ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-080 |
0-000 |
0.0% |
123-230 |
| High |
124-110 |
124-190 |
0-080 |
0.2% |
124-210 |
| Low |
123-280 |
124-080 |
0-120 |
0.3% |
123-190 |
| Close |
124-070 |
124-160 |
0-090 |
0.2% |
124-070 |
| Range |
0-150 |
0-110 |
-0-040 |
-26.7% |
1-020 |
| ATR |
0-103 |
0-105 |
0-001 |
1.2% |
0-000 |
| Volume |
629 |
439 |
-190 |
-30.2% |
2,831 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-153 |
125-107 |
124-220 |
|
| R3 |
125-043 |
124-317 |
124-190 |
|
| R2 |
124-253 |
124-253 |
124-180 |
|
| R1 |
124-207 |
124-207 |
124-170 |
124-230 |
| PP |
124-143 |
124-143 |
124-143 |
124-155 |
| S1 |
124-097 |
124-097 |
124-150 |
124-120 |
| S2 |
124-033 |
124-033 |
124-140 |
|
| S3 |
123-243 |
123-307 |
124-130 |
|
| S4 |
123-133 |
123-197 |
124-100 |
|
|
| 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% |
0-116 |
0.3% |
85% |
False |
False |
608 |
| 10 |
124-210 |
123-070 |
1-140 |
1.2% |
0-097 |
0.2% |
89% |
False |
False |
609 |
| 20 |
124-210 |
122-210 |
2-000 |
1.6% |
0-054 |
0.1% |
92% |
False |
False |
317 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-029 |
0.1% |
80% |
False |
False |
159 |
| 60 |
124-310 |
122-210 |
2-100 |
1.9% |
0-019 |
0.0% |
80% |
False |
False |
106 |
| 80 |
124-310 |
122-110 |
2-200 |
2.1% |
0-017 |
0.0% |
82% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-018 |
|
2.618 |
125-158 |
|
1.618 |
125-048 |
|
1.000 |
124-300 |
|
0.618 |
124-258 |
|
HIGH |
124-190 |
|
0.618 |
124-148 |
|
0.500 |
124-135 |
|
0.382 |
124-122 |
|
LOW |
124-080 |
|
0.618 |
124-012 |
|
1.000 |
123-290 |
|
1.618 |
123-222 |
|
2.618 |
123-112 |
|
4.250 |
122-252 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-152 |
124-135 |
| PP |
124-143 |
124-110 |
| S1 |
124-135 |
124-085 |
|