ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-070 |
125-125 |
0-055 |
0.1% |
125-290 |
| High |
125-150 |
125-195 |
0-045 |
0.1% |
125-310 |
| Low |
125-060 |
125-110 |
0-050 |
0.1% |
124-310 |
| Close |
125-110 |
125-140 |
0-030 |
0.1% |
125-080 |
| Range |
0-090 |
0-085 |
-0-005 |
-5.6% |
1-000 |
| ATR |
0-151 |
0-146 |
-0-005 |
-3.1% |
0-000 |
| Volume |
166,898 |
1,108,465 |
941,567 |
564.2% |
299,232 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-083 |
126-037 |
125-187 |
|
| R3 |
125-318 |
125-272 |
125-163 |
|
| R2 |
125-233 |
125-233 |
125-156 |
|
| R1 |
125-187 |
125-187 |
125-148 |
125-210 |
| PP |
125-148 |
125-148 |
125-148 |
125-160 |
| S1 |
125-102 |
125-102 |
125-132 |
125-125 |
| S2 |
125-063 |
125-063 |
125-124 |
|
| S3 |
124-298 |
125-017 |
125-117 |
|
| S4 |
124-213 |
124-252 |
125-093 |
|
|
| 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 |
125-200 |
124-310 |
0-210 |
0.5% |
0-125 |
0.3% |
71% |
False |
False |
301,679 |
| 10 |
126-120 |
124-280 |
1-160 |
1.2% |
0-150 |
0.4% |
38% |
False |
False |
163,303 |
| 20 |
126-120 |
123-130 |
2-310 |
2.4% |
0-167 |
0.4% |
68% |
False |
False |
88,705 |
| 40 |
126-120 |
122-300 |
3-140 |
2.7% |
0-143 |
0.4% |
73% |
False |
False |
45,872 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-110 |
0.3% |
75% |
False |
False |
30,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-236 |
|
2.618 |
126-098 |
|
1.618 |
126-013 |
|
1.000 |
125-280 |
|
0.618 |
125-248 |
|
HIGH |
125-195 |
|
0.618 |
125-163 |
|
0.500 |
125-152 |
|
0.382 |
125-142 |
|
LOW |
125-110 |
|
0.618 |
125-057 |
|
1.000 |
125-025 |
|
1.618 |
124-292 |
|
2.618 |
124-207 |
|
4.250 |
124-069 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-152 |
125-124 |
| PP |
125-148 |
125-108 |
| S1 |
125-144 |
125-092 |
|