ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-080 |
125-040 |
-0-040 |
-0.1% |
124-150 |
High |
125-270 |
125-100 |
-0-170 |
-0.4% |
125-270 |
Low |
125-050 |
125-010 |
-0-040 |
-0.1% |
124-100 |
Close |
125-080 |
125-070 |
-0-010 |
0.0% |
125-080 |
Range |
0-220 |
0-090 |
-0-130 |
-59.1% |
1-170 |
ATR |
0-154 |
0-149 |
-0-005 |
-3.0% |
0-000 |
Volume |
22,213 |
30,383 |
8,170 |
36.8% |
59,106 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-010 |
125-290 |
125-120 |
|
R3 |
125-240 |
125-200 |
125-095 |
|
R2 |
125-150 |
125-150 |
125-086 |
|
R1 |
125-110 |
125-110 |
125-078 |
125-130 |
PP |
125-060 |
125-060 |
125-060 |
125-070 |
S1 |
125-020 |
125-020 |
125-062 |
125-040 |
S2 |
124-290 |
124-290 |
125-054 |
|
S3 |
124-200 |
124-250 |
125-045 |
|
S4 |
124-110 |
124-160 |
125-020 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-233 |
129-007 |
126-030 |
|
R3 |
128-063 |
127-157 |
125-215 |
|
R2 |
126-213 |
126-213 |
125-170 |
|
R1 |
125-307 |
125-307 |
125-125 |
126-100 |
PP |
125-043 |
125-043 |
125-043 |
125-100 |
S1 |
124-137 |
124-137 |
125-035 |
124-250 |
S2 |
123-193 |
123-193 |
124-310 |
|
S3 |
122-023 |
122-287 |
124-265 |
|
S4 |
120-173 |
121-117 |
124-130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-162 |
2.618 |
126-016 |
1.618 |
125-246 |
1.000 |
125-190 |
0.618 |
125-156 |
HIGH |
125-100 |
0.618 |
125-066 |
0.500 |
125-055 |
0.382 |
125-044 |
LOW |
125-010 |
0.618 |
124-274 |
1.000 |
124-240 |
1.618 |
124-184 |
2.618 |
124-094 |
4.250 |
123-268 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
125-065 |
125-085 |
PP |
125-060 |
125-080 |
S1 |
125-055 |
125-075 |
|