ECBOT 10 Year T-Note Future September 2014
| 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 |
125-145 |
125-195 |
0-050 |
0.1% |
126-090 |
| High |
126-050 |
125-265 |
-0-105 |
-0.3% |
126-100 |
| Low |
125-100 |
125-110 |
0-010 |
0.0% |
125-100 |
| Close |
125-170 |
125-135 |
-0-035 |
-0.1% |
125-170 |
| Range |
0-270 |
0-155 |
-0-115 |
-42.6% |
1-000 |
| ATR |
0-159 |
0-159 |
0-000 |
-0.2% |
0-000 |
| Volume |
66,919 |
17,286 |
-49,633 |
-74.2% |
509,562 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-315 |
126-220 |
125-220 |
|
| R3 |
126-160 |
126-065 |
125-178 |
|
| R2 |
126-005 |
126-005 |
125-163 |
|
| R1 |
125-230 |
125-230 |
125-149 |
125-200 |
| PP |
125-170 |
125-170 |
125-170 |
125-155 |
| S1 |
125-075 |
125-075 |
125-121 |
125-045 |
| S2 |
125-015 |
125-015 |
125-107 |
|
| S3 |
124-180 |
124-240 |
125-092 |
|
| S4 |
124-025 |
124-085 |
125-050 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-230 |
128-040 |
126-026 |
|
| R3 |
127-230 |
127-040 |
125-258 |
|
| R2 |
126-230 |
126-230 |
125-229 |
|
| R1 |
126-040 |
126-040 |
125-199 |
125-295 |
| PP |
125-230 |
125-230 |
125-230 |
125-198 |
| S1 |
125-040 |
125-040 |
125-141 |
124-295 |
| S2 |
124-230 |
124-230 |
125-111 |
|
| S3 |
123-230 |
124-040 |
125-082 |
|
| S4 |
122-230 |
123-040 |
124-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-100 |
125-100 |
1-000 |
0.8% |
0-202 |
0.5% |
11% |
False |
False |
105,369 |
| 10 |
126-185 |
125-100 |
1-085 |
1.0% |
0-148 |
0.4% |
9% |
False |
False |
801,219 |
| 20 |
127-010 |
125-100 |
1-230 |
1.4% |
0-149 |
0.4% |
6% |
False |
False |
972,904 |
| 40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-155 |
0.4% |
42% |
False |
False |
1,083,587 |
| 60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
50% |
False |
False |
1,061,914 |
| 80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-155 |
0.4% |
50% |
False |
False |
1,006,962 |
| 100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-150 |
0.4% |
64% |
False |
False |
806,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-284 |
|
2.618 |
127-031 |
|
1.618 |
126-196 |
|
1.000 |
126-100 |
|
0.618 |
126-041 |
|
HIGH |
125-265 |
|
0.618 |
125-206 |
|
0.500 |
125-188 |
|
0.382 |
125-169 |
|
LOW |
125-110 |
|
0.618 |
125-014 |
|
1.000 |
124-275 |
|
1.618 |
124-179 |
|
2.618 |
124-024 |
|
4.250 |
123-091 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-188 |
125-235 |
| PP |
125-170 |
125-202 |
| S1 |
125-152 |
125-168 |
|