-197 |
1.618 |
127-072 |
1.000 |
126-315 |
0.618 |
126-267 |
HIGH |
126-190 |
0.618 |
126-142 |
0.500 |
126-128 |
0.382 |
126-113 |
LOW |
126-065 |
0.618 |
125-308 |
1.000 |
125-260 |
1.618 |
125-183 |
2.618 |
125-058 |
4.250 |
124-174 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-128 |
126-192 |
PP |
126-108 |
126-152 |
S1 |
126-089 |
126-111 |
|