ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-240 |
126-230 |
-0-010 |
0.0% |
124-080 |
| High |
126-280 |
129-280 |
3-000 |
2.4% |
125-310 |
| Low |
126-160 |
126-220 |
0-060 |
0.1% |
124-080 |
| Close |
126-230 |
127-280 |
1-050 |
0.9% |
125-240 |
| Range |
0-120 |
3-060 |
2-260 |
750.0% |
1-230 |
| ATR |
0-133 |
0-196 |
0-063 |
47.7% |
0-000 |
| Volume |
173 |
2,173 |
2,000 |
1,156.1% |
4,593 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-227 |
135-313 |
129-201 |
|
| R3 |
134-167 |
132-253 |
128-240 |
|
| R2 |
131-107 |
131-107 |
128-147 |
|
| R1 |
129-193 |
129-193 |
128-054 |
130-150 |
| PP |
128-047 |
128-047 |
128-047 |
128-185 |
| S1 |
126-133 |
126-133 |
127-186 |
127-090 |
| S2 |
124-307 |
124-307 |
127-093 |
|
| S3 |
121-247 |
123-073 |
127-000 |
|
| S4 |
118-187 |
120-013 |
126-039 |
|
|
| 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 |
129-280 |
125-150 |
4-130 |
3.4% |
0-318 |
0.8% |
55% |
True |
False |
1,228 |
| 10 |
129-280 |
123-280 |
6-000 |
4.7% |
0-234 |
0.6% |
67% |
True |
False |
1,102 |
| 20 |
129-280 |
122-210 |
7-070 |
5.6% |
0-153 |
0.4% |
72% |
True |
False |
716 |
| 40 |
129-280 |
122-210 |
7-070 |
5.6% |
0-078 |
0.2% |
72% |
True |
False |
362 |
| 60 |
129-280 |
122-210 |
7-070 |
5.6% |
0-052 |
0.1% |
72% |
True |
False |
241 |
| 80 |
129-280 |
122-110 |
7-170 |
5.9% |
0-042 |
0.1% |
73% |
True |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-135 |
|
2.618 |
138-070 |
|
1.618 |
135-010 |
|
1.000 |
133-020 |
|
0.618 |
131-270 |
|
HIGH |
129-280 |
|
0.618 |
128-210 |
|
0.500 |
128-090 |
|
0.382 |
127-290 |
|
LOW |
126-220 |
|
0.618 |
124-230 |
|
1.000 |
123-160 |
|
1.618 |
121-170 |
|
2.618 |
118-110 |
|
4.250 |
113-045 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-090 |
127-300 |
| PP |
128-047 |
127-293 |
| S1 |
128-003 |
127-287 |
|