ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-250 |
124-160 |
-0-090 |
-0.2% |
124-010 |
| High |
124-295 |
124-280 |
-0-015 |
0.0% |
124-295 |
| Low |
124-110 |
124-125 |
0-015 |
0.0% |
124-010 |
| Close |
124-140 |
124-245 |
0-105 |
0.3% |
124-140 |
| Range |
0-185 |
0-155 |
-0-030 |
-16.2% |
0-285 |
| ATR |
0-153 |
0-153 |
0-000 |
0.1% |
0-000 |
| Volume |
1,683,560 |
1,157,724 |
-525,836 |
-31.2% |
6,098,550 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
125-298 |
125-010 |
|
| R3 |
125-207 |
125-143 |
124-288 |
|
| R2 |
125-052 |
125-052 |
124-273 |
|
| R1 |
124-308 |
124-308 |
124-259 |
125-020 |
| PP |
124-217 |
124-217 |
124-217 |
124-232 |
| S1 |
124-153 |
124-153 |
124-231 |
124-185 |
| S2 |
124-062 |
124-062 |
124-217 |
|
| S3 |
123-227 |
123-318 |
124-202 |
|
| S4 |
123-072 |
123-163 |
124-160 |
|
|
| 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 |
124-080 |
0-215 |
0.5% |
0-149 |
0.4% |
77% |
False |
False |
1,247,250 |
| 10 |
124-295 |
123-160 |
1-135 |
1.1% |
0-154 |
0.4% |
89% |
False |
False |
1,254,523 |
| 20 |
125-245 |
123-160 |
2-085 |
1.8% |
0-158 |
0.4% |
56% |
False |
False |
1,301,097 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-150 |
0.4% |
44% |
False |
False |
795,560 |
| 60 |
126-120 |
123-050 |
3-070 |
2.6% |
0-146 |
0.4% |
50% |
False |
False |
531,764 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-126 |
0.3% |
57% |
False |
False |
399,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-299 |
|
2.618 |
126-046 |
|
1.618 |
125-211 |
|
1.000 |
125-115 |
|
0.618 |
125-056 |
|
HIGH |
124-280 |
|
0.618 |
124-221 |
|
0.500 |
124-202 |
|
0.382 |
124-184 |
|
LOW |
124-125 |
|
0.618 |
124-029 |
|
1.000 |
123-290 |
|
1.618 |
123-194 |
|
2.618 |
123-039 |
|
4.250 |
122-106 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-231 |
124-227 |
| PP |
124-217 |
124-208 |
| S1 |
124-202 |
124-190 |
|