ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
126-080 |
-0-010 |
0.0% |
125-265 |
| High |
126-190 |
126-095 |
-0-095 |
-0.2% |
127-010 |
| Low |
126-065 |
125-255 |
-0-130 |
-0.3% |
125-180 |
| Close |
126-070 |
125-295 |
-0-095 |
-0.2% |
126-205 |
| Range |
0-125 |
0-160 |
0-035 |
28.0% |
1-150 |
| ATR |
0-161 |
0-161 |
0-000 |
0.0% |
0-000 |
| Volume |
990,938 |
1,185,117 |
194,179 |
19.6% |
5,878,120 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-162 |
127-068 |
126-063 |
|
| R3 |
127-002 |
126-228 |
126-019 |
|
| R2 |
126-162 |
126-162 |
126-004 |
|
| R1 |
126-068 |
126-068 |
125-310 |
126-035 |
| PP |
126-002 |
126-002 |
126-002 |
125-305 |
| S1 |
125-228 |
125-228 |
125-280 |
125-195 |
| S2 |
125-162 |
125-162 |
125-266 |
|
| S3 |
125-002 |
125-068 |
125-251 |
|
| S4 |
124-162 |
124-228 |
125-207 |
|
|
| 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 |
125-255 |
1-075 |
1.0% |
0-165 |
0.4% |
10% |
False |
True |
1,170,422 |
| 10 |
127-010 |
125-125 |
1-205 |
1.3% |
0-162 |
0.4% |
32% |
False |
False |
1,200,573 |
| 20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-167 |
0.4% |
60% |
False |
False |
1,261,851 |
| 40 |
127-010 |
123-260 |
3-070 |
2.6% |
0-155 |
0.4% |
66% |
False |
False |
1,117,680 |
| 60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-158 |
0.4% |
66% |
False |
False |
1,153,054 |
| 80 |
127-010 |
122-270 |
4-060 |
3.3% |
0-155 |
0.4% |
74% |
False |
False |
875,557 |
| 100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-145 |
0.4% |
78% |
False |
False |
700,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-135 |
|
2.618 |
127-194 |
|
1.618 |
127-034 |
|
1.000 |
126-255 |
|
0.618 |
126-194 |
|
HIGH |
126-095 |
|
0.618 |
126-034 |
|
0.500 |
126-015 |
|
0.382 |
125-316 |
|
LOW |
125-255 |
|
0.618 |
125-156 |
|
1.000 |
125-095 |
|
1.618 |
124-316 |
|
2.618 |
124-156 |
|
4.250 |
123-215 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-015 |
126-072 |
| PP |
126-002 |
126-040 |
| S1 |
125-308 |
126-008 |
|