ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
123-130 |
123-270 |
0-140 |
0.4% |
123-060 |
High |
123-220 |
123-270 |
0-050 |
0.1% |
123-270 |
Low |
123-130 |
123-110 |
-0-020 |
-0.1% |
123-060 |
Close |
123-220 |
123-120 |
-0-100 |
-0.3% |
123-120 |
Range |
0-090 |
0-160 |
0-070 |
77.8% |
0-210 |
ATR |
0-077 |
0-083 |
0-006 |
7.6% |
0-000 |
Volume |
1,543 |
1,048 |
-495 |
-32.1% |
2,934 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-007 |
124-223 |
123-208 |
|
R3 |
124-167 |
124-063 |
123-164 |
|
R2 |
124-007 |
124-007 |
123-149 |
|
R1 |
123-223 |
123-223 |
123-135 |
123-195 |
PP |
123-167 |
123-167 |
123-167 |
123-152 |
S1 |
123-063 |
123-063 |
123-105 |
123-035 |
S2 |
123-007 |
123-007 |
123-091 |
|
S3 |
122-167 |
122-223 |
123-076 |
|
S4 |
122-007 |
122-063 |
123-032 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-140 |
125-020 |
123-236 |
|
R3 |
124-250 |
124-130 |
123-178 |
|
R2 |
124-040 |
124-040 |
123-158 |
|
R1 |
123-240 |
123-240 |
123-139 |
123-300 |
PP |
123-150 |
123-150 |
123-150 |
123-180 |
S1 |
123-030 |
123-030 |
123-101 |
123-090 |
S2 |
122-260 |
122-260 |
123-082 |
|
S3 |
122-050 |
122-140 |
123-062 |
|
S4 |
121-160 |
121-250 |
123-004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-270 |
123-060 |
0-210 |
0.5% |
0-082 |
0.2% |
29% |
True |
False |
586 |
10 |
123-270 |
122-210 |
1-060 |
1.0% |
0-050 |
0.1% |
61% |
True |
False |
302 |
20 |
124-250 |
122-210 |
2-040 |
1.7% |
0-028 |
0.1% |
34% |
False |
False |
154 |
40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-014 |
0.0% |
31% |
False |
False |
77 |
60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-011 |
0.0% |
39% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-310 |
2.618 |
125-049 |
1.618 |
124-209 |
1.000 |
124-110 |
0.618 |
124-049 |
HIGH |
123-270 |
0.618 |
123-209 |
0.500 |
123-190 |
0.382 |
123-171 |
LOW |
123-110 |
0.618 |
123-011 |
1.000 |
122-270 |
1.618 |
122-171 |
2.618 |
122-011 |
4.250 |
121-070 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
123-190 |
123-170 |
PP |
123-167 |
123-153 |
S1 |
123-143 |
123-137 |
|