ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
122-250 |
123-060 |
0-130 |
0.3% |
123-030 |
High |
122-300 |
123-080 |
0-100 |
0.3% |
123-050 |
Low |
122-250 |
123-060 |
0-130 |
0.3% |
122-210 |
Close |
122-300 |
123-070 |
0-090 |
0.2% |
122-300 |
Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
0-160 |
ATR |
0-067 |
0-070 |
0-002 |
3.5% |
0-000 |
Volume |
1 |
105 |
104 |
10,400.0% |
92 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-130 |
123-120 |
123-081 |
|
R3 |
123-110 |
123-100 |
123-076 |
|
R2 |
123-090 |
123-090 |
123-074 |
|
R1 |
123-080 |
123-080 |
123-072 |
123-085 |
PP |
123-070 |
123-070 |
123-070 |
123-072 |
S1 |
123-060 |
123-060 |
123-068 |
123-065 |
S2 |
123-050 |
123-050 |
123-066 |
|
S3 |
123-030 |
123-040 |
123-064 |
|
S4 |
123-010 |
123-020 |
123-059 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-133 |
124-057 |
123-068 |
|
R3 |
123-293 |
123-217 |
123-024 |
|
R2 |
123-133 |
123-133 |
123-009 |
|
R1 |
123-057 |
123-057 |
122-315 |
123-015 |
PP |
122-293 |
122-293 |
122-293 |
122-272 |
S1 |
122-217 |
122-217 |
122-285 |
122-175 |
S2 |
122-133 |
122-133 |
122-271 |
|
S3 |
121-293 |
122-057 |
122-256 |
|
S4 |
121-133 |
121-217 |
122-212 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-080 |
122-210 |
0-190 |
0.5% |
0-022 |
0.1% |
95% |
True |
False |
33 |
10 |
123-240 |
122-210 |
1-030 |
0.9% |
0-011 |
0.0% |
51% |
False |
False |
25 |
20 |
124-270 |
122-210 |
2-060 |
1.8% |
0-009 |
0.0% |
26% |
False |
False |
13 |
40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-004 |
0.0% |
24% |
False |
False |
7 |
60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-007 |
0.0% |
33% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-165 |
2.618 |
123-132 |
1.618 |
123-112 |
1.000 |
123-100 |
0.618 |
123-092 |
HIGH |
123-080 |
0.618 |
123-072 |
0.500 |
123-070 |
0.382 |
123-068 |
LOW |
123-060 |
0.618 |
123-048 |
1.000 |
123-040 |
1.618 |
123-028 |
2.618 |
123-008 |
4.250 |
122-295 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
123-070 |
123-042 |
PP |
123-070 |
123-013 |
S1 |
123-070 |
122-305 |
|