ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-010 |
124-085 |
0-075 |
0.2% |
124-015 |
| High |
124-125 |
124-190 |
0-065 |
0.2% |
124-200 |
| Low |
124-010 |
124-080 |
0-070 |
0.2% |
123-160 |
| Close |
124-090 |
124-170 |
0-080 |
0.2% |
124-000 |
| Range |
0-115 |
0-110 |
-0-005 |
-4.3% |
1-040 |
| ATR |
0-154 |
0-150 |
-0-003 |
-2.0% |
0-000 |
| Volume |
1,020,022 |
938,261 |
-81,761 |
-8.0% |
6,178,990 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-157 |
125-113 |
124-230 |
|
| R3 |
125-047 |
125-003 |
124-200 |
|
| R2 |
124-257 |
124-257 |
124-190 |
|
| R1 |
124-213 |
124-213 |
124-180 |
124-235 |
| PP |
124-147 |
124-147 |
124-147 |
124-158 |
| S1 |
124-103 |
124-103 |
124-160 |
124-125 |
| S2 |
124-037 |
124-037 |
124-150 |
|
| S3 |
123-247 |
123-313 |
124-140 |
|
| S4 |
123-137 |
123-203 |
124-110 |
|
|
| 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% |
0-160 |
0.4% |
92% |
False |
False |
1,222,008 |
| 10 |
124-230 |
123-160 |
1-070 |
1.0% |
0-140 |
0.4% |
85% |
False |
False |
1,231,349 |
| 20 |
125-305 |
123-160 |
2-145 |
2.0% |
0-145 |
0.4% |
42% |
False |
False |
1,294,853 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-157 |
0.4% |
38% |
False |
False |
664,152 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-142 |
0.4% |
46% |
False |
False |
443,726 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-118 |
0.3% |
50% |
False |
False |
332,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-018 |
|
2.618 |
125-158 |
|
1.618 |
125-048 |
|
1.000 |
124-300 |
|
0.618 |
124-258 |
|
HIGH |
124-190 |
|
0.618 |
124-148 |
|
0.500 |
124-135 |
|
0.382 |
124-122 |
|
LOW |
124-080 |
|
0.618 |
124-012 |
|
1.000 |
123-290 |
|
1.618 |
123-222 |
|
2.618 |
123-112 |
|
4.250 |
122-252 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-158 |
124-118 |
| PP |
124-147 |
124-067 |
| S1 |
124-135 |
124-015 |
|