ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
124-150 |
125-050 |
0-220 |
0.6% |
123-230 |
High |
125-050 |
125-170 |
0-120 |
0.3% |
124-210 |
Low |
124-150 |
125-000 |
0-170 |
0.4% |
123-190 |
Close |
125-030 |
125-170 |
0-140 |
0.3% |
124-070 |
Range |
0-220 |
0-170 |
-0-050 |
-22.7% |
1-020 |
ATR |
0-113 |
0-117 |
0-004 |
3.6% |
0-000 |
Volume |
79 |
1,904 |
1,825 |
2,310.1% |
2,831 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-303 |
126-247 |
125-264 |
|
R3 |
126-133 |
126-077 |
125-217 |
|
R2 |
125-283 |
125-283 |
125-201 |
|
R1 |
125-227 |
125-227 |
125-186 |
125-255 |
PP |
125-113 |
125-113 |
125-113 |
125-128 |
S1 |
125-057 |
125-057 |
125-154 |
125-085 |
S2 |
124-263 |
124-263 |
125-139 |
|
S3 |
124-093 |
124-207 |
125-123 |
|
S4 |
123-243 |
124-037 |
125-076 |
|
|
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 |
125-170 |
123-280 |
1-210 |
1.3% |
0-150 |
0.4% |
100% |
True |
False |
976 |
10 |
125-170 |
123-110 |
2-060 |
1.7% |
0-122 |
0.3% |
100% |
True |
False |
784 |
20 |
125-170 |
122-210 |
2-280 |
2.3% |
0-074 |
0.2% |
100% |
True |
False |
416 |
40 |
125-170 |
122-210 |
2-280 |
2.3% |
0-038 |
0.1% |
100% |
True |
False |
208 |
60 |
125-170 |
122-210 |
2-280 |
2.3% |
0-026 |
0.1% |
100% |
True |
False |
139 |
80 |
125-170 |
122-110 |
3-060 |
2.5% |
0-022 |
0.1% |
100% |
True |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-252 |
2.618 |
126-295 |
1.618 |
126-125 |
1.000 |
126-020 |
0.618 |
125-275 |
HIGH |
125-170 |
0.618 |
125-105 |
0.500 |
125-085 |
0.382 |
125-065 |
LOW |
125-000 |
0.618 |
124-215 |
1.000 |
124-150 |
1.618 |
124-045 |
2.618 |
123-195 |
4.250 |
122-238 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
125-142 |
125-102 |
PP |
125-113 |
125-033 |
S1 |
125-085 |
124-285 |
|