ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-010 |
0-010 |
0.0% |
124-100 |
High |
124-050 |
124-010 |
-0-040 |
-0.1% |
124-100 |
Low |
124-000 |
124-010 |
0-010 |
0.0% |
124-000 |
Close |
124-050 |
124-010 |
-0-040 |
-0.1% |
124-050 |
Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-100 |
ATR |
0-062 |
0-060 |
-0-002 |
-2.5% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-010 |
124-010 |
124-010 |
|
R3 |
124-010 |
124-010 |
124-010 |
|
R2 |
124-010 |
124-010 |
124-010 |
|
R1 |
124-010 |
124-010 |
124-010 |
124-010 |
PP |
124-010 |
124-010 |
124-010 |
124-010 |
S1 |
124-010 |
124-010 |
124-010 |
124-010 |
S2 |
124-010 |
124-010 |
124-010 |
|
S3 |
124-010 |
124-010 |
124-010 |
|
S4 |
124-010 |
124-010 |
124-010 |
|
|
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 |
124-100 |
124-000 |
0-100 |
0.3% |
0-010 |
0.0% |
10% |
False |
False |
1 |
10 |
124-270 |
124-000 |
0-270 |
0.7% |
0-007 |
0.0% |
4% |
False |
False |
1 |
20 |
124-310 |
124-000 |
0-310 |
0.8% |
0-004 |
0.0% |
3% |
False |
False |
1 |
40 |
124-310 |
122-240 |
2-070 |
1.8% |
0-002 |
0.0% |
58% |
False |
False |
1 |
60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-005 |
0.0% |
64% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-010 |
2.618 |
124-010 |
1.618 |
124-010 |
1.000 |
124-010 |
0.618 |
124-010 |
HIGH |
124-010 |
0.618 |
124-010 |
0.500 |
124-010 |
0.382 |
124-010 |
LOW |
124-010 |
0.618 |
124-010 |
1.000 |
124-010 |
1.618 |
124-010 |
2.618 |
124-010 |
4.250 |
124-010 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
124-010 |
124-025 |
PP |
124-010 |
124-020 |
S1 |
124-010 |
124-015 |
|