ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
124-220 |
124-205 |
-0-015 |
0.0% |
125-095 |
| High |
124-245 |
125-125 |
0-200 |
0.5% |
125-140 |
| Low |
124-075 |
124-130 |
0-055 |
0.1% |
124-075 |
| Close |
124-195 |
125-080 |
0-205 |
0.5% |
125-080 |
| Range |
0-170 |
0-315 |
0-145 |
85.3% |
1-065 |
| ATR |
0-154 |
0-166 |
0-011 |
7.4% |
0-000 |
| Volume |
1,885,354 |
2,342,641 |
457,287 |
24.3% |
7,954,029 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-310 |
127-190 |
125-253 |
|
| R3 |
126-315 |
126-195 |
125-167 |
|
| R2 |
126-000 |
126-000 |
125-138 |
|
| R1 |
125-200 |
125-200 |
125-109 |
125-260 |
| PP |
125-005 |
125-005 |
125-005 |
125-035 |
| S1 |
124-205 |
124-205 |
125-051 |
124-265 |
| S2 |
124-010 |
124-010 |
125-022 |
|
| S3 |
123-015 |
123-210 |
124-313 |
|
| S4 |
122-020 |
122-215 |
124-227 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-187 |
128-038 |
125-292 |
|
| R3 |
127-122 |
126-293 |
125-186 |
|
| R2 |
126-057 |
126-057 |
125-151 |
|
| R1 |
125-228 |
125-228 |
125-115 |
125-110 |
| PP |
124-312 |
124-312 |
124-312 |
124-252 |
| S1 |
124-163 |
124-163 |
125-045 |
124-045 |
| S2 |
123-247 |
123-247 |
125-009 |
|
| S3 |
122-182 |
123-098 |
124-294 |
|
| S4 |
121-117 |
122-033 |
124-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-140 |
124-075 |
1-065 |
1.0% |
0-203 |
0.5% |
84% |
False |
False |
1,590,805 |
| 10 |
125-175 |
124-075 |
1-100 |
1.0% |
0-162 |
0.4% |
77% |
False |
False |
1,241,228 |
| 20 |
125-235 |
124-020 |
1-215 |
1.3% |
0-158 |
0.4% |
71% |
False |
False |
1,121,573 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-155 |
0.4% |
75% |
False |
False |
1,094,085 |
| 60 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
66% |
False |
False |
914,155 |
| 80 |
126-000 |
122-180 |
3-140 |
2.7% |
0-149 |
0.4% |
78% |
False |
False |
686,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-184 |
|
2.618 |
127-310 |
|
1.618 |
126-315 |
|
1.000 |
126-120 |
|
0.618 |
126-000 |
|
HIGH |
125-125 |
|
0.618 |
125-005 |
|
0.500 |
124-288 |
|
0.382 |
124-250 |
|
LOW |
124-130 |
|
0.618 |
123-255 |
|
1.000 |
123-135 |
|
1.618 |
122-260 |
|
2.618 |
121-265 |
|
4.250 |
120-071 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-042 |
125-035 |
| PP |
125-005 |
124-310 |
| S1 |
124-288 |
124-265 |
|