ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
126-090 |
125-265 |
-0-145 |
-0.4% |
125-270 |
High |
126-100 |
125-275 |
-0-145 |
-0.4% |
126-185 |
Low |
125-210 |
125-115 |
-0-095 |
-0.2% |
125-260 |
Close |
125-255 |
125-250 |
-0-005 |
0.0% |
126-105 |
Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
0-245 |
ATR |
0-145 |
0-146 |
0-001 |
0.8% |
0-000 |
Volume |
222,259 |
116,979 |
-105,280 |
-47.4% |
7,485,348 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-053 |
126-312 |
126-018 |
|
R3 |
126-213 |
126-152 |
125-294 |
|
R2 |
126-053 |
126-053 |
125-279 |
|
R1 |
125-312 |
125-312 |
125-265 |
125-262 |
PP |
125-213 |
125-213 |
125-213 |
125-189 |
S1 |
125-152 |
125-152 |
125-235 |
125-102 |
S2 |
125-053 |
125-053 |
125-221 |
|
S3 |
124-213 |
124-312 |
125-206 |
|
S4 |
124-053 |
124-152 |
125-162 |
|
|
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 |
125-115 |
1-070 |
1.0% |
0-133 |
0.3% |
35% |
False |
True |
912,467 |
10 |
126-185 |
125-115 |
1-070 |
1.0% |
0-130 |
0.3% |
35% |
False |
True |
1,161,781 |
20 |
127-010 |
125-100 |
1-230 |
1.4% |
0-145 |
0.4% |
27% |
False |
False |
1,183,269 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-151 |
0.4% |
55% |
False |
False |
1,159,223 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-151 |
0.4% |
62% |
False |
False |
1,116,839 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
62% |
False |
False |
1,005,249 |
100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-147 |
0.4% |
72% |
False |
False |
804,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-315 |
2.618 |
127-054 |
1.618 |
126-214 |
1.000 |
126-115 |
0.618 |
126-054 |
HIGH |
125-275 |
0.618 |
125-214 |
0.500 |
125-195 |
0.382 |
125-176 |
LOW |
125-115 |
0.618 |
125-016 |
1.000 |
124-275 |
1.618 |
124-176 |
2.618 |
124-016 |
4.250 |
123-075 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
125-232 |
125-292 |
PP |
125-213 |
125-278 |
S1 |
125-195 |
125-264 |
|