ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
125-105 |
125-020 |
-0-085 |
-0.2% |
126-090 |
High |
125-120 |
125-050 |
-0-070 |
-0.2% |
126-100 |
Low |
125-020 |
124-260 |
-0-080 |
-0.2% |
125-100 |
Close |
125-035 |
124-295 |
-0-060 |
-0.1% |
125-170 |
Range |
0-100 |
0-110 |
0-010 |
10.0% |
1-000 |
ATR |
0-156 |
0-153 |
-0-003 |
-2.1% |
0-000 |
Volume |
19,614 |
24,037 |
4,423 |
22.6% |
509,562 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-318 |
125-257 |
125-036 |
|
R3 |
125-208 |
125-147 |
125-005 |
|
R2 |
125-098 |
125-098 |
124-315 |
|
R1 |
125-037 |
125-037 |
124-305 |
125-012 |
PP |
124-308 |
124-308 |
124-308 |
124-296 |
S1 |
124-247 |
124-247 |
124-285 |
124-222 |
S2 |
124-198 |
124-198 |
124-275 |
|
S3 |
124-088 |
124-137 |
124-265 |
|
S4 |
123-298 |
124-027 |
124-234 |
|
|
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 |
126-050 |
124-260 |
1-110 |
1.1% |
0-170 |
0.4% |
8% |
False |
True |
46,252 |
10 |
126-185 |
124-260 |
1-245 |
1.4% |
0-152 |
0.4% |
6% |
False |
True |
479,360 |
20 |
127-010 |
124-260 |
2-070 |
1.8% |
0-152 |
0.4% |
5% |
False |
True |
892,492 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-154 |
0.4% |
25% |
False |
False |
1,037,460 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
35% |
False |
False |
1,029,645 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
35% |
False |
False |
1,006,931 |
100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-149 |
0.4% |
53% |
False |
False |
807,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-198 |
2.618 |
126-018 |
1.618 |
125-228 |
1.000 |
125-160 |
0.618 |
125-118 |
HIGH |
125-050 |
0.618 |
125-008 |
0.500 |
124-315 |
0.382 |
124-302 |
LOW |
124-260 |
0.618 |
124-192 |
1.000 |
124-150 |
1.618 |
124-082 |
2.618 |
123-292 |
4.250 |
123-112 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
124-315 |
125-102 |
PP |
124-308 |
125-060 |
S1 |
124-302 |
125-018 |
|