ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-180 |
124-090 |
-0-090 |
-0.2% |
124-015 |
| High |
124-190 |
124-270 |
0-080 |
0.2% |
124-200 |
| Low |
124-080 |
124-085 |
0-005 |
0.0% |
123-160 |
| Close |
124-090 |
124-240 |
0-150 |
0.4% |
124-000 |
| Range |
0-110 |
0-185 |
0-075 |
68.2% |
1-040 |
| ATR |
0-148 |
0-150 |
0-003 |
1.8% |
0-000 |
| Volume |
1,031,800 |
1,424,907 |
393,107 |
38.1% |
6,178,990 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-113 |
126-042 |
125-022 |
|
| R3 |
125-248 |
125-177 |
124-291 |
|
| R2 |
125-063 |
125-063 |
124-274 |
|
| R1 |
124-312 |
124-312 |
124-257 |
125-028 |
| PP |
124-198 |
124-198 |
124-198 |
124-216 |
| S1 |
124-127 |
124-127 |
124-223 |
124-162 |
| S2 |
124-013 |
124-013 |
124-206 |
|
| S3 |
123-148 |
123-262 |
124-189 |
|
| S4 |
122-283 |
123-077 |
124-138 |
|
|
| 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 |
124-270 |
123-160 |
1-110 |
1.1% |
0-142 |
0.4% |
93% |
True |
False |
1,111,734 |
| 10 |
124-270 |
123-160 |
1-110 |
1.1% |
0-146 |
0.4% |
93% |
True |
False |
1,217,567 |
| 20 |
125-305 |
123-160 |
2-145 |
2.0% |
0-150 |
0.4% |
51% |
False |
False |
1,278,446 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-153 |
0.4% |
45% |
False |
False |
725,303 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-146 |
0.4% |
53% |
False |
False |
484,573 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-121 |
0.3% |
56% |
False |
False |
363,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-096 |
|
2.618 |
126-114 |
|
1.618 |
125-249 |
|
1.000 |
125-135 |
|
0.618 |
125-064 |
|
HIGH |
124-270 |
|
0.618 |
124-199 |
|
0.500 |
124-178 |
|
0.382 |
124-156 |
|
LOW |
124-085 |
|
0.618 |
123-291 |
|
1.000 |
123-220 |
|
1.618 |
123-106 |
|
2.618 |
122-241 |
|
4.250 |
121-259 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-219 |
124-218 |
| PP |
124-198 |
124-197 |
| S1 |
124-178 |
124-175 |
|