ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
124-255 |
-0-015 |
0.0% |
124-010 |
| High |
124-275 |
125-210 |
0-255 |
0.6% |
124-295 |
| Low |
124-160 |
124-220 |
0-060 |
0.2% |
124-010 |
| Close |
124-205 |
125-165 |
0-280 |
0.7% |
124-140 |
| Range |
0-115 |
0-310 |
0-195 |
169.6% |
0-285 |
| ATR |
0-150 |
0-163 |
0-012 |
8.3% |
0-000 |
| Volume |
1,415,141 |
1,962,214 |
547,073 |
38.7% |
6,098,550 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-062 |
127-263 |
126-016 |
|
| R3 |
127-072 |
126-273 |
125-250 |
|
| R2 |
126-082 |
126-082 |
125-222 |
|
| R1 |
125-283 |
125-283 |
125-193 |
126-022 |
| PP |
125-092 |
125-092 |
125-092 |
125-121 |
| S1 |
124-293 |
124-293 |
125-137 |
125-032 |
| S2 |
124-102 |
124-102 |
125-108 |
|
| S3 |
123-112 |
123-303 |
125-080 |
|
| S4 |
122-122 |
122-313 |
124-314 |
|
|
| 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 |
125-210 |
124-085 |
1-125 |
1.1% |
0-190 |
0.5% |
90% |
True |
False |
1,528,709 |
| 10 |
125-210 |
123-160 |
2-050 |
1.7% |
0-160 |
0.4% |
93% |
True |
False |
1,312,407 |
| 20 |
125-215 |
123-160 |
2-055 |
1.7% |
0-161 |
0.4% |
93% |
False |
False |
1,336,347 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-154 |
0.4% |
70% |
False |
False |
879,513 |
| 60 |
126-120 |
123-130 |
2-310 |
2.4% |
0-149 |
0.4% |
71% |
False |
False |
588,005 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-131 |
0.3% |
77% |
False |
False |
441,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-248 |
|
2.618 |
128-062 |
|
1.618 |
127-072 |
|
1.000 |
126-200 |
|
0.618 |
126-082 |
|
HIGH |
125-210 |
|
0.618 |
125-092 |
|
0.500 |
125-055 |
|
0.382 |
125-018 |
|
LOW |
124-220 |
|
0.618 |
124-028 |
|
1.000 |
123-230 |
|
1.618 |
123-038 |
|
2.618 |
122-048 |
|
4.250 |
120-182 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-128 |
125-112 |
| PP |
125-092 |
125-060 |
| S1 |
125-055 |
125-008 |
|