ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
125-130 |
125-210 |
0-080 |
0.2% |
125-290 |
| High |
125-230 |
125-305 |
0-075 |
0.2% |
125-310 |
| Low |
125-120 |
125-205 |
0-085 |
0.2% |
124-310 |
| Close |
125-205 |
125-270 |
0-065 |
0.2% |
125-080 |
| Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
1-000 |
| ATR |
0-144 |
0-140 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,676,377 |
1,290,034 |
-386,343 |
-23.0% |
299,232 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-240 |
126-195 |
126-005 |
|
| R3 |
126-140 |
126-095 |
125-298 |
|
| R2 |
126-040 |
126-040 |
125-288 |
|
| R1 |
125-315 |
125-315 |
125-279 |
126-018 |
| PP |
125-260 |
125-260 |
125-260 |
125-271 |
| S1 |
125-215 |
125-215 |
125-261 |
125-238 |
| S2 |
125-160 |
125-160 |
125-252 |
|
| S3 |
125-060 |
125-115 |
125-242 |
|
| S4 |
124-280 |
125-015 |
125-215 |
|
|
| 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 |
125-305 |
124-310 |
0-315 |
0.8% |
0-117 |
0.3% |
89% |
True |
False |
865,159 |
| 10 |
126-120 |
124-310 |
1-130 |
1.1% |
0-136 |
0.3% |
62% |
False |
False |
457,930 |
| 20 |
126-120 |
123-190 |
2-250 |
2.2% |
0-154 |
0.4% |
81% |
False |
False |
235,965 |
| 40 |
126-120 |
122-300 |
3-140 |
2.7% |
0-144 |
0.4% |
85% |
False |
False |
119,769 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-114 |
0.3% |
86% |
False |
False |
80,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-090 |
|
2.618 |
126-247 |
|
1.618 |
126-147 |
|
1.000 |
126-085 |
|
0.618 |
126-047 |
|
HIGH |
125-305 |
|
0.618 |
125-267 |
|
0.500 |
125-255 |
|
0.382 |
125-243 |
|
LOW |
125-205 |
|
0.618 |
125-143 |
|
1.000 |
125-105 |
|
1.618 |
125-043 |
|
2.618 |
124-263 |
|
4.250 |
124-100 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-265 |
125-249 |
| PP |
125-260 |
125-228 |
| S1 |
125-255 |
125-208 |
|