ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-020 |
124-000 |
-0-020 |
-0.1% |
124-100 |
| High |
124-020 |
124-050 |
0-030 |
0.1% |
124-100 |
| Low |
124-020 |
124-000 |
-0-020 |
-0.1% |
124-000 |
| Close |
124-020 |
124-050 |
0-030 |
0.1% |
124-050 |
| Range |
0-000 |
0-050 |
0-050 |
|
0-100 |
| ATR |
0-063 |
0-062 |
-0-001 |
-1.5% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-183 |
124-167 |
124-078 |
|
| R3 |
124-133 |
124-117 |
124-064 |
|
| R2 |
124-083 |
124-083 |
124-059 |
|
| R1 |
124-067 |
124-067 |
124-055 |
124-075 |
| PP |
124-033 |
124-033 |
124-033 |
124-038 |
| S1 |
124-017 |
124-017 |
124-045 |
124-025 |
| S2 |
123-303 |
123-303 |
124-041 |
|
| S3 |
123-253 |
123-287 |
124-036 |
|
| S4 |
123-203 |
123-237 |
124-022 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-030 |
124-300 |
124-105 |
|
| R3 |
124-250 |
124-200 |
124-078 |
|
| R2 |
124-150 |
124-150 |
124-068 |
|
| R1 |
124-100 |
124-100 |
124-059 |
124-075 |
| PP |
124-050 |
124-050 |
124-050 |
124-038 |
| S1 |
124-000 |
124-000 |
124-041 |
123-295 |
| S2 |
123-270 |
123-270 |
124-032 |
|
| S3 |
123-170 |
123-220 |
124-022 |
|
| S4 |
123-070 |
123-120 |
123-315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-250 |
124-000 |
0-250 |
0.6% |
0-012 |
0.0% |
20% |
False |
True |
1 |
| 10 |
124-270 |
124-000 |
0-270 |
0.7% |
0-007 |
0.0% |
19% |
False |
True |
1 |
| 20 |
124-310 |
124-000 |
0-310 |
0.8% |
0-004 |
0.0% |
16% |
False |
True |
1 |
| 40 |
124-310 |
122-240 |
2-070 |
1.8% |
0-002 |
0.0% |
63% |
False |
False |
1 |
| 60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-005 |
0.0% |
69% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-262 |
|
2.618 |
124-181 |
|
1.618 |
124-131 |
|
1.000 |
124-100 |
|
0.618 |
124-081 |
|
HIGH |
124-050 |
|
0.618 |
124-031 |
|
0.500 |
124-025 |
|
0.382 |
124-019 |
|
LOW |
124-000 |
|
0.618 |
123-289 |
|
1.000 |
123-270 |
|
1.618 |
123-239 |
|
2.618 |
123-189 |
|
4.250 |
123-108 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-042 |
124-050 |
| PP |
124-033 |
124-050 |
| S1 |
124-025 |
124-050 |
|