ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-125 |
125-130 |
0-005 |
0.0% |
125-290 |
| High |
125-195 |
125-230 |
0-035 |
0.1% |
125-310 |
| Low |
125-110 |
125-120 |
0-010 |
0.0% |
124-310 |
| Close |
125-140 |
125-205 |
0-065 |
0.2% |
125-080 |
| Range |
0-085 |
0-110 |
0-025 |
29.4% |
1-000 |
| ATR |
0-146 |
0-144 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,108,465 |
1,676,377 |
567,912 |
51.2% |
299,232 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-195 |
126-150 |
125-266 |
|
| R3 |
126-085 |
126-040 |
125-235 |
|
| R2 |
125-295 |
125-295 |
125-225 |
|
| R1 |
125-250 |
125-250 |
125-215 |
125-272 |
| PP |
125-185 |
125-185 |
125-185 |
125-196 |
| S1 |
125-140 |
125-140 |
125-195 |
125-162 |
| S2 |
125-075 |
125-075 |
125-185 |
|
| S3 |
124-285 |
125-030 |
125-175 |
|
| S4 |
124-175 |
124-240 |
125-144 |
|
|
| 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 |
125-230 |
124-310 |
0-240 |
0.6% |
0-117 |
0.3% |
90% |
True |
False |
626,570 |
| 10 |
126-120 |
124-310 |
1-130 |
1.1% |
0-140 |
0.3% |
48% |
False |
False |
330,188 |
| 20 |
126-120 |
123-130 |
2-310 |
2.4% |
0-157 |
0.4% |
75% |
False |
False |
172,161 |
| 40 |
126-120 |
122-300 |
3-140 |
2.7% |
0-144 |
0.4% |
79% |
False |
False |
87,637 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-112 |
0.3% |
80% |
False |
False |
58,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-058 |
|
2.618 |
126-198 |
|
1.618 |
126-088 |
|
1.000 |
126-020 |
|
0.618 |
125-298 |
|
HIGH |
125-230 |
|
0.618 |
125-188 |
|
0.500 |
125-175 |
|
0.382 |
125-162 |
|
LOW |
125-120 |
|
0.618 |
125-052 |
|
1.000 |
125-010 |
|
1.618 |
124-262 |
|
2.618 |
124-152 |
|
4.250 |
123-292 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-195 |
125-185 |
| PP |
125-185 |
125-165 |
| S1 |
125-175 |
125-145 |
|