ECBOT 10 Year T-Note Future March 2015
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 |
124-100 |
124-100 |
0-000 |
0.0% |
124-100 |
High |
124-100 |
124-100 |
0-000 |
0.0% |
124-270 |
Low |
124-100 |
124-100 |
0-000 |
0.0% |
124-090 |
Close |
124-100 |
124-100 |
0-000 |
0.0% |
124-240 |
Range |
|
|
|
|
|
ATR |
0-066 |
0-062 |
-0-005 |
-7.1% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-100 |
124-100 |
124-100 |
|
R3 |
124-100 |
124-100 |
124-100 |
|
R2 |
124-100 |
124-100 |
124-100 |
|
R1 |
124-100 |
124-100 |
124-100 |
124-100 |
PP |
124-100 |
124-100 |
124-100 |
124-100 |
S1 |
124-100 |
124-100 |
124-100 |
124-100 |
S2 |
124-100 |
124-100 |
124-100 |
|
S3 |
124-100 |
124-100 |
124-100 |
|
S4 |
124-100 |
124-100 |
124-100 |
|
|
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 |
124-100 |
0-170 |
0.4% |
0-002 |
0.0% |
0% |
False |
True |
1 |
10 |
124-270 |
124-080 |
0-190 |
0.5% |
0-002 |
0.0% |
11% |
False |
False |
1 |
20 |
124-310 |
123-230 |
1-080 |
1.0% |
0-001 |
0.0% |
48% |
False |
False |
1 |
40 |
124-310 |
122-240 |
2-070 |
1.8% |
0-003 |
0.0% |
70% |
False |
False |
1 |
60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-004 |
0.0% |
75% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-100 |
2.618 |
124-100 |
1.618 |
124-100 |
1.000 |
124-100 |
0.618 |
124-100 |
HIGH |
124-100 |
0.618 |
124-100 |
0.500 |
124-100 |
0.382 |
124-100 |
LOW |
124-100 |
0.618 |
124-100 |
1.000 |
124-100 |
1.618 |
124-100 |
2.618 |
124-100 |
4.250 |
124-100 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
124-100 |
124-175 |
PP |
124-100 |
124-150 |
S1 |
124-100 |
124-125 |
|