ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
124-180 |
124-230 |
0-050 |
0.1% |
125-195 |
High |
124-235 |
125-015 |
0-100 |
0.3% |
125-265 |
Low |
124-140 |
124-215 |
0-075 |
0.2% |
124-150 |
Close |
124-210 |
124-225 |
0-015 |
0.0% |
124-155 |
Range |
0-095 |
0-120 |
0-025 |
26.3% |
1-115 |
ATR |
0-145 |
0-144 |
-0-001 |
-1.0% |
0-000 |
Volume |
6,637 |
21,950 |
15,313 |
230.7% |
103,457 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-298 |
125-222 |
124-291 |
|
R3 |
125-178 |
125-102 |
124-258 |
|
R2 |
125-058 |
125-058 |
124-247 |
|
R1 |
124-302 |
124-302 |
124-236 |
124-280 |
PP |
124-258 |
124-258 |
124-258 |
124-248 |
S1 |
124-182 |
124-182 |
124-214 |
124-160 |
S2 |
124-138 |
124-138 |
124-203 |
|
S3 |
124-018 |
124-062 |
124-192 |
|
S4 |
123-218 |
123-262 |
124-159 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-002 |
128-033 |
125-074 |
|
R3 |
127-207 |
126-238 |
124-275 |
|
R2 |
126-092 |
126-092 |
124-235 |
|
R1 |
125-123 |
125-123 |
124-195 |
125-050 |
PP |
124-297 |
124-297 |
124-297 |
124-260 |
S1 |
124-008 |
124-008 |
124-115 |
123-255 |
S2 |
123-182 |
123-182 |
124-075 |
|
S3 |
122-067 |
122-213 |
124-035 |
|
S4 |
120-272 |
121-098 |
123-236 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-050 |
124-140 |
0-230 |
0.6% |
0-107 |
0.3% |
37% |
False |
False |
19,028 |
10 |
126-050 |
124-140 |
1-230 |
1.4% |
0-144 |
0.4% |
15% |
False |
False |
41,934 |
20 |
126-190 |
124-140 |
2-050 |
1.7% |
0-135 |
0.3% |
12% |
False |
False |
645,555 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-149 |
0.4% |
17% |
False |
False |
940,074 |
60 |
127-010 |
123-260 |
3-070 |
2.6% |
0-148 |
0.4% |
28% |
False |
False |
953,882 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
28% |
False |
False |
1,003,994 |
100 |
127-010 |
122-270 |
4-060 |
3.4% |
0-150 |
0.4% |
44% |
False |
False |
807,884 |
120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-141 |
0.4% |
54% |
False |
False |
673,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-205 |
2.618 |
126-009 |
1.618 |
125-209 |
1.000 |
125-135 |
0.618 |
125-089 |
HIGH |
125-015 |
0.618 |
124-289 |
0.500 |
124-275 |
0.382 |
124-261 |
LOW |
124-215 |
0.618 |
124-141 |
1.000 |
124-095 |
1.618 |
124-021 |
2.618 |
123-221 |
4.250 |
123-025 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
124-275 |
124-238 |
PP |
124-258 |
124-233 |
S1 |
124-242 |
124-229 |
|