ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
124-230 |
124-225 |
-0-005 |
0.0% |
125-195 |
High |
125-015 |
125-040 |
0-025 |
0.1% |
125-265 |
Low |
124-215 |
124-120 |
-0-095 |
-0.2% |
124-150 |
Close |
124-225 |
124-190 |
-0-035 |
-0.1% |
124-155 |
Range |
0-120 |
0-240 |
0-120 |
100.0% |
1-115 |
ATR |
0-144 |
0-151 |
0-007 |
4.8% |
0-000 |
Volume |
21,950 |
28,961 |
7,011 |
31.9% |
103,457 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-303 |
126-167 |
125-002 |
|
R3 |
126-063 |
125-247 |
124-256 |
|
R2 |
125-143 |
125-143 |
124-234 |
|
R1 |
125-007 |
125-007 |
124-212 |
124-275 |
PP |
124-223 |
124-223 |
124-223 |
124-198 |
S1 |
124-087 |
124-087 |
124-168 |
124-035 |
S2 |
123-303 |
123-303 |
124-146 |
|
S3 |
123-063 |
123-167 |
124-124 |
|
S4 |
122-143 |
122-247 |
124-058 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-002 |
128-033 |
125-074 |
|
R3 |
127-207 |
126-238 |
124-275 |
|
R2 |
126-092 |
126-092 |
124-235 |
|
R1 |
125-123 |
125-123 |
124-195 |
125-050 |
PP |
124-297 |
124-297 |
124-297 |
124-260 |
S1 |
124-008 |
124-008 |
124-115 |
123-255 |
S2 |
123-182 |
123-182 |
124-075 |
|
S3 |
122-067 |
122-213 |
124-035 |
|
S4 |
120-272 |
121-098 |
123-236 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-040 |
124-120 |
0-240 |
0.6% |
0-133 |
0.3% |
29% |
True |
True |
20,013 |
10 |
126-050 |
124-120 |
1-250 |
1.4% |
0-152 |
0.4% |
12% |
False |
True |
33,132 |
20 |
126-185 |
124-120 |
2-065 |
1.8% |
0-141 |
0.4% |
10% |
False |
True |
597,456 |
40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-152 |
0.4% |
13% |
False |
False |
915,241 |
60 |
127-010 |
123-260 |
3-070 |
2.6% |
0-150 |
0.4% |
24% |
False |
False |
943,368 |
80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
25% |
False |
False |
1,002,230 |
100 |
127-010 |
122-270 |
4-060 |
3.4% |
0-151 |
0.4% |
42% |
False |
False |
808,140 |
120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-143 |
0.4% |
52% |
False |
False |
673,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-100 |
2.618 |
127-028 |
1.618 |
126-108 |
1.000 |
125-280 |
0.618 |
125-188 |
HIGH |
125-040 |
0.618 |
124-268 |
0.500 |
124-240 |
0.382 |
124-212 |
LOW |
124-120 |
0.618 |
123-292 |
1.000 |
123-200 |
1.618 |
123-052 |
2.618 |
122-132 |
4.250 |
121-060 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
124-240 |
124-240 |
PP |
124-223 |
124-223 |
S1 |
124-207 |
124-207 |
|