ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-050 |
0-020 |
0.1% |
124-010 |
High |
123-030 |
123-050 |
0-020 |
0.1% |
124-010 |
Low |
123-030 |
123-050 |
0-020 |
0.1% |
122-300 |
Close |
123-030 |
123-050 |
0-020 |
0.1% |
122-300 |
Range |
|
|
|
|
|
ATR |
0-067 |
0-063 |
-0-003 |
-5.0% |
0-000 |
Volume |
30 |
30 |
0 |
0.0% |
63 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-050 |
123-050 |
123-050 |
|
R3 |
123-050 |
123-050 |
123-050 |
|
R2 |
123-050 |
123-050 |
123-050 |
|
R1 |
123-050 |
123-050 |
123-050 |
123-050 |
PP |
123-050 |
123-050 |
123-050 |
123-050 |
S1 |
123-050 |
123-050 |
123-050 |
123-050 |
S2 |
123-050 |
123-050 |
123-050 |
|
S3 |
123-050 |
123-050 |
123-050 |
|
S4 |
123-050 |
123-050 |
123-050 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-187 |
125-273 |
123-172 |
|
R3 |
125-157 |
124-243 |
123-076 |
|
R2 |
124-127 |
124-127 |
123-044 |
|
R1 |
123-213 |
123-213 |
123-012 |
123-155 |
PP |
123-097 |
123-097 |
123-097 |
123-068 |
S1 |
122-183 |
122-183 |
122-268 |
122-125 |
S2 |
122-067 |
122-067 |
122-236 |
|
S3 |
121-037 |
121-153 |
122-204 |
|
S4 |
120-007 |
120-123 |
122-108 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-170 |
122-300 |
0-190 |
0.5% |
0-000 |
0.0% |
37% |
False |
False |
24 |
10 |
124-100 |
122-300 |
1-120 |
1.1% |
0-005 |
0.0% |
16% |
False |
False |
12 |
20 |
124-270 |
122-300 |
1-290 |
1.5% |
0-004 |
0.0% |
11% |
False |
False |
6 |
40 |
124-310 |
122-240 |
2-070 |
1.8% |
0-002 |
0.0% |
18% |
False |
False |
3 |
60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-005 |
0.0% |
31% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-050 |
2.618 |
123-050 |
1.618 |
123-050 |
1.000 |
123-050 |
0.618 |
123-050 |
HIGH |
123-050 |
0.618 |
123-050 |
0.500 |
123-050 |
0.382 |
123-050 |
LOW |
123-050 |
0.618 |
123-050 |
1.000 |
123-050 |
1.618 |
123-050 |
2.618 |
123-050 |
4.250 |
123-050 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
123-050 |
123-038 |
PP |
123-050 |
123-027 |
S1 |
123-050 |
123-015 |
|