ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
125-080 |
125-105 |
0-025 |
0.1% |
125-070 |
| High |
125-110 |
125-175 |
0-065 |
0.2% |
125-305 |
| Low |
124-245 |
124-280 |
0-035 |
0.1% |
125-060 |
| Close |
125-075 |
124-315 |
-0-080 |
-0.2% |
125-250 |
| Range |
0-185 |
0-215 |
0-030 |
16.2% |
0-245 |
| ATR |
0-143 |
0-148 |
0-005 |
3.6% |
0-000 |
| Volume |
1,353,230 |
1,669,202 |
315,972 |
23.3% |
5,340,007 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-048 |
126-237 |
125-113 |
|
| R3 |
126-153 |
126-022 |
125-054 |
|
| R2 |
125-258 |
125-258 |
125-034 |
|
| R1 |
125-127 |
125-127 |
125-015 |
125-085 |
| PP |
125-043 |
125-043 |
125-043 |
125-022 |
| S1 |
124-232 |
124-232 |
124-295 |
124-190 |
| S2 |
124-148 |
124-148 |
124-276 |
|
| S3 |
123-253 |
124-017 |
124-256 |
|
| S4 |
123-038 |
123-122 |
124-197 |
|
|
| 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 |
1.0% |
0-151 |
0.4% |
18% |
False |
False |
1,345,963 |
| 10 |
125-305 |
124-245 |
1-060 |
1.0% |
0-134 |
0.3% |
18% |
False |
False |
986,266 |
| 20 |
126-120 |
124-220 |
1-220 |
1.4% |
0-150 |
0.4% |
18% |
False |
False |
505,566 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-144 |
0.4% |
53% |
False |
False |
255,499 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-124 |
0.3% |
63% |
False |
False |
170,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-129 |
|
2.618 |
127-098 |
|
1.618 |
126-203 |
|
1.000 |
126-070 |
|
0.618 |
125-308 |
|
HIGH |
125-175 |
|
0.618 |
125-093 |
|
0.500 |
125-068 |
|
0.382 |
125-042 |
|
LOW |
124-280 |
|
0.618 |
124-147 |
|
1.000 |
124-065 |
|
1.618 |
123-252 |
|
2.618 |
123-037 |
|
4.250 |
122-006 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-068 |
125-085 |
| PP |
125-043 |
125-055 |
| S1 |
125-019 |
125-025 |
|