ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
124-205 |
125-080 |
0-195 |
0.5% |
125-095 |
| High |
125-125 |
125-180 |
0-055 |
0.1% |
125-140 |
| Low |
124-130 |
125-055 |
0-245 |
0.6% |
124-075 |
| Close |
125-080 |
125-120 |
0-040 |
0.1% |
125-080 |
| Range |
0-315 |
0-125 |
-0-190 |
-60.3% |
1-065 |
| ATR |
0-166 |
0-163 |
-0-003 |
-1.8% |
0-000 |
| Volume |
2,342,641 |
752,790 |
-1,589,851 |
-67.9% |
7,954,029 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-173 |
126-112 |
125-189 |
|
| R3 |
126-048 |
125-307 |
125-154 |
|
| R2 |
125-243 |
125-243 |
125-143 |
|
| R1 |
125-182 |
125-182 |
125-131 |
125-212 |
| PP |
125-118 |
125-118 |
125-118 |
125-134 |
| S1 |
125-057 |
125-057 |
125-109 |
125-088 |
| S2 |
124-313 |
124-313 |
125-097 |
|
| S3 |
124-188 |
124-252 |
125-086 |
|
| S4 |
124-063 |
124-127 |
125-051 |
|
|
| 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 |
125-180 |
124-075 |
1-105 |
1.1% |
0-211 |
0.5% |
86% |
True |
False |
1,588,250 |
| 10 |
125-180 |
124-075 |
1-105 |
1.1% |
0-164 |
0.4% |
86% |
True |
False |
1,245,457 |
| 20 |
125-235 |
124-075 |
1-160 |
1.2% |
0-158 |
0.4% |
76% |
False |
False |
1,127,333 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-153 |
0.4% |
82% |
False |
False |
1,074,772 |
| 60 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
72% |
False |
False |
926,515 |
| 80 |
126-000 |
122-180 |
3-140 |
2.7% |
0-148 |
0.4% |
82% |
False |
False |
695,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-071 |
|
2.618 |
126-187 |
|
1.618 |
126-062 |
|
1.000 |
125-305 |
|
0.618 |
125-257 |
|
HIGH |
125-180 |
|
0.618 |
125-132 |
|
0.500 |
125-118 |
|
0.382 |
125-103 |
|
LOW |
125-055 |
|
0.618 |
124-298 |
|
1.000 |
124-250 |
|
1.618 |
124-173 |
|
2.618 |
124-048 |
|
4.250 |
123-164 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-119 |
125-069 |
| PP |
125-118 |
125-018 |
| S1 |
125-118 |
124-288 |
|