ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-170 |
127-175 |
0-005 |
0.0% |
126-245 |
| High |
127-280 |
127-220 |
-0-060 |
-0.1% |
130-170 |
| Low |
127-075 |
126-260 |
-0-135 |
-0.3% |
126-225 |
| Close |
127-135 |
127-005 |
-0-130 |
-0.3% |
127-205 |
| Range |
0-205 |
0-280 |
0-075 |
36.6% |
3-265 |
| ATR |
0-262 |
0-263 |
0-001 |
0.5% |
0-000 |
| Volume |
1,305,863 |
1,420,646 |
114,783 |
8.8% |
11,933,305 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-255 |
129-090 |
127-159 |
|
| R3 |
128-295 |
128-130 |
127-082 |
|
| R2 |
128-015 |
128-015 |
127-056 |
|
| R1 |
127-170 |
127-170 |
127-031 |
127-112 |
| PP |
127-055 |
127-055 |
127-055 |
127-026 |
| S1 |
126-210 |
126-210 |
126-299 |
126-152 |
| S2 |
126-095 |
126-095 |
126-274 |
|
| S3 |
125-135 |
125-250 |
126-248 |
|
| S4 |
124-175 |
124-290 |
126-171 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-248 |
137-172 |
129-239 |
|
| R3 |
135-303 |
133-227 |
128-222 |
|
| R2 |
132-038 |
132-038 |
128-110 |
|
| R1 |
129-282 |
129-282 |
127-317 |
131-000 |
| PP |
128-093 |
128-093 |
128-093 |
128-272 |
| S1 |
126-017 |
126-017 |
127-093 |
127-055 |
| S2 |
124-148 |
124-148 |
126-300 |
|
| S3 |
120-203 |
122-072 |
126-188 |
|
| S4 |
116-258 |
118-127 |
125-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-105 |
126-260 |
1-165 |
1.2% |
0-244 |
0.6% |
13% |
False |
True |
1,517,243 |
| 10 |
130-170 |
126-070 |
4-100 |
3.4% |
1-028 |
0.9% |
18% |
False |
False |
1,895,344 |
| 20 |
130-170 |
124-110 |
6-060 |
4.9% |
0-271 |
0.7% |
43% |
False |
False |
1,799,235 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-210 |
0.5% |
50% |
False |
False |
1,538,840 |
| 60 |
130-170 |
123-130 |
7-040 |
5.6% |
0-192 |
0.5% |
51% |
False |
False |
1,083,280 |
| 80 |
130-170 |
122-300 |
7-190 |
6.0% |
0-177 |
0.4% |
54% |
False |
False |
813,238 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-151 |
0.4% |
55% |
False |
False |
650,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-130 |
|
2.618 |
129-313 |
|
1.618 |
129-033 |
|
1.000 |
128-180 |
|
0.618 |
128-073 |
|
HIGH |
127-220 |
|
0.618 |
127-113 |
|
0.500 |
127-080 |
|
0.382 |
127-047 |
|
LOW |
126-260 |
|
0.618 |
126-087 |
|
1.000 |
125-300 |
|
1.618 |
125-127 |
|
2.618 |
124-167 |
|
4.250 |
123-030 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-080 |
127-172 |
| PP |
127-055 |
127-117 |
| S1 |
127-030 |
127-061 |
|