ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
125-105 |
124-315 |
-0-110 |
-0.3% |
125-240 |
| High |
125-175 |
125-215 |
0-040 |
0.1% |
125-245 |
| Low |
124-280 |
124-260 |
-0-020 |
-0.1% |
124-245 |
| Close |
124-315 |
125-020 |
0-025 |
0.1% |
125-020 |
| Range |
0-215 |
0-275 |
0-060 |
27.9% |
1-000 |
| ATR |
0-148 |
0-157 |
0-009 |
6.2% |
0-000 |
| Volume |
1,669,202 |
1,671,071 |
1,869 |
0.1% |
6,012,620 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-243 |
127-087 |
125-171 |
|
| R3 |
126-288 |
126-132 |
125-096 |
|
| R2 |
126-013 |
126-013 |
125-070 |
|
| R1 |
125-177 |
125-177 |
125-045 |
125-255 |
| PP |
125-058 |
125-058 |
125-058 |
125-098 |
| S1 |
124-222 |
124-222 |
124-315 |
124-300 |
| S2 |
124-103 |
124-103 |
124-290 |
|
| S3 |
123-148 |
123-267 |
124-264 |
|
| S4 |
122-193 |
122-312 |
124-189 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-202 |
125-196 |
|
| R3 |
127-063 |
126-202 |
125-108 |
|
| R2 |
126-063 |
126-063 |
125-079 |
|
| R1 |
125-202 |
125-202 |
125-049 |
125-132 |
| PP |
125-063 |
125-063 |
125-063 |
125-029 |
| S1 |
124-202 |
124-202 |
124-311 |
124-132 |
| S2 |
124-063 |
124-063 |
124-281 |
|
| S3 |
123-063 |
123-202 |
124-252 |
|
| S4 |
122-063 |
122-202 |
124-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-290 |
124-245 |
1-045 |
0.9% |
0-186 |
0.5% |
26% |
False |
False |
1,422,170 |
| 10 |
125-305 |
124-245 |
1-060 |
0.9% |
0-152 |
0.4% |
25% |
False |
False |
1,143,665 |
| 20 |
126-120 |
124-245 |
1-195 |
1.3% |
0-154 |
0.4% |
18% |
False |
False |
588,810 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-147 |
0.4% |
56% |
False |
False |
297,259 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-129 |
0.3% |
65% |
False |
False |
198,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-104 |
|
2.618 |
127-295 |
|
1.618 |
127-020 |
|
1.000 |
126-170 |
|
0.618 |
126-065 |
|
HIGH |
125-215 |
|
0.618 |
125-110 |
|
0.500 |
125-078 |
|
0.382 |
125-045 |
|
LOW |
124-260 |
|
0.618 |
124-090 |
|
1.000 |
123-305 |
|
1.618 |
123-135 |
|
2.618 |
122-180 |
|
4.250 |
121-051 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-078 |
125-070 |
| PP |
125-058 |
125-053 |
| S1 |
125-039 |
125-037 |
|