ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-240 |
-0-025 |
-0.1% |
125-070 |
| High |
125-290 |
125-245 |
-0-045 |
-0.1% |
125-305 |
| Low |
125-215 |
125-065 |
-0-150 |
-0.4% |
125-060 |
| Close |
125-250 |
125-075 |
-0-175 |
-0.4% |
125-250 |
| Range |
0-075 |
0-180 |
0-105 |
140.0% |
0-245 |
| ATR |
0-136 |
0-139 |
0-004 |
2.6% |
0-000 |
| Volume |
1,098,233 |
1,319,117 |
220,884 |
20.1% |
5,340,007 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-028 |
126-232 |
125-174 |
|
| R3 |
126-168 |
126-052 |
125-124 |
|
| R2 |
125-308 |
125-308 |
125-108 |
|
| R1 |
125-192 |
125-192 |
125-092 |
125-160 |
| PP |
125-128 |
125-128 |
125-128 |
125-112 |
| S1 |
125-012 |
125-012 |
125-058 |
124-300 |
| S2 |
124-268 |
124-268 |
125-042 |
|
| S3 |
124-088 |
124-152 |
125-026 |
|
| S4 |
123-228 |
123-292 |
124-296 |
|
|
| 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 |
125-065 |
0-240 |
0.6% |
0-110 |
0.3% |
4% |
False |
True |
1,298,445 |
| 10 |
125-310 |
124-310 |
1-000 |
0.8% |
0-123 |
0.3% |
27% |
False |
False |
691,425 |
| 20 |
126-120 |
124-100 |
2-020 |
1.6% |
0-144 |
0.4% |
45% |
False |
False |
355,378 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-141 |
0.4% |
62% |
False |
False |
180,045 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-118 |
0.3% |
69% |
False |
False |
120,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-050 |
|
2.618 |
127-076 |
|
1.618 |
126-216 |
|
1.000 |
126-105 |
|
0.618 |
126-036 |
|
HIGH |
125-245 |
|
0.618 |
125-176 |
|
0.500 |
125-155 |
|
0.382 |
125-134 |
|
LOW |
125-065 |
|
0.618 |
124-274 |
|
1.000 |
124-205 |
|
1.618 |
124-094 |
|
2.618 |
123-234 |
|
4.250 |
122-260 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-155 |
125-185 |
| PP |
125-128 |
125-148 |
| S1 |
125-102 |
125-112 |
|