ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
125-265 |
125-145 |
-0-120 |
-0.3% |
126-090 |
High |
126-025 |
126-050 |
0-025 |
0.1% |
126-100 |
Low |
125-130 |
125-100 |
-0-030 |
-0.1% |
125-100 |
Close |
125-155 |
125-170 |
0-015 |
0.0% |
125-170 |
Range |
0-215 |
0-270 |
0-055 |
25.6% |
1-000 |
ATR |
0-151 |
0-159 |
0-009 |
5.7% |
0-000 |
Volume |
103,405 |
66,919 |
-36,486 |
-35.3% |
509,562 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-063 |
127-227 |
125-318 |
|
R3 |
127-113 |
126-277 |
125-244 |
|
R2 |
126-163 |
126-163 |
125-220 |
|
R1 |
126-007 |
126-007 |
125-195 |
126-085 |
PP |
125-213 |
125-213 |
125-213 |
125-252 |
S1 |
125-057 |
125-057 |
125-145 |
125-135 |
S2 |
124-263 |
124-263 |
125-120 |
|
S3 |
123-313 |
124-107 |
125-096 |
|
S4 |
123-043 |
123-157 |
125-022 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-230 |
128-040 |
126-026 |
|
R3 |
127-230 |
127-040 |
125-258 |
|
R2 |
126-230 |
126-230 |
125-229 |
|
R1 |
126-040 |
126-040 |
125-199 |
125-295 |
PP |
125-230 |
125-230 |
125-230 |
125-198 |
S1 |
125-040 |
125-040 |
125-141 |
124-295 |
S2 |
124-230 |
124-230 |
125-111 |
|
S3 |
123-230 |
124-040 |
125-082 |
|
S4 |
122-230 |
123-040 |
124-314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-150 |
125-100 |
1-050 |
0.9% |
0-186 |
0.5% |
19% |
False |
True |
166,410 |
10 |
126-185 |
125-100 |
1-085 |
1.0% |
0-152 |
0.4% |
17% |
False |
True |
946,474 |
20 |
127-010 |
125-100 |
1-230 |
1.4% |
0-152 |
0.4% |
13% |
False |
True |
1,063,360 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-154 |
0.4% |
46% |
False |
False |
1,099,710 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-154 |
0.4% |
54% |
False |
False |
1,084,311 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-156 |
0.4% |
54% |
False |
False |
1,007,040 |
100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-149 |
0.4% |
66% |
False |
False |
806,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-238 |
2.618 |
128-117 |
1.618 |
127-167 |
1.000 |
127-000 |
0.618 |
126-217 |
HIGH |
126-050 |
0.618 |
125-267 |
0.500 |
125-235 |
0.382 |
125-203 |
LOW |
125-100 |
0.618 |
124-253 |
1.000 |
124-150 |
1.618 |
123-303 |
2.618 |
123-033 |
4.250 |
121-232 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
125-235 |
125-235 |
PP |
125-213 |
125-213 |
S1 |
125-192 |
125-192 |
|