ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-000 |
126-240 |
0-240 |
0.6% |
124-080 |
High |
126-200 |
126-280 |
0-080 |
0.2% |
125-310 |
Low |
126-000 |
126-160 |
0-160 |
0.4% |
124-080 |
Close |
126-120 |
126-230 |
0-110 |
0.3% |
125-240 |
Range |
0-200 |
0-120 |
-0-080 |
-40.0% |
1-230 |
ATR |
0-131 |
0-133 |
0-002 |
1.6% |
0-000 |
Volume |
1,627 |
173 |
-1,454 |
-89.4% |
4,593 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-263 |
127-207 |
126-296 |
|
R3 |
127-143 |
127-087 |
126-263 |
|
R2 |
127-023 |
127-023 |
126-252 |
|
R1 |
126-287 |
126-287 |
126-241 |
126-255 |
PP |
126-223 |
126-223 |
126-223 |
126-208 |
S1 |
126-167 |
126-167 |
126-219 |
126-135 |
S2 |
126-103 |
126-103 |
126-208 |
|
S3 |
125-303 |
126-047 |
126-197 |
|
S4 |
125-183 |
125-247 |
126-164 |
|
|
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 |
126-280 |
125-000 |
1-280 |
1.5% |
0-148 |
0.4% |
92% |
True |
False |
1,175 |
10 |
126-280 |
123-280 |
3-000 |
2.4% |
0-154 |
0.4% |
95% |
True |
False |
899 |
20 |
126-280 |
122-210 |
4-070 |
3.3% |
0-102 |
0.3% |
96% |
True |
False |
609 |
40 |
126-280 |
122-210 |
4-070 |
3.3% |
0-053 |
0.1% |
96% |
True |
False |
308 |
60 |
126-280 |
122-210 |
4-070 |
3.3% |
0-035 |
0.1% |
96% |
True |
False |
205 |
80 |
126-280 |
122-110 |
4-170 |
3.6% |
0-029 |
0.1% |
97% |
True |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-150 |
2.618 |
127-274 |
1.618 |
127-154 |
1.000 |
127-080 |
0.618 |
127-034 |
HIGH |
126-280 |
0.618 |
126-234 |
0.500 |
126-220 |
0.382 |
126-206 |
LOW |
126-160 |
0.618 |
126-086 |
1.000 |
126-040 |
1.618 |
125-286 |
2.618 |
125-166 |
4.250 |
124-290 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-227 |
126-183 |
PP |
126-223 |
126-137 |
S1 |
126-220 |
126-090 |
|