ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
123-190 |
123-300 |
0-110 |
0.3% |
123-060 |
High |
123-190 |
124-200 |
1-010 |
0.8% |
123-270 |
Low |
123-190 |
123-300 |
0-110 |
0.3% |
123-060 |
Close |
123-190 |
124-170 |
0-300 |
0.8% |
123-120 |
Range |
0-000 |
0-220 |
0-220 |
|
0-210 |
ATR |
0-082 |
0-100 |
0-018 |
21.6% |
0-000 |
Volume |
2 |
143 |
141 |
7,050.0% |
2,934 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-137 |
126-053 |
124-291 |
|
R3 |
125-237 |
125-153 |
124-230 |
|
R2 |
125-017 |
125-017 |
124-210 |
|
R1 |
124-253 |
124-253 |
124-190 |
124-295 |
PP |
124-117 |
124-117 |
124-117 |
124-138 |
S1 |
124-033 |
124-033 |
124-150 |
124-075 |
S2 |
123-217 |
123-217 |
124-130 |
|
S3 |
122-317 |
123-133 |
124-110 |
|
S4 |
122-097 |
122-233 |
124-049 |
|
|
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 |
124-200 |
123-110 |
1-090 |
1.0% |
0-094 |
0.2% |
93% |
True |
False |
592 |
10 |
124-200 |
122-210 |
1-310 |
1.6% |
0-072 |
0.2% |
95% |
True |
False |
330 |
20 |
124-200 |
122-210 |
1-310 |
1.6% |
0-038 |
0.1% |
95% |
True |
False |
173 |
40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-020 |
0.0% |
81% |
False |
False |
87 |
60 |
124-310 |
122-210 |
2-100 |
1.9% |
0-015 |
0.0% |
81% |
False |
False |
58 |
80 |
124-310 |
122-110 |
2-200 |
2.1% |
0-013 |
0.0% |
83% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-175 |
2.618 |
126-136 |
1.618 |
125-236 |
1.000 |
125-100 |
0.618 |
125-016 |
HIGH |
124-200 |
0.618 |
124-116 |
0.500 |
124-090 |
0.382 |
124-064 |
LOW |
123-300 |
0.618 |
123-164 |
1.000 |
123-080 |
1.618 |
122-264 |
2.618 |
122-044 |
4.250 |
121-005 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
124-143 |
124-125 |
PP |
124-117 |
124-080 |
S1 |
124-090 |
124-035 |
|