ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-120 |
0-040 |
0.1% |
125-270 |
High |
126-185 |
126-150 |
-0-035 |
-0.1% |
126-185 |
Low |
126-075 |
126-075 |
0-000 |
0.0% |
125-260 |
Close |
126-130 |
126-105 |
-0-025 |
-0.1% |
126-105 |
Range |
0-110 |
0-075 |
-0-035 |
-31.8% |
0-245 |
ATR |
0-144 |
0-139 |
-0-005 |
-3.4% |
0-000 |
Volume |
1,591,275 |
322,488 |
-1,268,787 |
-79.7% |
7,485,348 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-015 |
126-295 |
126-146 |
|
R3 |
126-260 |
126-220 |
126-126 |
|
R2 |
126-185 |
126-185 |
126-119 |
|
R1 |
126-145 |
126-145 |
126-112 |
126-128 |
PP |
126-110 |
126-110 |
126-110 |
126-101 |
S1 |
126-070 |
126-070 |
126-098 |
126-052 |
S2 |
126-035 |
126-035 |
126-091 |
|
S3 |
125-280 |
125-315 |
126-084 |
|
S4 |
125-205 |
125-240 |
126-064 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-172 |
128-063 |
126-240 |
|
R3 |
127-247 |
127-138 |
126-172 |
|
R2 |
127-002 |
127-002 |
126-150 |
|
R1 |
126-213 |
126-213 |
126-127 |
126-268 |
PP |
126-077 |
126-077 |
126-077 |
126-104 |
S1 |
125-288 |
125-288 |
126-083 |
126-022 |
S2 |
125-152 |
125-152 |
126-060 |
|
S3 |
124-227 |
125-043 |
126-038 |
|
S4 |
123-302 |
124-118 |
125-290 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-185 |
125-260 |
0-245 |
0.6% |
0-093 |
0.2% |
67% |
False |
False |
1,497,069 |
10 |
126-210 |
125-195 |
1-015 |
0.8% |
0-119 |
0.3% |
69% |
False |
False |
1,305,312 |
20 |
127-010 |
125-030 |
1-300 |
1.5% |
0-140 |
0.3% |
64% |
False |
False |
1,262,979 |
40 |
127-010 |
124-020 |
2-310 |
2.4% |
0-149 |
0.4% |
76% |
False |
False |
1,192,276 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-150 |
0.4% |
78% |
False |
False |
1,150,383 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-151 |
0.4% |
78% |
False |
False |
1,001,361 |
100 |
127-010 |
122-180 |
4-150 |
3.5% |
0-147 |
0.4% |
84% |
False |
False |
801,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-149 |
2.618 |
127-026 |
1.618 |
126-271 |
1.000 |
126-225 |
0.618 |
126-196 |
HIGH |
126-150 |
0.618 |
126-121 |
0.500 |
126-112 |
0.382 |
126-104 |
LOW |
126-075 |
0.618 |
126-029 |
1.000 |
126-000 |
1.618 |
125-274 |
2.618 |
125-199 |
4.250 |
125-076 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
126-112 |
126-099 |
PP |
126-110 |
126-093 |
S1 |
126-108 |
126-088 |
|