ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-310 |
127-030 |
0-040 |
0.1% |
127-200 |
| High |
127-080 |
127-070 |
-0-010 |
0.0% |
128-085 |
| Low |
126-255 |
126-260 |
0-005 |
0.0% |
126-260 |
| Close |
127-045 |
126-305 |
-0-060 |
-0.1% |
127-010 |
| Range |
0-145 |
0-130 |
-0-015 |
-10.3% |
1-145 |
| ATR |
0-247 |
0-238 |
-0-008 |
-3.4% |
0-000 |
| Volume |
908,123 |
1,170,647 |
262,524 |
28.9% |
6,973,824 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-068 |
127-317 |
127-056 |
|
| R3 |
127-258 |
127-187 |
127-021 |
|
| R2 |
127-128 |
127-128 |
127-009 |
|
| R1 |
127-057 |
127-057 |
126-317 |
127-028 |
| PP |
126-318 |
126-318 |
126-318 |
126-304 |
| S1 |
126-247 |
126-247 |
126-293 |
126-218 |
| S2 |
126-188 |
126-188 |
126-281 |
|
| S3 |
126-058 |
126-117 |
126-269 |
|
| S4 |
125-248 |
125-307 |
126-234 |
|
|
| 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 |
127-280 |
126-255 |
1-025 |
0.8% |
0-181 |
0.4% |
14% |
False |
False |
1,232,079 |
| 10 |
130-170 |
126-255 |
3-235 |
2.9% |
1-006 |
0.8% |
4% |
False |
False |
1,831,689 |
| 20 |
130-170 |
124-220 |
5-270 |
4.6% |
0-269 |
0.7% |
39% |
False |
False |
1,758,108 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-212 |
0.5% |
49% |
False |
False |
1,532,003 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-190 |
0.5% |
49% |
False |
False |
1,139,795 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-177 |
0.4% |
50% |
False |
False |
856,024 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-156 |
0.4% |
55% |
False |
False |
685,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-302 |
|
2.618 |
128-090 |
|
1.618 |
127-280 |
|
1.000 |
127-200 |
|
0.618 |
127-150 |
|
HIGH |
127-070 |
|
0.618 |
127-020 |
|
0.500 |
127-005 |
|
0.382 |
126-310 |
|
LOW |
126-260 |
|
0.618 |
126-180 |
|
1.000 |
126-130 |
|
1.618 |
126-050 |
|
2.618 |
125-240 |
|
4.250 |
125-028 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-005 |
127-040 |
| PP |
126-318 |
127-022 |
| S1 |
126-312 |
127-003 |
|