ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-080 |
125-120 |
0-040 |
0.1% |
125-290 |
| High |
125-150 |
125-190 |
0-040 |
0.1% |
125-310 |
| Low |
125-050 |
124-310 |
-0-060 |
-0.1% |
124-310 |
| Close |
125-120 |
125-080 |
-0-040 |
-0.1% |
125-080 |
| Range |
0-100 |
0-200 |
0-100 |
100.0% |
1-000 |
| ATR |
0-152 |
0-155 |
0-003 |
2.3% |
0-000 |
| Volume |
97,088 |
84,025 |
-13,063 |
-13.5% |
299,232 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-047 |
126-263 |
125-190 |
|
| R3 |
126-167 |
126-063 |
125-135 |
|
| R2 |
125-287 |
125-287 |
125-117 |
|
| R1 |
125-183 |
125-183 |
125-098 |
125-135 |
| PP |
125-087 |
125-087 |
125-087 |
125-062 |
| S1 |
124-303 |
124-303 |
125-062 |
124-255 |
| S2 |
124-207 |
124-207 |
125-043 |
|
| S3 |
124-007 |
124-103 |
125-025 |
|
| S4 |
123-127 |
123-223 |
124-290 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-127 |
127-263 |
125-256 |
|
| R3 |
127-127 |
126-263 |
125-168 |
|
| R2 |
126-127 |
126-127 |
125-139 |
|
| R1 |
125-263 |
125-263 |
125-109 |
125-195 |
| PP |
125-127 |
125-127 |
125-127 |
125-092 |
| S1 |
124-263 |
124-263 |
125-051 |
124-195 |
| S2 |
124-127 |
124-127 |
125-021 |
|
| S3 |
123-127 |
123-263 |
124-312 |
|
| S4 |
122-127 |
122-263 |
124-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-310 |
124-310 |
1-000 |
0.8% |
0-140 |
0.3% |
28% |
False |
True |
59,846 |
| 10 |
126-120 |
124-280 |
1-160 |
1.2% |
0-154 |
0.4% |
25% |
False |
False |
40,136 |
| 20 |
126-120 |
123-130 |
2-310 |
2.4% |
0-168 |
0.4% |
62% |
False |
False |
25,398 |
| 40 |
126-120 |
122-300 |
3-140 |
2.7% |
0-141 |
0.4% |
67% |
False |
False |
14,005 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-107 |
0.3% |
70% |
False |
False |
9,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-080 |
|
2.618 |
127-074 |
|
1.618 |
126-194 |
|
1.000 |
126-070 |
|
0.618 |
125-314 |
|
HIGH |
125-190 |
|
0.618 |
125-114 |
|
0.500 |
125-090 |
|
0.382 |
125-066 |
|
LOW |
124-310 |
|
0.618 |
124-186 |
|
1.000 |
124-110 |
|
1.618 |
123-306 |
|
2.618 |
123-106 |
|
4.250 |
122-100 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-090 |
125-095 |
| PP |
125-087 |
125-090 |
| S1 |
125-083 |
125-085 |
|