ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
125-265 |
125-265 |
0-000 |
0.0% |
125-270 |
High |
125-275 |
126-025 |
0-070 |
0.2% |
126-185 |
Low |
125-115 |
125-130 |
0-015 |
0.0% |
125-260 |
Close |
125-250 |
125-155 |
-0-095 |
-0.2% |
126-105 |
Range |
0-160 |
0-215 |
0-055 |
34.4% |
0-245 |
ATR |
0-146 |
0-151 |
0-005 |
3.4% |
0-000 |
Volume |
116,979 |
103,405 |
-13,574 |
-11.6% |
7,485,348 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-215 |
127-080 |
125-273 |
|
R3 |
127-000 |
126-185 |
125-214 |
|
R2 |
126-105 |
126-105 |
125-194 |
|
R1 |
125-290 |
125-290 |
125-175 |
125-250 |
PP |
125-210 |
125-210 |
125-210 |
125-190 |
S1 |
125-075 |
125-075 |
125-135 |
125-035 |
S2 |
124-315 |
124-315 |
125-116 |
|
S3 |
124-100 |
124-180 |
125-096 |
|
S4 |
123-205 |
123-285 |
125-037 |
|
|
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% |
0-154 |
0.4% |
10% |
False |
False |
471,281 |
10 |
126-185 |
125-115 |
1-070 |
1.0% |
0-136 |
0.3% |
10% |
False |
False |
1,053,609 |
20 |
127-010 |
125-115 |
1-215 |
1.3% |
0-149 |
0.4% |
7% |
False |
False |
1,127,091 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-152 |
0.4% |
45% |
False |
False |
1,133,144 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
52% |
False |
False |
1,101,225 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-154 |
0.4% |
52% |
False |
False |
1,006,344 |
100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-148 |
0.4% |
65% |
False |
False |
806,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-299 |
2.618 |
127-268 |
1.618 |
127-053 |
1.000 |
126-240 |
0.618 |
126-158 |
HIGH |
126-025 |
0.618 |
125-263 |
0.500 |
125-238 |
0.382 |
125-212 |
LOW |
125-130 |
0.618 |
124-317 |
1.000 |
124-235 |
1.618 |
124-102 |
2.618 |
123-207 |
4.250 |
122-176 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
125-238 |
125-268 |
PP |
125-210 |
125-230 |
S1 |
125-182 |
125-192 |
|