ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
125-125 |
125-060 |
-0-065 |
-0.2% |
124-160 |
| High |
125-130 |
125-185 |
0-055 |
0.1% |
125-230 |
| Low |
124-260 |
125-035 |
0-095 |
0.2% |
124-125 |
| Close |
125-045 |
125-130 |
0-085 |
0.2% |
125-045 |
| Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
1-105 |
| ATR |
0-163 |
0-162 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,779,714 |
1,113,674 |
-666,040 |
-37.4% |
8,086,429 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-247 |
126-178 |
125-212 |
|
| R3 |
126-097 |
126-028 |
125-171 |
|
| R2 |
125-267 |
125-267 |
125-158 |
|
| R1 |
125-198 |
125-198 |
125-144 |
125-232 |
| PP |
125-117 |
125-117 |
125-117 |
125-134 |
| S1 |
125-048 |
125-048 |
125-116 |
125-082 |
| S2 |
124-287 |
124-287 |
125-102 |
|
| S3 |
124-137 |
124-218 |
125-089 |
|
| S4 |
123-307 |
124-068 |
125-048 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-022 |
128-138 |
125-279 |
|
| R3 |
127-237 |
127-033 |
125-162 |
|
| R2 |
126-132 |
126-132 |
125-123 |
|
| R1 |
125-248 |
125-248 |
125-084 |
126-030 |
| PP |
125-027 |
125-027 |
125-027 |
125-078 |
| S1 |
124-143 |
124-143 |
125-006 |
124-245 |
| S2 |
123-242 |
123-242 |
124-287 |
|
| S3 |
122-137 |
123-038 |
124-248 |
|
| S4 |
121-032 |
121-253 |
124-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-230 |
124-160 |
1-070 |
1.0% |
0-182 |
0.5% |
74% |
False |
False |
1,608,475 |
| 10 |
125-230 |
124-080 |
1-150 |
1.2% |
0-166 |
0.4% |
79% |
False |
False |
1,427,863 |
| 20 |
125-230 |
123-160 |
2-070 |
1.8% |
0-153 |
0.4% |
86% |
False |
False |
1,346,347 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-152 |
0.4% |
66% |
False |
False |
995,142 |
| 60 |
126-120 |
123-130 |
2-310 |
2.4% |
0-151 |
0.4% |
67% |
False |
False |
665,667 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-136 |
0.3% |
74% |
False |
False |
499,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-182 |
|
2.618 |
126-258 |
|
1.618 |
126-108 |
|
1.000 |
126-015 |
|
0.618 |
125-278 |
|
HIGH |
125-185 |
|
0.618 |
125-128 |
|
0.500 |
125-110 |
|
0.382 |
125-092 |
|
LOW |
125-035 |
|
0.618 |
124-262 |
|
1.000 |
124-205 |
|
1.618 |
124-112 |
|
2.618 |
123-282 |
|
4.250 |
123-038 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-123 |
125-115 |
| PP |
125-117 |
125-100 |
| S1 |
125-110 |
125-085 |
|