ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
124-160 |
124-080 |
-0-080 |
-0.2% |
123-230 |
| High |
124-210 |
124-110 |
-0-100 |
-0.3% |
124-210 |
| Low |
124-110 |
123-280 |
-0-150 |
-0.4% |
123-190 |
| Close |
124-110 |
124-070 |
-0-040 |
-0.1% |
124-070 |
| Range |
0-100 |
0-150 |
0-050 |
50.0% |
1-020 |
| ATR |
0-100 |
0-103 |
0-004 |
3.6% |
0-000 |
| Volume |
1,831 |
629 |
-1,202 |
-65.6% |
2,831 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-177 |
125-113 |
124-152 |
|
| R3 |
125-027 |
124-283 |
124-111 |
|
| R2 |
124-197 |
124-197 |
124-098 |
|
| R1 |
124-133 |
124-133 |
124-084 |
124-090 |
| PP |
124-047 |
124-047 |
124-047 |
124-025 |
| S1 |
123-303 |
123-303 |
124-056 |
123-260 |
| S2 |
123-217 |
123-217 |
124-042 |
|
| S3 |
123-067 |
123-153 |
124-029 |
|
| S4 |
122-237 |
123-003 |
123-308 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-110 |
126-270 |
124-257 |
|
| R3 |
126-090 |
125-250 |
124-164 |
|
| R2 |
125-070 |
125-070 |
124-132 |
|
| R1 |
124-230 |
124-230 |
124-101 |
124-310 |
| PP |
124-050 |
124-050 |
124-050 |
124-090 |
| S1 |
123-210 |
123-210 |
124-039 |
123-290 |
| S2 |
123-030 |
123-030 |
124-008 |
|
| S3 |
122-010 |
122-190 |
123-296 |
|
| S4 |
120-310 |
121-170 |
123-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-210 |
123-190 |
1-020 |
0.9% |
0-094 |
0.2% |
59% |
False |
False |
566 |
| 10 |
124-210 |
123-060 |
1-150 |
1.2% |
0-088 |
0.2% |
70% |
False |
False |
576 |
| 20 |
124-210 |
122-210 |
2-000 |
1.6% |
0-048 |
0.1% |
78% |
False |
False |
296 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-026 |
0.1% |
68% |
False |
False |
148 |
| 60 |
124-310 |
122-210 |
2-100 |
1.9% |
0-017 |
0.0% |
68% |
False |
False |
99 |
| 80 |
124-310 |
122-110 |
2-200 |
2.1% |
0-016 |
0.0% |
71% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-108 |
|
2.618 |
125-183 |
|
1.618 |
125-033 |
|
1.000 |
124-260 |
|
0.618 |
124-203 |
|
HIGH |
124-110 |
|
0.618 |
124-053 |
|
0.500 |
124-035 |
|
0.382 |
124-017 |
|
LOW |
123-280 |
|
0.618 |
123-187 |
|
1.000 |
123-130 |
|
1.618 |
123-037 |
|
2.618 |
122-207 |
|
4.250 |
121-282 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-058 |
124-085 |
| PP |
124-047 |
124-080 |
| S1 |
124-035 |
124-075 |
|