ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-015 |
124-050 |
0-035 |
0.1% |
125-020 |
| High |
124-080 |
124-145 |
0-065 |
0.2% |
125-120 |
| Low |
123-295 |
124-040 |
0-065 |
0.2% |
123-305 |
| Close |
124-050 |
124-070 |
0-020 |
0.1% |
123-315 |
| Range |
0-105 |
0-105 |
0-000 |
0.0% |
1-135 |
| ATR |
0-148 |
0-145 |
-0-003 |
-2.1% |
0-000 |
| Volume |
890,028 |
1,137,205 |
247,177 |
27.8% |
6,574,058 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-080 |
125-020 |
124-128 |
|
| R3 |
124-295 |
124-235 |
124-099 |
|
| R2 |
124-190 |
124-190 |
124-089 |
|
| R1 |
124-130 |
124-130 |
124-080 |
124-160 |
| PP |
124-085 |
124-085 |
124-085 |
124-100 |
| S1 |
124-025 |
124-025 |
124-060 |
124-055 |
| S2 |
123-300 |
123-300 |
124-051 |
|
| S3 |
123-195 |
123-240 |
124-041 |
|
| S4 |
123-090 |
123-135 |
124-012 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-225 |
127-245 |
124-245 |
|
| R3 |
127-090 |
126-110 |
124-120 |
|
| R2 |
125-275 |
125-275 |
124-078 |
|
| R1 |
124-295 |
124-295 |
124-037 |
124-218 |
| PP |
124-140 |
124-140 |
124-140 |
124-101 |
| S1 |
123-160 |
123-160 |
123-273 |
123-082 |
| S2 |
123-005 |
123-005 |
123-232 |
|
| S3 |
121-190 |
122-025 |
123-190 |
|
| S4 |
120-055 |
120-210 |
123-065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-230 |
123-295 |
0-255 |
0.6% |
0-120 |
0.3% |
37% |
False |
False |
1,240,691 |
| 10 |
125-215 |
123-295 |
1-240 |
1.4% |
0-155 |
0.4% |
17% |
False |
False |
1,329,479 |
| 20 |
125-310 |
123-295 |
2-015 |
1.6% |
0-139 |
0.3% |
15% |
False |
False |
1,010,452 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-151 |
0.4% |
27% |
False |
False |
512,095 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-134 |
0.3% |
37% |
False |
False |
341,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-271 |
|
2.618 |
125-100 |
|
1.618 |
124-315 |
|
1.000 |
124-250 |
|
0.618 |
124-210 |
|
HIGH |
124-145 |
|
0.618 |
124-105 |
|
0.500 |
124-092 |
|
0.382 |
124-080 |
|
LOW |
124-040 |
|
0.618 |
123-295 |
|
1.000 |
123-255 |
|
1.618 |
123-190 |
|
2.618 |
123-085 |
|
4.250 |
122-234 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-092 |
124-067 |
| PP |
124-085 |
124-063 |
| S1 |
124-078 |
124-060 |
|