ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
125-020 |
124-275 |
-0-065 |
-0.2% |
125-240 |
| High |
125-120 |
124-295 |
-0-145 |
-0.4% |
125-245 |
| Low |
124-275 |
124-185 |
-0-090 |
-0.2% |
124-245 |
| Close |
124-305 |
124-210 |
-0-095 |
-0.2% |
125-020 |
| Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
1-000 |
| ATR |
0-157 |
0-155 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,124,745 |
1,273,089 |
148,344 |
13.2% |
6,012,620 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-240 |
125-175 |
124-270 |
|
| R3 |
125-130 |
125-065 |
124-240 |
|
| R2 |
125-020 |
125-020 |
124-230 |
|
| R1 |
124-275 |
124-275 |
124-220 |
124-252 |
| PP |
124-230 |
124-230 |
124-230 |
124-219 |
| S1 |
124-165 |
124-165 |
124-200 |
124-142 |
| S2 |
124-120 |
124-120 |
124-190 |
|
| S3 |
124-010 |
124-055 |
124-180 |
|
| S4 |
123-220 |
123-265 |
124-150 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-202 |
125-196 |
|
| R3 |
127-063 |
126-202 |
125-108 |
|
| R2 |
126-063 |
126-063 |
125-079 |
|
| R1 |
125-202 |
125-202 |
125-049 |
125-132 |
| PP |
125-063 |
125-063 |
125-063 |
125-029 |
| S1 |
124-202 |
124-202 |
124-311 |
124-132 |
| S2 |
124-063 |
124-063 |
124-281 |
|
| S3 |
123-063 |
123-202 |
124-252 |
|
| S4 |
122-063 |
122-202 |
124-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-215 |
124-185 |
1-030 |
0.9% |
0-190 |
0.5% |
7% |
False |
True |
1,418,267 |
| 10 |
125-305 |
124-185 |
1-120 |
1.1% |
0-150 |
0.4% |
6% |
False |
True |
1,358,356 |
| 20 |
126-120 |
124-185 |
1-255 |
1.4% |
0-152 |
0.4% |
4% |
False |
True |
706,072 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-152 |
0.4% |
42% |
False |
False |
357,152 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-131 |
0.3% |
54% |
False |
False |
238,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-122 |
|
2.618 |
125-263 |
|
1.618 |
125-153 |
|
1.000 |
125-085 |
|
0.618 |
125-043 |
|
HIGH |
124-295 |
|
0.618 |
124-253 |
|
0.500 |
124-240 |
|
0.382 |
124-227 |
|
LOW |
124-185 |
|
0.618 |
124-117 |
|
1.000 |
124-075 |
|
1.618 |
124-007 |
|
2.618 |
123-217 |
|
4.250 |
123-038 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-240 |
125-040 |
| PP |
124-230 |
124-310 |
| S1 |
124-220 |
124-260 |
|