ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
123-255 |
124-010 |
0-075 |
0.2% |
124-015 |
| High |
124-030 |
124-125 |
0-095 |
0.2% |
124-200 |
| Low |
123-160 |
124-010 |
0-170 |
0.4% |
123-160 |
| Close |
124-000 |
124-090 |
0-090 |
0.2% |
124-000 |
| Range |
0-190 |
0-115 |
-0-075 |
-39.5% |
1-040 |
| ATR |
0-156 |
0-154 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,143,681 |
1,020,022 |
-123,659 |
-10.8% |
6,178,990 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-100 |
125-050 |
124-153 |
|
| R3 |
124-305 |
124-255 |
124-122 |
|
| R2 |
124-190 |
124-190 |
124-111 |
|
| R1 |
124-140 |
124-140 |
124-101 |
124-165 |
| PP |
124-075 |
124-075 |
124-075 |
124-088 |
| S1 |
124-025 |
124-025 |
124-079 |
124-050 |
| S2 |
123-280 |
123-280 |
124-069 |
|
| S3 |
123-165 |
123-230 |
124-058 |
|
| S4 |
123-050 |
123-115 |
124-027 |
|
|
| 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% |
0-159 |
0.4% |
69% |
False |
False |
1,261,796 |
| 10 |
124-295 |
123-160 |
1-135 |
1.1% |
0-140 |
0.4% |
55% |
False |
False |
1,264,832 |
| 20 |
125-305 |
123-160 |
2-145 |
2.0% |
0-144 |
0.4% |
32% |
False |
False |
1,256,284 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-156 |
0.4% |
29% |
False |
False |
640,841 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-142 |
0.4% |
39% |
False |
False |
428,098 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-116 |
0.3% |
44% |
False |
False |
321,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-294 |
|
2.618 |
125-106 |
|
1.618 |
124-311 |
|
1.000 |
124-240 |
|
0.618 |
124-196 |
|
HIGH |
124-125 |
|
0.618 |
124-081 |
|
0.500 |
124-068 |
|
0.382 |
124-054 |
|
LOW |
124-010 |
|
0.618 |
123-259 |
|
1.000 |
123-215 |
|
1.618 |
123-144 |
|
2.618 |
123-029 |
|
4.250 |
122-161 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-082 |
124-054 |
| PP |
124-075 |
124-018 |
| S1 |
124-068 |
123-302 |
|