ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-165 |
126-245 |
0-080 |
0.2% |
125-060 |
| High |
126-250 |
127-125 |
0-195 |
0.5% |
126-285 |
| Low |
126-070 |
126-225 |
0-155 |
0.4% |
125-035 |
| Close |
126-175 |
127-050 |
0-195 |
0.5% |
126-175 |
| Range |
0-180 |
0-220 |
0-040 |
22.2% |
1-250 |
| ATR |
0-176 |
0-182 |
0-007 |
3.8% |
0-000 |
| Volume |
1,401,431 |
516,671 |
-884,760 |
-63.1% |
8,662,710 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-047 |
128-268 |
127-171 |
|
| R3 |
128-147 |
128-048 |
127-110 |
|
| R2 |
127-247 |
127-247 |
127-090 |
|
| R1 |
127-148 |
127-148 |
127-070 |
127-198 |
| PP |
127-027 |
127-027 |
127-027 |
127-051 |
| S1 |
126-248 |
126-248 |
127-030 |
126-298 |
| S2 |
126-127 |
126-127 |
127-010 |
|
| S3 |
125-227 |
126-028 |
126-310 |
|
| S4 |
125-007 |
125-128 |
126-249 |
|
|
| 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 |
127-125 |
125-115 |
2-010 |
1.6% |
0-217 |
0.5% |
88% |
True |
False |
1,613,141 |
| 10 |
127-125 |
124-160 |
2-285 |
2.3% |
0-200 |
0.5% |
92% |
True |
False |
1,610,808 |
| 20 |
127-125 |
123-160 |
3-285 |
3.1% |
0-177 |
0.4% |
94% |
True |
False |
1,432,666 |
| 40 |
127-125 |
123-160 |
3-285 |
3.1% |
0-158 |
0.4% |
94% |
True |
False |
1,194,231 |
| 60 |
127-125 |
123-130 |
3-315 |
3.1% |
0-159 |
0.4% |
94% |
True |
False |
800,034 |
| 80 |
127-125 |
122-300 |
4-145 |
3.5% |
0-144 |
0.4% |
95% |
True |
False |
600,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-100 |
|
2.618 |
129-061 |
|
1.618 |
128-161 |
|
1.000 |
128-025 |
|
0.618 |
127-261 |
|
HIGH |
127-125 |
|
0.618 |
127-041 |
|
0.500 |
127-015 |
|
0.382 |
126-309 |
|
LOW |
126-225 |
|
0.618 |
126-089 |
|
1.000 |
126-005 |
|
1.618 |
125-189 |
|
2.618 |
124-289 |
|
4.250 |
123-250 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-038 |
127-012 |
| PP |
127-027 |
126-295 |
| S1 |
127-015 |
126-258 |
|