ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
123-255 |
123-255 |
0-000 |
0.0% |
124-015 |
| High |
123-305 |
124-030 |
0-045 |
0.1% |
124-200 |
| Low |
123-180 |
123-160 |
-0-020 |
-0.1% |
123-160 |
| Close |
123-235 |
124-000 |
0-085 |
0.2% |
124-000 |
| Range |
0-125 |
0-190 |
0-065 |
52.0% |
1-040 |
| ATR |
0-153 |
0-156 |
0-003 |
1.7% |
0-000 |
| Volume |
1,346,766 |
1,143,681 |
-203,085 |
-15.1% |
6,178,990 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-207 |
125-133 |
124-104 |
|
| R3 |
125-017 |
124-263 |
124-052 |
|
| R2 |
124-147 |
124-147 |
124-035 |
|
| R1 |
124-073 |
124-073 |
124-017 |
124-110 |
| PP |
123-277 |
123-277 |
123-277 |
123-295 |
| S1 |
123-203 |
123-203 |
123-303 |
123-240 |
| S2 |
123-087 |
123-087 |
123-285 |
|
| S3 |
122-217 |
123-013 |
123-268 |
|
| S4 |
122-027 |
122-143 |
123-216 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-133 |
126-267 |
124-198 |
|
| R3 |
126-093 |
125-227 |
124-099 |
|
| R2 |
125-053 |
125-053 |
124-066 |
|
| R1 |
124-187 |
124-187 |
124-033 |
124-100 |
| PP |
124-013 |
124-013 |
124-013 |
123-290 |
| S1 |
123-147 |
123-147 |
123-287 |
123-060 |
| S2 |
122-293 |
122-293 |
123-254 |
|
| S3 |
121-253 |
122-107 |
123-221 |
|
| S4 |
120-213 |
121-067 |
123-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-200 |
123-160 |
1-040 |
0.9% |
0-157 |
0.4% |
44% |
False |
True |
1,235,798 |
| 10 |
125-120 |
123-160 |
1-280 |
1.5% |
0-145 |
0.4% |
27% |
False |
True |
1,275,304 |
| 20 |
125-305 |
123-160 |
2-145 |
2.0% |
0-148 |
0.4% |
20% |
False |
True |
1,209,485 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-157 |
0.4% |
20% |
False |
False |
615,555 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-141 |
0.4% |
31% |
False |
False |
411,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-198 |
|
2.618 |
125-207 |
|
1.618 |
125-017 |
|
1.000 |
124-220 |
|
0.618 |
124-147 |
|
HIGH |
124-030 |
|
0.618 |
123-277 |
|
0.500 |
123-255 |
|
0.382 |
123-233 |
|
LOW |
123-160 |
|
0.618 |
123-043 |
|
1.000 |
122-290 |
|
1.618 |
122-173 |
|
2.618 |
121-303 |
|
4.250 |
120-312 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-298 |
124-020 |
| PP |
123-277 |
124-013 |
| S1 |
123-255 |
124-007 |
|