ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-275 |
124-260 |
-0-015 |
0.0% |
125-195 |
| High |
125-035 |
124-260 |
-0-095 |
-0.2% |
125-265 |
| Low |
124-255 |
124-150 |
-0-105 |
-0.3% |
124-150 |
| Close |
124-305 |
124-155 |
-0-150 |
-0.4% |
124-155 |
| Range |
0-100 |
0-110 |
0-010 |
10.0% |
1-115 |
| ATR |
0-149 |
0-149 |
0-000 |
0.3% |
0-000 |
| Volume |
19,788 |
22,732 |
2,944 |
14.9% |
103,457 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-198 |
125-127 |
124-216 |
|
| R3 |
125-088 |
125-017 |
124-185 |
|
| R2 |
124-298 |
124-298 |
124-175 |
|
| R1 |
124-227 |
124-227 |
124-165 |
124-208 |
| PP |
124-188 |
124-188 |
124-188 |
124-179 |
| S1 |
124-117 |
124-117 |
124-145 |
124-098 |
| S2 |
124-078 |
124-078 |
124-135 |
|
| S3 |
123-288 |
124-007 |
124-125 |
|
| S4 |
123-178 |
123-217 |
124-094 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-002 |
128-033 |
125-074 |
|
| R3 |
127-207 |
126-238 |
124-275 |
|
| R2 |
126-092 |
126-092 |
124-235 |
|
| R1 |
125-123 |
125-123 |
124-195 |
125-050 |
| PP |
124-297 |
124-297 |
124-297 |
124-260 |
| S1 |
124-008 |
124-008 |
124-115 |
123-255 |
| S2 |
123-182 |
123-182 |
124-075 |
|
| S3 |
122-067 |
122-213 |
124-035 |
|
| S4 |
120-272 |
121-098 |
123-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-265 |
124-150 |
1-115 |
1.1% |
0-115 |
0.3% |
1% |
False |
True |
20,691 |
| 10 |
126-150 |
124-150 |
2-000 |
1.6% |
0-150 |
0.4% |
1% |
False |
True |
93,550 |
| 20 |
127-010 |
124-150 |
2-180 |
2.1% |
0-145 |
0.4% |
1% |
False |
True |
763,607 |
| 40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-151 |
0.4% |
9% |
False |
False |
982,182 |
| 60 |
127-010 |
123-260 |
3-070 |
2.6% |
0-149 |
0.4% |
21% |
False |
False |
989,627 |
| 80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
22% |
False |
False |
1,006,436 |
| 100 |
127-010 |
122-230 |
4-100 |
3.5% |
0-150 |
0.4% |
41% |
False |
False |
807,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-088 |
|
2.618 |
125-228 |
|
1.618 |
125-118 |
|
1.000 |
125-050 |
|
0.618 |
125-008 |
|
HIGH |
124-260 |
|
0.618 |
124-218 |
|
0.500 |
124-205 |
|
0.382 |
124-192 |
|
LOW |
124-150 |
|
0.618 |
124-082 |
|
1.000 |
124-040 |
|
1.618 |
123-292 |
|
2.618 |
123-182 |
|
4.250 |
123-002 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-205 |
124-260 |
| PP |
124-188 |
124-225 |
| S1 |
124-172 |
124-190 |
|