ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-130 |
125-180 |
0-050 |
0.1% |
125-040 |
High |
125-240 |
126-120 |
0-200 |
0.5% |
126-120 |
Low |
125-100 |
125-160 |
0-060 |
0.1% |
124-280 |
Close |
125-200 |
126-000 |
0-120 |
0.3% |
126-000 |
Range |
0-140 |
0-280 |
0-140 |
100.0% |
1-160 |
ATR |
0-151 |
0-160 |
0-009 |
6.1% |
0-000 |
Volume |
12,617 |
38,299 |
25,682 |
203.6% |
102,136 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-187 |
128-053 |
126-154 |
|
R3 |
127-227 |
127-093 |
126-077 |
|
R2 |
126-267 |
126-267 |
126-051 |
|
R1 |
126-133 |
126-133 |
126-026 |
126-200 |
PP |
125-307 |
125-307 |
125-307 |
126-020 |
S1 |
125-173 |
125-173 |
125-294 |
125-240 |
S2 |
125-027 |
125-027 |
125-269 |
|
S3 |
124-067 |
124-213 |
125-243 |
|
S4 |
123-107 |
123-253 |
125-166 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-080 |
129-200 |
126-264 |
|
R3 |
128-240 |
128-040 |
126-132 |
|
R2 |
127-080 |
127-080 |
126-088 |
|
R1 |
126-200 |
126-200 |
126-044 |
126-300 |
PP |
125-240 |
125-240 |
125-240 |
125-290 |
S1 |
125-040 |
125-040 |
125-276 |
125-140 |
S2 |
124-080 |
124-080 |
125-232 |
|
S3 |
122-240 |
123-200 |
125-188 |
|
S4 |
121-080 |
122-040 |
125-056 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-030 |
2.618 |
128-213 |
1.618 |
127-253 |
1.000 |
127-080 |
0.618 |
126-293 |
HIGH |
126-120 |
0.618 |
126-013 |
0.500 |
125-300 |
0.382 |
125-267 |
LOW |
125-160 |
0.618 |
124-307 |
1.000 |
124-200 |
1.618 |
124-027 |
2.618 |
123-067 |
4.250 |
121-250 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
125-313 |
125-280 |
PP |
125-307 |
125-240 |
S1 |
125-300 |
125-200 |
|