ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-295 |
126-000 |
0-025 |
0.1% |
126-200 |
High |
126-040 |
126-075 |
0-035 |
0.1% |
126-210 |
Low |
125-250 |
125-195 |
-0-055 |
-0.1% |
125-195 |
Close |
126-005 |
125-285 |
-0-040 |
-0.1% |
125-285 |
Range |
0-110 |
0-200 |
0-090 |
81.8% |
1-015 |
ATR |
0-157 |
0-160 |
0-003 |
2.0% |
0-000 |
Volume |
1,138,277 |
1,469,830 |
331,553 |
29.1% |
5,567,773 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-252 |
127-148 |
126-075 |
|
R3 |
127-052 |
126-268 |
126-020 |
|
R2 |
126-172 |
126-172 |
126-002 |
|
R1 |
126-068 |
126-068 |
125-303 |
126-020 |
PP |
125-292 |
125-292 |
125-292 |
125-268 |
S1 |
125-188 |
125-188 |
125-267 |
125-140 |
S2 |
125-092 |
125-092 |
125-248 |
|
S3 |
124-212 |
124-308 |
125-230 |
|
S4 |
124-012 |
124-108 |
125-175 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-062 |
128-188 |
126-149 |
|
R3 |
128-047 |
127-173 |
126-057 |
|
R2 |
127-032 |
127-032 |
126-026 |
|
R1 |
126-158 |
126-158 |
125-316 |
126-088 |
PP |
126-017 |
126-017 |
126-017 |
125-301 |
S1 |
125-143 |
125-143 |
125-254 |
125-072 |
S2 |
125-002 |
125-002 |
125-224 |
|
S3 |
123-307 |
124-128 |
125-193 |
|
S4 |
122-292 |
123-113 |
125-101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-210 |
125-195 |
1-015 |
0.8% |
0-145 |
0.4% |
27% |
False |
True |
1,113,554 |
10 |
127-010 |
125-180 |
1-150 |
1.2% |
0-150 |
0.4% |
22% |
False |
False |
1,144,589 |
20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-168 |
0.4% |
59% |
False |
False |
1,286,413 |
40 |
127-010 |
123-260 |
3-070 |
2.6% |
0-155 |
0.4% |
65% |
False |
False |
1,125,067 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-157 |
0.4% |
65% |
False |
False |
1,137,923 |
80 |
127-010 |
122-280 |
4-050 |
3.3% |
0-156 |
0.4% |
73% |
False |
False |
908,104 |
100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-147 |
0.4% |
77% |
False |
False |
726,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-285 |
2.618 |
127-279 |
1.618 |
127-079 |
1.000 |
126-275 |
0.618 |
126-199 |
HIGH |
126-075 |
0.618 |
125-319 |
0.500 |
125-295 |
0.382 |
125-271 |
LOW |
125-195 |
0.618 |
125-071 |
1.000 |
124-315 |
1.618 |
124-191 |
2.618 |
123-311 |
4.250 |
122-305 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
125-295 |
125-305 |
PP |
125-292 |
125-298 |
S1 |
125-288 |
125-292 |
|