ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
123-260 |
123-230 |
-0-030 |
-0.1% |
124-180 |
| High |
123-290 |
124-190 |
0-220 |
0.6% |
124-220 |
| Low |
123-130 |
123-190 |
0-060 |
0.2% |
123-130 |
| Close |
123-250 |
124-150 |
0-220 |
0.6% |
124-150 |
| Range |
0-160 |
1-000 |
0-160 |
100.0% |
1-090 |
| ATR |
0-133 |
0-146 |
0-013 |
10.0% |
0-000 |
| Volume |
13,943 |
17,066 |
3,123 |
22.4% |
47,495 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-070 |
126-270 |
125-006 |
|
| R3 |
126-070 |
125-270 |
124-238 |
|
| R2 |
125-070 |
125-070 |
124-209 |
|
| R1 |
124-270 |
124-270 |
124-179 |
125-010 |
| PP |
124-070 |
124-070 |
124-070 |
124-100 |
| S1 |
123-270 |
123-270 |
124-121 |
124-010 |
| S2 |
123-070 |
123-070 |
124-091 |
|
| S3 |
122-070 |
122-270 |
124-062 |
|
| S4 |
121-070 |
121-270 |
123-294 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-010 |
127-170 |
125-056 |
|
| R3 |
126-240 |
126-080 |
124-263 |
|
| R2 |
125-150 |
125-150 |
124-225 |
|
| R1 |
124-310 |
124-310 |
124-188 |
124-185 |
| PP |
124-060 |
124-060 |
124-060 |
123-318 |
| S1 |
123-220 |
123-220 |
124-112 |
123-095 |
| S2 |
122-290 |
122-290 |
124-075 |
|
| S3 |
121-200 |
122-130 |
124-037 |
|
| S4 |
120-110 |
121-040 |
123-244 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-270 |
|
2.618 |
127-068 |
|
1.618 |
126-068 |
|
1.000 |
125-190 |
|
0.618 |
125-068 |
|
HIGH |
124-190 |
|
0.618 |
124-068 |
|
0.500 |
124-030 |
|
0.382 |
123-312 |
|
LOW |
123-190 |
|
0.618 |
122-312 |
|
1.000 |
122-190 |
|
1.618 |
121-312 |
|
2.618 |
120-312 |
|
4.250 |
119-110 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-110 |
124-102 |
| PP |
124-070 |
124-053 |
| S1 |
124-030 |
124-005 |
|