ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-270 |
125-315 |
0-045 |
0.1% |
126-200 |
High |
126-025 |
126-065 |
0-040 |
0.1% |
126-210 |
Low |
125-260 |
125-300 |
0-040 |
0.1% |
125-195 |
Close |
125-305 |
126-010 |
0-025 |
0.1% |
125-285 |
Range |
0-085 |
0-085 |
0-000 |
0.0% |
1-015 |
ATR |
0-155 |
0-150 |
-0-005 |
-3.2% |
0-000 |
Volume |
1,310,860 |
1,951,387 |
640,527 |
48.9% |
5,567,773 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-273 |
126-227 |
126-057 |
|
R3 |
126-188 |
126-142 |
126-033 |
|
R2 |
126-103 |
126-103 |
126-026 |
|
R1 |
126-057 |
126-057 |
126-018 |
126-080 |
PP |
126-018 |
126-018 |
126-018 |
126-030 |
S1 |
125-292 |
125-292 |
126-002 |
125-315 |
S2 |
125-253 |
125-253 |
125-314 |
|
S3 |
125-168 |
125-207 |
125-307 |
|
S4 |
125-083 |
125-122 |
125-283 |
|
|
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 |
126-095 |
125-195 |
0-220 |
0.5% |
0-128 |
0.3% |
61% |
False |
False |
1,411,094 |
10 |
127-010 |
125-180 |
1-150 |
1.2% |
0-152 |
0.4% |
32% |
False |
False |
1,305,624 |
20 |
127-010 |
124-075 |
2-255 |
2.2% |
0-166 |
0.4% |
64% |
False |
False |
1,354,769 |
40 |
127-010 |
123-260 |
3-070 |
2.6% |
0-155 |
0.4% |
69% |
False |
False |
1,167,199 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-155 |
0.4% |
69% |
False |
False |
1,150,166 |
80 |
127-010 |
123-180 |
3-150 |
2.8% |
0-151 |
0.4% |
71% |
False |
False |
948,758 |
100 |
127-010 |
122-070 |
4-260 |
3.8% |
0-148 |
0.4% |
79% |
False |
False |
759,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-106 |
2.618 |
126-288 |
1.618 |
126-203 |
1.000 |
126-150 |
0.618 |
126-118 |
HIGH |
126-065 |
0.618 |
126-033 |
0.500 |
126-022 |
0.382 |
126-012 |
LOW |
125-300 |
0.618 |
125-247 |
1.000 |
125-215 |
1.618 |
125-162 |
2.618 |
125-077 |
4.250 |
124-259 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-022 |
125-318 |
PP |
126-018 |
125-307 |
S1 |
126-014 |
125-295 |
|