ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-040 |
125-040 |
0-000 |
0.0% |
124-150 |
High |
125-100 |
125-090 |
-0-010 |
0.0% |
125-270 |
Low |
125-010 |
124-280 |
-0-050 |
-0.1% |
124-100 |
Close |
125-070 |
125-040 |
-0-030 |
-0.1% |
125-080 |
Range |
0-090 |
0-130 |
0-040 |
44.4% |
1-170 |
ATR |
0-149 |
0-148 |
-0-001 |
-0.9% |
0-000 |
Volume |
30,383 |
13,315 |
-17,068 |
-56.2% |
59,106 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-100 |
126-040 |
125-112 |
|
R3 |
125-290 |
125-230 |
125-076 |
|
R2 |
125-160 |
125-160 |
125-064 |
|
R1 |
125-100 |
125-100 |
125-052 |
125-105 |
PP |
125-030 |
125-030 |
125-030 |
125-032 |
S1 |
124-290 |
124-290 |
125-028 |
124-295 |
S2 |
124-220 |
124-220 |
125-016 |
|
S3 |
124-090 |
124-160 |
125-004 |
|
S4 |
123-280 |
124-030 |
124-288 |
|
|
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 |
127-002 |
2.618 |
126-110 |
1.618 |
125-300 |
1.000 |
125-220 |
0.618 |
125-170 |
HIGH |
125-090 |
0.618 |
125-040 |
0.500 |
125-025 |
0.382 |
125-010 |
LOW |
124-280 |
0.618 |
124-200 |
1.000 |
124-150 |
1.618 |
124-070 |
2.618 |
123-260 |
4.250 |
123-048 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
125-035 |
125-115 |
PP |
125-030 |
125-090 |
S1 |
125-025 |
125-065 |
|