ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-080 |
125-140 |
0-060 |
0.1% |
125-095 |
| High |
125-180 |
125-175 |
-0-005 |
0.0% |
125-140 |
| Low |
125-055 |
125-030 |
-0-025 |
-0.1% |
124-075 |
| Close |
125-120 |
125-125 |
0-005 |
0.0% |
125-080 |
| Range |
0-125 |
0-145 |
0-020 |
16.0% |
1-065 |
| ATR |
0-163 |
0-162 |
-0-001 |
-0.8% |
0-000 |
| Volume |
752,790 |
1,180,650 |
427,860 |
56.8% |
7,954,029 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-225 |
126-160 |
125-205 |
|
| R3 |
126-080 |
126-015 |
125-165 |
|
| R2 |
125-255 |
125-255 |
125-152 |
|
| R1 |
125-190 |
125-190 |
125-138 |
125-150 |
| PP |
125-110 |
125-110 |
125-110 |
125-090 |
| S1 |
125-045 |
125-045 |
125-112 |
125-005 |
| S2 |
124-285 |
124-285 |
125-098 |
|
| S3 |
124-140 |
124-220 |
125-085 |
|
| S4 |
123-315 |
124-075 |
125-045 |
|
|
| 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% |
0-214 |
0.5% |
87% |
False |
False |
1,598,469 |
| 10 |
125-180 |
124-075 |
1-105 |
1.1% |
0-166 |
0.4% |
87% |
False |
False |
1,261,294 |
| 20 |
125-235 |
124-075 |
1-160 |
1.2% |
0-156 |
0.4% |
77% |
False |
False |
1,135,178 |
| 40 |
125-235 |
123-250 |
1-305 |
1.6% |
0-154 |
0.4% |
82% |
False |
False |
1,083,624 |
| 60 |
126-000 |
123-250 |
2-070 |
1.8% |
0-155 |
0.4% |
73% |
False |
False |
945,909 |
| 80 |
126-000 |
122-180 |
3-140 |
2.7% |
0-148 |
0.4% |
82% |
False |
False |
710,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-151 |
|
2.618 |
126-235 |
|
1.618 |
126-090 |
|
1.000 |
126-000 |
|
0.618 |
125-265 |
|
HIGH |
125-175 |
|
0.618 |
125-120 |
|
0.500 |
125-102 |
|
0.382 |
125-085 |
|
LOW |
125-030 |
|
0.618 |
124-260 |
|
1.000 |
124-205 |
|
1.618 |
124-115 |
|
2.618 |
123-290 |
|
4.250 |
123-054 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-118 |
125-082 |
| PP |
125-110 |
125-038 |
| S1 |
125-102 |
124-315 |
|