ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
126-080 |
125-295 |
-0-105 |
-0.3% |
125-265 |
| High |
126-095 |
126-040 |
-0-055 |
-0.1% |
127-010 |
| Low |
125-255 |
125-250 |
-0-005 |
0.0% |
125-180 |
| Close |
125-295 |
126-005 |
0-030 |
0.1% |
126-205 |
| Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-150 |
| ATR |
0-161 |
0-157 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,185,117 |
1,138,277 |
-46,840 |
-4.0% |
5,878,120 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-002 |
126-273 |
126-066 |
|
| R3 |
126-212 |
126-163 |
126-035 |
|
| R2 |
126-102 |
126-102 |
126-025 |
|
| R1 |
126-053 |
126-053 |
126-015 |
126-078 |
| PP |
125-312 |
125-312 |
125-312 |
126-004 |
| S1 |
125-263 |
125-263 |
125-315 |
125-288 |
| S2 |
125-202 |
125-202 |
125-305 |
|
| S3 |
125-092 |
125-153 |
125-295 |
|
| S4 |
124-302 |
125-043 |
125-264 |
|
|
| 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 |
125-250 |
1-080 |
1.0% |
0-160 |
0.4% |
19% |
False |
True |
1,140,791 |
| 10 |
127-010 |
125-180 |
1-150 |
1.2% |
0-152 |
0.4% |
31% |
False |
False |
1,180,246 |
| 20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-164 |
0.4% |
64% |
False |
False |
1,260,046 |
| 40 |
127-010 |
123-260 |
3-070 |
2.6% |
0-154 |
0.4% |
68% |
False |
False |
1,116,611 |
| 60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-157 |
0.4% |
69% |
False |
False |
1,137,454 |
| 80 |
127-010 |
122-280 |
4-050 |
3.3% |
0-155 |
0.4% |
76% |
False |
False |
889,748 |
| 100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-145 |
0.4% |
80% |
False |
False |
712,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-188 |
|
2.618 |
127-008 |
|
1.618 |
126-218 |
|
1.000 |
126-150 |
|
0.618 |
126-108 |
|
HIGH |
126-040 |
|
0.618 |
125-318 |
|
0.500 |
125-305 |
|
0.382 |
125-292 |
|
LOW |
125-250 |
|
0.618 |
125-182 |
|
1.000 |
125-140 |
|
1.618 |
125-072 |
|
2.618 |
124-282 |
|
4.250 |
124-102 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-318 |
126-060 |
| PP |
125-312 |
126-042 |
| S1 |
125-305 |
126-023 |
|