ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-145 |
126-165 |
0-020 |
0.0% |
125-060 |
High |
126-285 |
126-250 |
-0-035 |
-0.1% |
126-285 |
Low |
126-110 |
126-070 |
-0-040 |
-0.1% |
125-035 |
Close |
126-140 |
126-175 |
0-035 |
0.1% |
126-175 |
Range |
0-175 |
0-180 |
0-005 |
2.9% |
1-250 |
ATR |
0-175 |
0-176 |
0-000 |
0.2% |
0-000 |
Volume |
2,289,596 |
1,401,431 |
-888,165 |
-38.8% |
8,662,710 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-065 |
127-300 |
126-274 |
|
R3 |
127-205 |
127-120 |
126-224 |
|
R2 |
127-025 |
127-025 |
126-208 |
|
R1 |
126-260 |
126-260 |
126-192 |
126-302 |
PP |
126-165 |
126-165 |
126-165 |
126-186 |
S1 |
126-080 |
126-080 |
126-158 |
126-122 |
S2 |
125-305 |
125-305 |
126-142 |
|
S3 |
125-125 |
125-220 |
126-126 |
|
S4 |
124-265 |
125-040 |
126-076 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-168 |
130-262 |
127-168 |
|
R3 |
129-238 |
129-012 |
127-012 |
|
R2 |
127-308 |
127-308 |
126-280 |
|
R1 |
127-082 |
127-082 |
126-227 |
127-195 |
PP |
126-058 |
126-058 |
126-058 |
126-115 |
S1 |
125-152 |
125-152 |
126-123 |
125-265 |
S2 |
124-128 |
124-128 |
126-070 |
|
S3 |
122-198 |
123-222 |
126-018 |
|
S4 |
120-268 |
121-292 |
125-182 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-285 |
125-035 |
1-250 |
1.4% |
0-203 |
0.5% |
81% |
False |
False |
1,732,542 |
10 |
126-285 |
124-125 |
2-160 |
2.0% |
0-193 |
0.5% |
86% |
False |
False |
1,674,913 |
20 |
126-285 |
123-160 |
3-125 |
2.7% |
0-171 |
0.4% |
90% |
False |
False |
1,451,333 |
40 |
126-285 |
123-160 |
3-125 |
2.7% |
0-160 |
0.4% |
90% |
False |
False |
1,182,272 |
60 |
126-285 |
123-130 |
3-155 |
2.8% |
0-158 |
0.4% |
90% |
False |
False |
791,446 |
80 |
126-285 |
122-300 |
3-305 |
3.1% |
0-142 |
0.4% |
91% |
False |
False |
593,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-055 |
2.618 |
128-081 |
1.618 |
127-221 |
1.000 |
127-110 |
0.618 |
127-041 |
HIGH |
126-250 |
0.618 |
126-181 |
0.500 |
126-160 |
0.382 |
126-139 |
LOW |
126-070 |
0.618 |
125-279 |
1.000 |
125-210 |
1.618 |
125-099 |
2.618 |
124-239 |
4.250 |
123-265 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-170 |
126-153 |
PP |
126-165 |
126-132 |
S1 |
126-160 |
126-110 |
|