ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
126-120 |
126-090 |
-0-030 |
-0.1% |
125-270 |
High |
126-150 |
126-100 |
-0-050 |
-0.1% |
126-185 |
Low |
126-075 |
125-210 |
-0-185 |
-0.5% |
125-260 |
Close |
126-105 |
125-255 |
-0-170 |
-0.4% |
126-105 |
Range |
0-075 |
0-210 |
0-135 |
180.0% |
0-245 |
ATR |
0-139 |
0-145 |
0-005 |
3.9% |
0-000 |
Volume |
322,488 |
222,259 |
-100,229 |
-31.1% |
7,485,348 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-285 |
127-160 |
126-050 |
|
R3 |
127-075 |
126-270 |
125-313 |
|
R2 |
126-185 |
126-185 |
125-294 |
|
R1 |
126-060 |
126-060 |
125-274 |
126-018 |
PP |
125-295 |
125-295 |
125-295 |
125-274 |
S1 |
125-170 |
125-170 |
125-236 |
125-128 |
S2 |
125-085 |
125-085 |
125-216 |
|
S3 |
124-195 |
124-280 |
125-197 |
|
S4 |
123-305 |
124-070 |
125-140 |
|
|
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 |
125-210 |
0-295 |
0.7% |
0-118 |
0.3% |
15% |
False |
True |
1,279,349 |
10 |
126-190 |
125-195 |
0-315 |
0.8% |
0-127 |
0.3% |
19% |
False |
False |
1,249,176 |
20 |
127-010 |
125-030 |
1-300 |
1.5% |
0-144 |
0.4% |
36% |
False |
False |
1,236,452 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-151 |
0.4% |
56% |
False |
False |
1,181,893 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-150 |
0.4% |
62% |
False |
False |
1,128,665 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
62% |
False |
False |
1,003,999 |
100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-148 |
0.4% |
72% |
False |
False |
803,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-032 |
2.618 |
128-010 |
1.618 |
127-120 |
1.000 |
126-310 |
0.618 |
126-230 |
HIGH |
126-100 |
0.618 |
126-020 |
0.500 |
125-315 |
0.382 |
125-290 |
LOW |
125-210 |
0.618 |
125-080 |
1.000 |
125-000 |
1.618 |
124-190 |
2.618 |
123-300 |
4.250 |
122-278 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
125-315 |
126-038 |
PP |
125-295 |
126-003 |
S1 |
125-275 |
125-289 |
|