ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
125-170 |
125-250 |
0-080 |
0.2% |
124-080 |
High |
125-310 |
125-310 |
0-000 |
0.0% |
125-310 |
Low |
125-150 |
125-220 |
0-070 |
0.2% |
124-080 |
Close |
125-200 |
125-240 |
0-040 |
0.1% |
125-240 |
Range |
0-160 |
0-090 |
-0-070 |
-43.8% |
1-230 |
ATR |
0-120 |
0-119 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,717 |
454 |
-1,263 |
-73.6% |
4,593 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-207 |
126-153 |
125-290 |
|
R3 |
126-117 |
126-063 |
125-265 |
|
R2 |
126-027 |
126-027 |
125-256 |
|
R1 |
125-293 |
125-293 |
125-248 |
125-275 |
PP |
125-257 |
125-257 |
125-257 |
125-248 |
S1 |
125-203 |
125-203 |
125-232 |
125-185 |
S2 |
125-167 |
125-167 |
125-224 |
|
S3 |
125-077 |
125-113 |
125-215 |
|
S4 |
124-307 |
125-023 |
125-190 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-153 |
129-267 |
126-222 |
|
R3 |
128-243 |
128-037 |
126-071 |
|
R2 |
127-013 |
127-013 |
126-021 |
|
R1 |
126-127 |
126-127 |
125-290 |
126-230 |
PP |
125-103 |
125-103 |
125-103 |
125-155 |
S1 |
124-217 |
124-217 |
125-190 |
125-000 |
S2 |
123-193 |
123-193 |
125-139 |
|
S3 |
121-283 |
122-307 |
125-089 |
|
S4 |
120-053 |
121-077 |
124-258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-310 |
124-080 |
1-230 |
1.4% |
0-150 |
0.4% |
87% |
True |
False |
918 |
10 |
125-310 |
123-190 |
2-120 |
1.9% |
0-122 |
0.3% |
91% |
True |
False |
742 |
20 |
125-310 |
122-210 |
3-100 |
2.6% |
0-086 |
0.2% |
93% |
True |
False |
522 |
40 |
125-310 |
122-210 |
3-100 |
2.6% |
0-045 |
0.1% |
93% |
True |
False |
263 |
60 |
125-310 |
122-210 |
3-100 |
2.6% |
0-030 |
0.1% |
93% |
True |
False |
175 |
80 |
125-310 |
122-110 |
3-200 |
2.9% |
0-025 |
0.1% |
94% |
True |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-052 |
2.618 |
126-226 |
1.618 |
126-136 |
1.000 |
126-080 |
0.618 |
126-046 |
HIGH |
125-310 |
0.618 |
125-276 |
0.500 |
125-265 |
0.382 |
125-254 |
LOW |
125-220 |
0.618 |
125-164 |
1.000 |
125-130 |
1.618 |
125-074 |
2.618 |
124-304 |
4.250 |
124-158 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
125-265 |
125-212 |
PP |
125-257 |
125-183 |
S1 |
125-248 |
125-155 |
|