ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-120 |
125-070 |
-0-050 |
-0.1% |
125-290 |
| High |
125-190 |
125-150 |
-0-040 |
-0.1% |
125-310 |
| Low |
124-310 |
125-060 |
0-070 |
0.2% |
124-310 |
| Close |
125-080 |
125-110 |
0-030 |
0.1% |
125-080 |
| Range |
0-200 |
0-090 |
-0-110 |
-55.0% |
1-000 |
| ATR |
0-155 |
0-151 |
-0-005 |
-3.0% |
0-000 |
| Volume |
84,025 |
166,898 |
82,873 |
98.6% |
299,232 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-057 |
126-013 |
125-160 |
|
| R3 |
125-287 |
125-243 |
125-135 |
|
| R2 |
125-197 |
125-197 |
125-126 |
|
| R1 |
125-153 |
125-153 |
125-118 |
125-175 |
| PP |
125-107 |
125-107 |
125-107 |
125-118 |
| S1 |
125-063 |
125-063 |
125-102 |
125-085 |
| S2 |
125-017 |
125-017 |
125-094 |
|
| S3 |
124-247 |
124-293 |
125-085 |
|
| S4 |
124-157 |
124-203 |
125-060 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-127 |
127-263 |
125-256 |
|
| R3 |
127-127 |
126-263 |
125-168 |
|
| R2 |
126-127 |
126-127 |
125-139 |
|
| R1 |
125-263 |
125-263 |
125-109 |
125-195 |
| PP |
125-127 |
125-127 |
125-127 |
125-092 |
| S1 |
124-263 |
124-263 |
125-051 |
124-195 |
| S2 |
124-127 |
124-127 |
125-021 |
|
| S3 |
123-127 |
123-263 |
124-312 |
|
| S4 |
122-127 |
122-263 |
124-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-310 |
124-310 |
1-000 |
0.8% |
0-136 |
0.3% |
38% |
False |
False |
84,406 |
| 10 |
126-120 |
124-280 |
1-160 |
1.2% |
0-154 |
0.4% |
31% |
False |
False |
53,788 |
| 20 |
126-120 |
123-130 |
2-310 |
2.4% |
0-169 |
0.4% |
65% |
False |
False |
33,451 |
| 40 |
126-120 |
122-300 |
3-140 |
2.7% |
0-141 |
0.4% |
70% |
False |
False |
18,163 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-109 |
0.3% |
72% |
False |
False |
12,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-212 |
|
2.618 |
126-066 |
|
1.618 |
125-296 |
|
1.000 |
125-240 |
|
0.618 |
125-206 |
|
HIGH |
125-150 |
|
0.618 |
125-116 |
|
0.500 |
125-105 |
|
0.382 |
125-094 |
|
LOW |
125-060 |
|
0.618 |
125-004 |
|
1.000 |
124-290 |
|
1.618 |
124-234 |
|
2.618 |
124-144 |
|
4.250 |
123-318 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-108 |
125-103 |
| PP |
125-107 |
125-097 |
| S1 |
125-105 |
125-090 |
|