ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
125-195 |
125-105 |
-0-090 |
-0.2% |
126-090 |
| High |
125-265 |
125-120 |
-0-145 |
-0.4% |
126-100 |
| Low |
125-110 |
125-020 |
-0-090 |
-0.2% |
125-100 |
| Close |
125-135 |
125-035 |
-0-100 |
-0.2% |
125-170 |
| Range |
0-155 |
0-100 |
-0-055 |
-35.5% |
1-000 |
| ATR |
0-159 |
0-156 |
-0-003 |
-2.0% |
0-000 |
| Volume |
17,286 |
19,614 |
2,328 |
13.5% |
509,562 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-038 |
125-297 |
125-090 |
|
| R3 |
125-258 |
125-197 |
125-062 |
|
| R2 |
125-158 |
125-158 |
125-053 |
|
| R1 |
125-097 |
125-097 |
125-044 |
125-078 |
| PP |
125-058 |
125-058 |
125-058 |
125-049 |
| S1 |
124-317 |
124-317 |
125-026 |
124-298 |
| S2 |
124-278 |
124-278 |
125-017 |
|
| S3 |
124-178 |
124-217 |
125-008 |
|
| S4 |
124-078 |
124-117 |
124-300 |
|
|
| 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 |
126-050 |
125-020 |
1-030 |
0.9% |
0-180 |
0.4% |
4% |
False |
True |
64,840 |
| 10 |
126-185 |
125-020 |
1-165 |
1.2% |
0-149 |
0.4% |
3% |
False |
True |
672,095 |
| 20 |
127-010 |
125-020 |
1-310 |
1.6% |
0-150 |
0.4% |
2% |
False |
True |
933,334 |
| 40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-155 |
0.4% |
31% |
False |
False |
1,070,124 |
| 60 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
41% |
False |
False |
1,041,860 |
| 80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
41% |
False |
False |
1,006,906 |
| 100 |
127-010 |
122-180 |
4-150 |
3.6% |
0-150 |
0.4% |
57% |
False |
False |
807,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-225 |
|
2.618 |
126-062 |
|
1.618 |
125-282 |
|
1.000 |
125-220 |
|
0.618 |
125-182 |
|
HIGH |
125-120 |
|
0.618 |
125-082 |
|
0.500 |
125-070 |
|
0.382 |
125-058 |
|
LOW |
125-020 |
|
0.618 |
124-278 |
|
1.000 |
124-240 |
|
1.618 |
124-178 |
|
2.618 |
124-078 |
|
4.250 |
123-235 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-070 |
125-195 |
| PP |
125-058 |
125-142 |
| S1 |
125-047 |
125-088 |
|