ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-255 |
126-040 |
0-105 |
0.3% |
125-080 |
| High |
126-070 |
126-140 |
0-070 |
0.2% |
126-175 |
| Low |
125-180 |
126-005 |
0-145 |
0.4% |
125-030 |
| Close |
126-045 |
126-095 |
0-050 |
0.1% |
125-310 |
| Range |
0-210 |
0-135 |
-0-075 |
-35.7% |
1-145 |
| ATR |
0-159 |
0-157 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,333,778 |
1,286,432 |
-47,346 |
-3.5% |
6,328,341 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-165 |
127-105 |
126-169 |
|
| R3 |
127-030 |
126-290 |
126-132 |
|
| R2 |
126-215 |
126-215 |
126-120 |
|
| R1 |
126-155 |
126-155 |
126-107 |
126-185 |
| PP |
126-080 |
126-080 |
126-080 |
126-095 |
| S1 |
126-020 |
126-020 |
126-083 |
126-050 |
| S2 |
125-265 |
125-265 |
126-070 |
|
| S3 |
125-130 |
125-205 |
126-058 |
|
| S4 |
124-315 |
125-070 |
126-021 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-073 |
129-177 |
126-246 |
|
| R3 |
128-248 |
128-032 |
126-118 |
|
| R2 |
127-103 |
127-103 |
126-075 |
|
| R1 |
126-207 |
126-207 |
126-033 |
126-315 |
| PP |
125-278 |
125-278 |
125-278 |
126-012 |
| S1 |
125-062 |
125-062 |
125-267 |
125-170 |
| S2 |
124-133 |
124-133 |
125-225 |
|
| S3 |
122-308 |
123-237 |
125-182 |
|
| S4 |
121-163 |
122-092 |
125-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-175 |
125-180 |
0-315 |
0.8% |
0-145 |
0.4% |
75% |
False |
False |
1,219,701 |
| 10 |
126-175 |
124-130 |
2-045 |
1.7% |
0-166 |
0.4% |
88% |
False |
False |
1,294,308 |
| 20 |
126-175 |
124-075 |
2-100 |
1.8% |
0-158 |
0.4% |
89% |
False |
False |
1,200,757 |
| 40 |
126-175 |
123-260 |
2-235 |
2.2% |
0-151 |
0.4% |
91% |
False |
False |
1,102,637 |
| 60 |
126-175 |
123-250 |
2-245 |
2.2% |
0-155 |
0.4% |
91% |
False |
False |
1,087,378 |
| 80 |
126-175 |
122-230 |
3-265 |
3.0% |
0-151 |
0.4% |
93% |
False |
False |
818,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-074 |
|
2.618 |
127-173 |
|
1.618 |
127-038 |
|
1.000 |
126-275 |
|
0.618 |
126-223 |
|
HIGH |
126-140 |
|
0.618 |
126-088 |
|
0.500 |
126-072 |
|
0.382 |
126-057 |
|
LOW |
126-005 |
|
0.618 |
125-242 |
|
1.000 |
125-190 |
|
1.618 |
125-107 |
|
2.618 |
124-292 |
|
4.250 |
124-071 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-088 |
126-063 |
| PP |
126-080 |
126-032 |
| S1 |
126-072 |
126-000 |
|