ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-175 |
127-020 |
-0-155 |
-0.4% |
127-200 |
| High |
127-220 |
127-145 |
-0-075 |
-0.2% |
128-085 |
| Low |
126-260 |
127-000 |
0-060 |
0.1% |
126-260 |
| Close |
127-005 |
127-010 |
0-005 |
0.0% |
127-010 |
| Range |
0-280 |
0-145 |
-0-135 |
-48.2% |
1-145 |
| ATR |
0-263 |
0-254 |
-0-008 |
-3.2% |
0-000 |
| Volume |
1,420,646 |
1,355,117 |
-65,529 |
-4.6% |
6,973,824 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-167 |
128-073 |
127-090 |
|
| R3 |
128-022 |
127-248 |
127-050 |
|
| R2 |
127-197 |
127-197 |
127-037 |
|
| R1 |
127-103 |
127-103 |
127-023 |
127-078 |
| PP |
127-052 |
127-052 |
127-052 |
127-039 |
| S1 |
126-278 |
126-278 |
126-317 |
126-252 |
| S2 |
126-227 |
126-227 |
126-303 |
|
| S3 |
126-082 |
126-133 |
126-290 |
|
| S4 |
125-257 |
125-308 |
126-250 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-233 |
130-267 |
127-266 |
|
| R3 |
130-088 |
129-122 |
127-138 |
|
| R2 |
128-263 |
128-263 |
127-095 |
|
| R1 |
127-297 |
127-297 |
127-053 |
127-208 |
| PP |
127-118 |
127-118 |
127-118 |
127-074 |
| S1 |
126-152 |
126-152 |
126-287 |
126-062 |
| S2 |
125-293 |
125-293 |
126-245 |
|
| S3 |
124-148 |
125-007 |
126-202 |
|
| S4 |
123-003 |
123-182 |
126-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-085 |
126-260 |
1-145 |
1.1% |
0-216 |
0.5% |
15% |
False |
False |
1,394,764 |
| 10 |
130-170 |
126-225 |
3-265 |
3.0% |
1-024 |
0.8% |
9% |
False |
False |
1,890,712 |
| 20 |
130-170 |
124-125 |
6-045 |
4.8% |
0-269 |
0.7% |
43% |
False |
False |
1,782,813 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-212 |
0.5% |
50% |
False |
False |
1,540,467 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-192 |
0.5% |
50% |
False |
False |
1,105,633 |
| 80 |
130-170 |
122-300 |
7-190 |
6.0% |
0-178 |
0.4% |
54% |
False |
False |
830,118 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-153 |
0.4% |
56% |
False |
False |
664,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-121 |
|
2.618 |
128-205 |
|
1.618 |
128-060 |
|
1.000 |
127-290 |
|
0.618 |
127-235 |
|
HIGH |
127-145 |
|
0.618 |
127-090 |
|
0.500 |
127-072 |
|
0.382 |
127-055 |
|
LOW |
127-000 |
|
0.618 |
126-230 |
|
1.000 |
126-175 |
|
1.618 |
126-085 |
|
2.618 |
125-260 |
|
4.250 |
125-024 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-072 |
127-110 |
| PP |
127-052 |
127-077 |
| S1 |
127-031 |
127-043 |
|