ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
126-000 |
125-270 |
-0-050 |
-0.1% |
126-200 |
High |
126-075 |
126-025 |
-0-050 |
-0.1% |
126-210 |
Low |
125-195 |
125-260 |
0-065 |
0.2% |
125-195 |
Close |
125-285 |
125-305 |
0-020 |
0.0% |
125-285 |
Range |
0-200 |
0-085 |
-0-115 |
-57.5% |
1-015 |
ATR |
0-160 |
0-155 |
-0-005 |
-3.3% |
0-000 |
Volume |
1,469,830 |
1,310,860 |
-158,970 |
-10.8% |
5,567,773 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-238 |
126-197 |
126-032 |
|
R3 |
126-153 |
126-112 |
126-008 |
|
R2 |
126-068 |
126-068 |
126-001 |
|
R1 |
126-027 |
126-027 |
125-313 |
126-048 |
PP |
125-303 |
125-303 |
125-303 |
125-314 |
S1 |
125-262 |
125-262 |
125-297 |
125-282 |
S2 |
125-218 |
125-218 |
125-289 |
|
S3 |
125-133 |
125-177 |
125-282 |
|
S4 |
125-048 |
125-092 |
125-258 |
|
|
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 |
126-190 |
125-195 |
0-315 |
0.8% |
0-136 |
0.3% |
35% |
False |
False |
1,219,004 |
10 |
127-010 |
125-180 |
1-150 |
1.2% |
0-150 |
0.4% |
27% |
False |
False |
1,194,573 |
20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-168 |
0.4% |
61% |
False |
False |
1,313,677 |
40 |
127-010 |
123-260 |
3-070 |
2.6% |
0-155 |
0.4% |
67% |
False |
False |
1,139,043 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-157 |
0.4% |
67% |
False |
False |
1,138,855 |
80 |
127-010 |
122-280 |
4-050 |
3.3% |
0-155 |
0.4% |
74% |
False |
False |
924,436 |
100 |
127-010 |
122-000 |
5-010 |
4.0% |
0-147 |
0.4% |
79% |
False |
False |
739,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-066 |
2.618 |
126-248 |
1.618 |
126-163 |
1.000 |
126-110 |
0.618 |
126-078 |
HIGH |
126-025 |
0.618 |
125-313 |
0.500 |
125-302 |
0.382 |
125-292 |
LOW |
125-260 |
0.618 |
125-207 |
1.000 |
125-175 |
1.618 |
125-122 |
2.618 |
125-037 |
4.250 |
124-219 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
125-304 |
125-302 |
PP |
125-303 |
125-298 |
S1 |
125-302 |
125-295 |
|