ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
126-000 |
126-080 |
0-080 |
0.2% |
126-200 |
High |
126-100 |
126-185 |
0-085 |
0.2% |
126-210 |
Low |
125-310 |
126-075 |
0-085 |
0.2% |
125-195 |
Close |
126-075 |
126-130 |
0-055 |
0.1% |
125-285 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
1-015 |
ATR |
0-147 |
0-144 |
-0-003 |
-1.8% |
0-000 |
Volume |
2,309,338 |
1,591,275 |
-718,063 |
-31.1% |
5,567,773 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-140 |
127-085 |
126-190 |
|
R3 |
127-030 |
126-295 |
126-160 |
|
R2 |
126-240 |
126-240 |
126-150 |
|
R1 |
126-185 |
126-185 |
126-140 |
126-212 |
PP |
126-130 |
126-130 |
126-130 |
126-144 |
S1 |
126-075 |
126-075 |
126-120 |
126-102 |
S2 |
126-020 |
126-020 |
126-110 |
|
S3 |
125-230 |
125-285 |
126-100 |
|
S4 |
125-120 |
125-175 |
126-070 |
|
|
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 |
126-185 |
125-195 |
0-310 |
0.8% |
0-118 |
0.3% |
82% |
True |
False |
1,726,538 |
10 |
127-010 |
125-195 |
1-135 |
1.1% |
0-139 |
0.3% |
56% |
False |
False |
1,433,664 |
20 |
127-010 |
124-130 |
2-200 |
2.1% |
0-152 |
0.4% |
76% |
False |
False |
1,363,986 |
40 |
127-010 |
123-260 |
3-070 |
2.5% |
0-152 |
0.4% |
81% |
False |
False |
1,217,049 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
81% |
False |
False |
1,170,062 |
80 |
127-010 |
123-200 |
3-130 |
2.7% |
0-151 |
0.4% |
82% |
False |
False |
997,372 |
100 |
127-010 |
122-180 |
4-150 |
3.5% |
0-148 |
0.4% |
86% |
False |
False |
798,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-012 |
2.618 |
127-153 |
1.618 |
127-043 |
1.000 |
126-295 |
0.618 |
126-253 |
HIGH |
126-185 |
0.618 |
126-143 |
0.500 |
126-130 |
0.382 |
126-117 |
LOW |
126-075 |
0.618 |
126-007 |
1.000 |
125-285 |
1.618 |
125-217 |
2.618 |
125-107 |
4.250 |
124-248 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-130 |
126-114 |
PP |
126-130 |
126-098 |
S1 |
126-130 |
126-082 |
|