ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
123-300 |
124-160 |
0-180 |
0.5% |
123-060 |
High |
124-200 |
124-210 |
0-010 |
0.0% |
123-270 |
Low |
123-300 |
124-110 |
0-130 |
0.3% |
123-060 |
Close |
124-170 |
124-110 |
-0-060 |
-0.2% |
123-120 |
Range |
0-220 |
0-100 |
-0-120 |
-54.5% |
0-210 |
ATR |
0-100 |
0-100 |
0-000 |
0.0% |
0-000 |
Volume |
143 |
1,831 |
1,688 |
1,180.4% |
2,934 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-123 |
125-057 |
124-165 |
|
R3 |
125-023 |
124-277 |
124-138 |
|
R2 |
124-243 |
124-243 |
124-128 |
|
R1 |
124-177 |
124-177 |
124-119 |
124-160 |
PP |
124-143 |
124-143 |
124-143 |
124-135 |
S1 |
124-077 |
124-077 |
124-101 |
124-060 |
S2 |
124-043 |
124-043 |
124-092 |
|
S3 |
123-263 |
123-297 |
124-082 |
|
S4 |
123-163 |
123-197 |
124-055 |
|
|
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 |
124-210 |
123-110 |
1-100 |
1.1% |
0-096 |
0.2% |
76% |
True |
False |
650 |
10 |
124-210 |
122-250 |
1-280 |
1.5% |
0-078 |
0.2% |
83% |
True |
False |
513 |
20 |
124-210 |
122-210 |
2-000 |
1.6% |
0-044 |
0.1% |
84% |
True |
False |
264 |
40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-022 |
0.1% |
73% |
False |
False |
132 |
60 |
124-310 |
122-210 |
2-100 |
1.9% |
0-016 |
0.0% |
73% |
False |
False |
88 |
80 |
124-310 |
122-110 |
2-200 |
2.1% |
0-014 |
0.0% |
76% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-315 |
2.618 |
125-152 |
1.618 |
125-052 |
1.000 |
124-310 |
0.618 |
124-272 |
HIGH |
124-210 |
0.618 |
124-172 |
0.500 |
124-160 |
0.382 |
124-148 |
LOW |
124-110 |
0.618 |
124-048 |
1.000 |
124-010 |
1.618 |
123-268 |
2.618 |
123-168 |
4.250 |
123-005 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
124-160 |
124-087 |
PP |
124-143 |
124-063 |
S1 |
124-127 |
124-040 |
|