ECBOT 10 Year T-Note Future March 2015
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 |
124-270 |
124-250 |
-0-020 |
-0.1% |
124-100 |
High |
124-270 |
124-250 |
-0-020 |
-0.1% |
124-270 |
Low |
124-270 |
124-240 |
-0-030 |
-0.1% |
124-090 |
Close |
124-270 |
124-240 |
-0-030 |
-0.1% |
124-240 |
Range |
0-000 |
0-010 |
0-010 |
|
0-180 |
ATR |
0-063 |
0-061 |
-0-002 |
-3.7% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-273 |
124-267 |
124-246 |
|
R3 |
124-263 |
124-257 |
124-243 |
|
R2 |
124-253 |
124-253 |
124-242 |
|
R1 |
124-247 |
124-247 |
124-241 |
124-245 |
PP |
124-243 |
124-243 |
124-243 |
124-242 |
S1 |
124-237 |
124-237 |
124-239 |
124-235 |
S2 |
124-233 |
124-233 |
124-238 |
|
S3 |
124-223 |
124-227 |
124-237 |
|
S4 |
124-213 |
124-217 |
124-234 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-100 |
126-030 |
125-019 |
|
R3 |
125-240 |
125-170 |
124-290 |
|
R2 |
125-060 |
125-060 |
124-273 |
|
R1 |
124-310 |
124-310 |
124-256 |
125-025 |
PP |
124-200 |
124-200 |
124-200 |
124-218 |
S1 |
124-130 |
124-130 |
124-224 |
124-165 |
S2 |
124-020 |
124-020 |
124-207 |
|
S3 |
123-160 |
123-270 |
124-190 |
|
S4 |
122-300 |
123-090 |
124-141 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-270 |
124-090 |
0-180 |
0.5% |
0-004 |
0.0% |
83% |
False |
False |
1 |
10 |
124-270 |
124-080 |
0-190 |
0.5% |
0-002 |
0.0% |
84% |
False |
False |
1 |
20 |
124-310 |
123-190 |
1-120 |
1.1% |
0-001 |
0.0% |
84% |
False |
False |
1 |
40 |
124-310 |
122-170 |
2-140 |
2.0% |
0-003 |
0.0% |
91% |
False |
False |
1 |
60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-004 |
0.0% |
92% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-292 |
2.618 |
124-276 |
1.618 |
124-266 |
1.000 |
124-260 |
0.618 |
124-256 |
HIGH |
124-250 |
0.618 |
124-246 |
0.500 |
124-245 |
0.382 |
124-244 |
LOW |
124-240 |
0.618 |
124-234 |
1.000 |
124-230 |
1.618 |
124-224 |
2.618 |
124-214 |
4.250 |
124-198 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
124-245 |
124-238 |
PP |
124-243 |
124-237 |
S1 |
124-242 |
124-235 |
|