ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-275 |
124-200 |
-0-075 |
-0.2% |
125-240 |
| High |
124-295 |
124-230 |
-0-065 |
-0.2% |
125-245 |
| Low |
124-185 |
124-120 |
-0-065 |
-0.2% |
124-245 |
| Close |
124-210 |
124-155 |
-0-055 |
-0.1% |
125-020 |
| Range |
0-110 |
0-110 |
0-000 |
0.0% |
1-000 |
| ATR |
0-155 |
0-152 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,273,089 |
1,255,400 |
-17,689 |
-1.4% |
6,012,620 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-178 |
125-117 |
124-216 |
|
| R3 |
125-068 |
125-007 |
124-185 |
|
| R2 |
124-278 |
124-278 |
124-175 |
|
| R1 |
124-217 |
124-217 |
124-165 |
124-192 |
| PP |
124-168 |
124-168 |
124-168 |
124-156 |
| S1 |
124-107 |
124-107 |
124-145 |
124-082 |
| S2 |
124-058 |
124-058 |
124-135 |
|
| S3 |
123-268 |
123-317 |
124-125 |
|
| S4 |
123-158 |
123-207 |
124-094 |
|
|
| 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 |
125-215 |
124-120 |
1-095 |
1.0% |
0-175 |
0.4% |
8% |
False |
True |
1,398,701 |
| 10 |
125-305 |
124-120 |
1-185 |
1.3% |
0-152 |
0.4% |
7% |
False |
True |
1,373,049 |
| 20 |
126-120 |
124-120 |
2-000 |
1.6% |
0-151 |
0.4% |
5% |
False |
True |
768,176 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-151 |
0.4% |
36% |
False |
False |
388,529 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-132 |
0.3% |
49% |
False |
False |
259,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-058 |
|
2.618 |
125-198 |
|
1.618 |
125-088 |
|
1.000 |
125-020 |
|
0.618 |
124-298 |
|
HIGH |
124-230 |
|
0.618 |
124-188 |
|
0.500 |
124-175 |
|
0.382 |
124-162 |
|
LOW |
124-120 |
|
0.618 |
124-052 |
|
1.000 |
124-010 |
|
1.618 |
123-262 |
|
2.618 |
123-152 |
|
4.250 |
122-292 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-175 |
124-280 |
| PP |
124-168 |
124-238 |
| S1 |
124-162 |
124-197 |
|