ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
125-020 |
124-275 |
-0-065 |
-0.2% |
126-090 |
High |
125-050 |
125-035 |
-0-015 |
0.0% |
126-100 |
Low |
124-260 |
124-255 |
-0-005 |
0.0% |
125-100 |
Close |
124-295 |
124-305 |
0-010 |
0.0% |
125-170 |
Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
1-000 |
ATR |
0-153 |
0-149 |
-0-004 |
-2.5% |
0-000 |
Volume |
24,037 |
19,788 |
-4,249 |
-17.7% |
509,562 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-285 |
125-235 |
125-040 |
|
R3 |
125-185 |
125-135 |
125-012 |
|
R2 |
125-085 |
125-085 |
125-003 |
|
R1 |
125-035 |
125-035 |
124-314 |
125-060 |
PP |
124-305 |
124-305 |
124-305 |
124-318 |
S1 |
124-255 |
124-255 |
124-296 |
124-280 |
S2 |
124-205 |
124-205 |
124-287 |
|
S3 |
124-105 |
124-155 |
124-278 |
|
S4 |
124-005 |
124-055 |
124-250 |
|
|
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 |
124-255 |
1-115 |
1.1% |
0-147 |
0.4% |
11% |
False |
True |
29,528 |
10 |
126-185 |
124-255 |
1-250 |
1.4% |
0-150 |
0.4% |
9% |
False |
True |
250,405 |
20 |
127-010 |
124-255 |
2-075 |
1.8% |
0-146 |
0.4% |
7% |
False |
True |
826,792 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-154 |
0.4% |
26% |
False |
False |
1,019,898 |
60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-151 |
0.4% |
36% |
False |
False |
1,011,501 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
36% |
False |
False |
1,006,689 |
100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-150 |
0.4% |
53% |
False |
False |
807,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-140 |
2.618 |
125-297 |
1.618 |
125-197 |
1.000 |
125-135 |
0.618 |
125-097 |
HIGH |
125-035 |
0.618 |
124-317 |
0.500 |
124-305 |
0.382 |
124-293 |
LOW |
124-255 |
0.618 |
124-193 |
1.000 |
124-155 |
1.618 |
124-093 |
2.618 |
123-313 |
4.250 |
123-150 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
124-305 |
125-028 |
PP |
124-305 |
125-013 |
S1 |
124-305 |
124-319 |
|