ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-250 |
0-160 |
0.4% |
124-010 |
| High |
124-270 |
124-295 |
0-025 |
0.1% |
124-295 |
| Low |
124-085 |
124-110 |
0-025 |
0.1% |
124-010 |
| Close |
124-240 |
124-140 |
-0-100 |
-0.3% |
124-140 |
| Range |
0-185 |
0-185 |
0-000 |
0.0% |
0-285 |
| ATR |
0-150 |
0-153 |
0-002 |
1.7% |
0-000 |
| Volume |
1,424,907 |
1,683,560 |
258,653 |
18.2% |
6,098,550 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-097 |
125-303 |
124-242 |
|
| R3 |
125-232 |
125-118 |
124-191 |
|
| R2 |
125-047 |
125-047 |
124-174 |
|
| R1 |
124-253 |
124-253 |
124-157 |
124-218 |
| PP |
124-182 |
124-182 |
124-182 |
124-164 |
| S1 |
124-068 |
124-068 |
124-123 |
124-032 |
| S2 |
123-317 |
123-317 |
124-106 |
|
| S3 |
123-132 |
123-203 |
124-089 |
|
| S4 |
122-267 |
123-018 |
124-038 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-043 |
126-217 |
124-297 |
|
| R3 |
126-078 |
125-252 |
124-218 |
|
| R2 |
125-113 |
125-113 |
124-192 |
|
| R1 |
124-287 |
124-287 |
124-166 |
125-040 |
| PP |
124-148 |
124-148 |
124-148 |
124-185 |
| S1 |
124-002 |
124-002 |
124-114 |
124-075 |
| S2 |
123-183 |
123-183 |
124-088 |
|
| S3 |
122-218 |
123-037 |
124-062 |
|
| S4 |
121-253 |
122-072 |
123-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-295 |
124-010 |
0-285 |
0.7% |
0-141 |
0.4% |
46% |
True |
False |
1,219,710 |
| 10 |
124-295 |
123-160 |
1-135 |
1.1% |
0-149 |
0.4% |
66% |
True |
False |
1,227,754 |
| 20 |
125-290 |
123-160 |
2-130 |
1.9% |
0-154 |
0.4% |
39% |
False |
False |
1,298,122 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-154 |
0.4% |
33% |
False |
False |
767,044 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-147 |
0.4% |
44% |
False |
False |
512,554 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-124 |
0.3% |
48% |
False |
False |
384,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-121 |
|
2.618 |
126-139 |
|
1.618 |
125-274 |
|
1.000 |
125-160 |
|
0.618 |
125-089 |
|
HIGH |
124-295 |
|
0.618 |
124-224 |
|
0.500 |
124-202 |
|
0.382 |
124-181 |
|
LOW |
124-110 |
|
0.618 |
123-316 |
|
1.000 |
123-245 |
|
1.618 |
123-131 |
|
2.618 |
122-266 |
|
4.250 |
121-284 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-202 |
124-188 |
| PP |
124-182 |
124-172 |
| S1 |
124-161 |
124-156 |
|