ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
125-170 |
0-120 |
0.3% |
123-230 |
| High |
125-170 |
125-310 |
0-140 |
0.3% |
124-210 |
| Low |
125-000 |
125-150 |
0-150 |
0.4% |
123-190 |
| Close |
125-170 |
125-200 |
0-030 |
0.1% |
124-070 |
| Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-020 |
| ATR |
0-117 |
0-120 |
0-003 |
2.6% |
0-000 |
| Volume |
1,904 |
1,717 |
-187 |
-9.8% |
2,831 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-060 |
126-290 |
125-288 |
|
| R3 |
126-220 |
126-130 |
125-244 |
|
| R2 |
126-060 |
126-060 |
125-229 |
|
| R1 |
125-290 |
125-290 |
125-215 |
126-015 |
| PP |
125-220 |
125-220 |
125-220 |
125-242 |
| S1 |
125-130 |
125-130 |
125-185 |
125-175 |
| S2 |
125-060 |
125-060 |
125-171 |
|
| S3 |
124-220 |
124-290 |
125-156 |
|
| S4 |
124-060 |
124-130 |
125-112 |
|
|
| 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 |
125-310 |
123-280 |
2-030 |
1.7% |
0-162 |
0.4% |
84% |
True |
False |
953 |
| 10 |
125-310 |
123-110 |
2-200 |
2.1% |
0-129 |
0.3% |
87% |
True |
False |
801 |
| 20 |
125-310 |
122-210 |
3-100 |
2.6% |
0-082 |
0.2% |
90% |
True |
False |
501 |
| 40 |
125-310 |
122-210 |
3-100 |
2.6% |
0-042 |
0.1% |
90% |
True |
False |
251 |
| 60 |
125-310 |
122-210 |
3-100 |
2.6% |
0-028 |
0.1% |
90% |
True |
False |
168 |
| 80 |
125-310 |
122-110 |
3-200 |
2.9% |
0-024 |
0.1% |
91% |
True |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-030 |
|
2.618 |
127-089 |
|
1.618 |
126-249 |
|
1.000 |
126-150 |
|
0.618 |
126-089 |
|
HIGH |
125-310 |
|
0.618 |
125-249 |
|
0.500 |
125-230 |
|
0.382 |
125-211 |
|
LOW |
125-150 |
|
0.618 |
125-051 |
|
1.000 |
124-310 |
|
1.618 |
124-211 |
|
2.618 |
124-051 |
|
4.250 |
123-110 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-230 |
125-157 |
| PP |
125-220 |
125-113 |
| S1 |
125-210 |
125-070 |
|