ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-315 |
125-020 |
0-025 |
0.1% |
125-240 |
| High |
125-215 |
125-120 |
-0-095 |
-0.2% |
125-245 |
| Low |
124-260 |
124-275 |
0-015 |
0.0% |
124-245 |
| Close |
125-020 |
124-305 |
-0-035 |
-0.1% |
125-020 |
| Range |
0-275 |
0-165 |
-0-110 |
-40.0% |
1-000 |
| ATR |
0-157 |
0-157 |
0-001 |
0.4% |
0-000 |
| Volume |
1,671,071 |
1,124,745 |
-546,326 |
-32.7% |
6,012,620 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-195 |
126-095 |
125-076 |
|
| R3 |
126-030 |
125-250 |
125-030 |
|
| R2 |
125-185 |
125-185 |
125-015 |
|
| R1 |
125-085 |
125-085 |
125-000 |
125-052 |
| PP |
125-020 |
125-020 |
125-020 |
125-004 |
| S1 |
124-240 |
124-240 |
124-290 |
124-208 |
| S2 |
124-175 |
124-175 |
124-275 |
|
| S3 |
124-010 |
124-075 |
124-260 |
|
| S4 |
123-165 |
123-230 |
124-214 |
|
|
| 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 |
125-245 |
124-245 |
1-000 |
0.8% |
0-204 |
0.5% |
19% |
False |
False |
1,427,473 |
| 10 |
125-305 |
124-245 |
1-060 |
1.0% |
0-148 |
0.4% |
16% |
False |
False |
1,247,737 |
| 20 |
126-120 |
124-245 |
1-195 |
1.3% |
0-151 |
0.4% |
12% |
False |
False |
643,937 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-150 |
0.4% |
52% |
False |
False |
325,327 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-130 |
0.3% |
62% |
False |
False |
217,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-181 |
|
2.618 |
126-232 |
|
1.618 |
126-067 |
|
1.000 |
125-285 |
|
0.618 |
125-222 |
|
HIGH |
125-120 |
|
0.618 |
125-057 |
|
0.500 |
125-038 |
|
0.382 |
125-018 |
|
LOW |
124-275 |
|
0.618 |
124-173 |
|
1.000 |
124-110 |
|
1.618 |
124-008 |
|
2.618 |
123-163 |
|
4.250 |
122-214 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-038 |
125-078 |
| PP |
125-020 |
125-047 |
| S1 |
125-002 |
125-016 |
|