ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
125-240 |
125-080 |
-0-160 |
-0.4% |
125-070 |
| High |
125-245 |
125-110 |
-0-135 |
-0.3% |
125-305 |
| Low |
125-065 |
124-245 |
-0-140 |
-0.3% |
125-060 |
| Close |
125-075 |
125-075 |
0-000 |
0.0% |
125-250 |
| Range |
0-180 |
0-185 |
0-005 |
2.8% |
0-245 |
| ATR |
0-139 |
0-143 |
0-003 |
2.3% |
0-000 |
| Volume |
1,319,117 |
1,353,230 |
34,113 |
2.6% |
5,340,007 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-272 |
126-198 |
125-177 |
|
| R3 |
126-087 |
126-013 |
125-126 |
|
| R2 |
125-222 |
125-222 |
125-109 |
|
| R1 |
125-148 |
125-148 |
125-092 |
125-092 |
| PP |
125-037 |
125-037 |
125-037 |
125-009 |
| S1 |
124-283 |
124-283 |
125-058 |
124-228 |
| S2 |
124-172 |
124-172 |
125-041 |
|
| S3 |
123-307 |
124-098 |
125-024 |
|
| S4 |
123-122 |
123-233 |
124-293 |
|
|
| 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 |
124-245 |
1-060 |
0.9% |
0-130 |
0.3% |
39% |
False |
True |
1,347,398 |
| 10 |
125-305 |
124-245 |
1-060 |
0.9% |
0-128 |
0.3% |
39% |
False |
True |
824,538 |
| 20 |
126-120 |
124-170 |
1-270 |
1.5% |
0-147 |
0.4% |
38% |
False |
False |
422,680 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-143 |
0.4% |
62% |
False |
False |
213,834 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-121 |
0.3% |
69% |
False |
False |
142,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-256 |
|
2.618 |
126-274 |
|
1.618 |
126-089 |
|
1.000 |
125-295 |
|
0.618 |
125-224 |
|
HIGH |
125-110 |
|
0.618 |
125-039 |
|
0.500 |
125-018 |
|
0.382 |
124-316 |
|
LOW |
124-245 |
|
0.618 |
124-131 |
|
1.000 |
124-060 |
|
1.618 |
123-266 |
|
2.618 |
123-081 |
|
4.250 |
122-099 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-056 |
125-108 |
| PP |
125-037 |
125-097 |
| S1 |
125-018 |
125-086 |
|