ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-265 |
0-055 |
0.1% |
125-070 |
| High |
125-305 |
125-290 |
-0-015 |
0.0% |
125-305 |
| Low |
125-205 |
125-215 |
0-010 |
0.0% |
125-060 |
| Close |
125-270 |
125-250 |
-0-020 |
0.0% |
125-250 |
| Range |
0-100 |
0-075 |
-0-025 |
-25.0% |
0-245 |
| ATR |
0-140 |
0-136 |
-0-005 |
-3.3% |
0-000 |
| Volume |
1,290,034 |
1,098,233 |
-191,801 |
-14.9% |
5,340,007 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-157 |
126-118 |
125-291 |
|
| R3 |
126-082 |
126-043 |
125-271 |
|
| R2 |
126-007 |
126-007 |
125-264 |
|
| R1 |
125-288 |
125-288 |
125-257 |
125-270 |
| PP |
125-252 |
125-252 |
125-252 |
125-242 |
| S1 |
125-213 |
125-213 |
125-243 |
125-195 |
| S2 |
125-177 |
125-177 |
125-236 |
|
| S3 |
125-102 |
125-138 |
125-229 |
|
| S4 |
125-027 |
125-063 |
125-209 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-300 |
127-200 |
126-065 |
|
| R3 |
127-055 |
126-275 |
125-317 |
|
| R2 |
126-130 |
126-130 |
125-295 |
|
| R1 |
126-030 |
126-030 |
125-272 |
126-080 |
| PP |
125-205 |
125-205 |
125-205 |
125-230 |
| S1 |
125-105 |
125-105 |
125-228 |
125-155 |
| S2 |
124-280 |
124-280 |
125-205 |
|
| S3 |
124-035 |
124-180 |
125-183 |
|
| S4 |
123-110 |
123-255 |
125-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-305 |
125-060 |
0-245 |
0.6% |
0-092 |
0.2% |
78% |
False |
False |
1,068,001 |
| 10 |
125-310 |
124-310 |
1-000 |
0.8% |
0-116 |
0.3% |
81% |
False |
False |
563,923 |
| 20 |
126-120 |
124-100 |
2-020 |
1.6% |
0-142 |
0.4% |
71% |
False |
False |
290,024 |
| 40 |
126-120 |
123-050 |
3-070 |
2.6% |
0-140 |
0.3% |
82% |
False |
False |
147,097 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-115 |
0.3% |
84% |
False |
False |
98,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-289 |
|
2.618 |
126-166 |
|
1.618 |
126-091 |
|
1.000 |
126-045 |
|
0.618 |
126-016 |
|
HIGH |
125-290 |
|
0.618 |
125-261 |
|
0.500 |
125-252 |
|
0.382 |
125-244 |
|
LOW |
125-215 |
|
0.618 |
125-169 |
|
1.000 |
125-140 |
|
1.618 |
125-094 |
|
2.618 |
125-019 |
|
4.250 |
124-216 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-252 |
125-238 |
| PP |
125-252 |
125-225 |
| S1 |
125-251 |
125-212 |
|