ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
125-145 |
126-020 |
0-195 |
0.5% |
124-160 |
High |
126-040 |
126-200 |
0-160 |
0.4% |
125-230 |
Low |
125-115 |
125-255 |
0-140 |
0.3% |
124-125 |
Close |
126-000 |
126-120 |
0-120 |
0.3% |
125-045 |
Range |
0-245 |
0-265 |
0-020 |
8.2% |
1-105 |
ATR |
0-168 |
0-175 |
0-007 |
4.1% |
0-000 |
Volume |
1,568,816 |
2,289,193 |
720,377 |
45.9% |
8,086,429 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-240 |
128-125 |
126-266 |
|
R3 |
127-295 |
127-180 |
126-193 |
|
R2 |
127-030 |
127-030 |
126-169 |
|
R1 |
126-235 |
126-235 |
126-144 |
126-292 |
PP |
126-085 |
126-085 |
126-085 |
126-114 |
S1 |
125-290 |
125-290 |
126-096 |
126-028 |
S2 |
125-140 |
125-140 |
126-071 |
|
S3 |
124-195 |
125-025 |
126-047 |
|
S4 |
123-250 |
124-080 |
125-294 |
|
|
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 |
126-200 |
124-260 |
1-260 |
1.4% |
0-199 |
0.5% |
86% |
True |
False |
1,704,606 |
10 |
126-200 |
124-085 |
2-115 |
1.9% |
0-194 |
0.5% |
89% |
True |
False |
1,616,657 |
20 |
126-200 |
123-160 |
3-040 |
2.5% |
0-167 |
0.4% |
92% |
True |
False |
1,412,823 |
40 |
126-200 |
123-160 |
3-040 |
2.5% |
0-159 |
0.4% |
92% |
True |
False |
1,090,500 |
60 |
126-200 |
123-130 |
3-070 |
2.5% |
0-157 |
0.4% |
92% |
True |
False |
729,960 |
80 |
126-200 |
122-210 |
3-310 |
3.1% |
0-141 |
0.3% |
94% |
True |
False |
547,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-046 |
2.618 |
128-254 |
1.618 |
127-309 |
1.000 |
127-145 |
0.618 |
127-044 |
HIGH |
126-200 |
0.618 |
126-099 |
0.500 |
126-068 |
0.382 |
126-036 |
LOW |
125-255 |
0.618 |
125-091 |
1.000 |
124-310 |
1.618 |
124-146 |
2.618 |
123-201 |
4.250 |
122-089 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-102 |
126-066 |
PP |
126-085 |
126-012 |
S1 |
126-068 |
125-278 |
|