ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-115 |
-0-110 |
-0.3% |
125-195 |
| High |
125-040 |
124-160 |
-0-200 |
-0.5% |
125-265 |
| Low |
124-120 |
124-045 |
-0-075 |
-0.2% |
124-150 |
| Close |
124-190 |
124-090 |
-0-100 |
-0.3% |
124-155 |
| Range |
0-240 |
0-115 |
-0-125 |
-52.1% |
1-115 |
| ATR |
0-151 |
0-150 |
0-000 |
-0.3% |
0-000 |
| Volume |
28,961 |
5,066 |
-23,895 |
-82.5% |
103,457 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-123 |
125-062 |
124-153 |
|
| R3 |
125-008 |
124-267 |
124-122 |
|
| R2 |
124-213 |
124-213 |
124-111 |
|
| R1 |
124-152 |
124-152 |
124-101 |
124-125 |
| PP |
124-098 |
124-098 |
124-098 |
124-085 |
| S1 |
124-037 |
124-037 |
124-079 |
124-010 |
| S2 |
123-303 |
123-303 |
124-069 |
|
| S3 |
123-188 |
123-242 |
124-058 |
|
| S4 |
123-073 |
123-127 |
124-027 |
|
|
| 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 |
124-045 |
0-315 |
0.8% |
0-136 |
0.3% |
14% |
False |
True |
17,069 |
| 10 |
126-050 |
124-045 |
2-005 |
1.6% |
0-142 |
0.4% |
7% |
False |
True |
23,299 |
| 20 |
126-185 |
124-045 |
2-140 |
2.0% |
0-139 |
0.3% |
6% |
False |
True |
538,454 |
| 40 |
127-010 |
124-045 |
2-285 |
2.3% |
0-153 |
0.4% |
5% |
False |
True |
900,153 |
| 60 |
127-010 |
123-260 |
3-070 |
2.6% |
0-150 |
0.4% |
15% |
False |
False |
924,605 |
| 80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-154 |
0.4% |
15% |
False |
False |
999,404 |
| 100 |
127-010 |
122-270 |
4-060 |
3.4% |
0-152 |
0.4% |
34% |
False |
False |
808,136 |
| 120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-144 |
0.4% |
45% |
False |
False |
673,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-009 |
|
2.618 |
125-141 |
|
1.618 |
125-026 |
|
1.000 |
124-275 |
|
0.618 |
124-231 |
|
HIGH |
124-160 |
|
0.618 |
124-116 |
|
0.500 |
124-102 |
|
0.382 |
124-089 |
|
LOW |
124-045 |
|
0.618 |
123-294 |
|
1.000 |
123-250 |
|
1.618 |
123-179 |
|
2.618 |
123-064 |
|
4.250 |
122-196 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-102 |
124-202 |
| PP |
124-098 |
124-165 |
| S1 |
124-094 |
124-128 |
|