ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
128-020 |
127-130 |
-0-210 |
-0.5% |
126-000 |
| High |
128-200 |
127-170 |
-1-030 |
-0.9% |
129-280 |
| Low |
127-050 |
126-240 |
-0-130 |
-0.3% |
126-000 |
| Close |
127-120 |
126-300 |
-0-140 |
-0.3% |
126-300 |
| Range |
1-150 |
0-250 |
-0-220 |
-46.8% |
3-280 |
| ATR |
0-216 |
0-218 |
0-002 |
1.1% |
0-000 |
| Volume |
5,168 |
2,074 |
-3,094 |
-59.9% |
11,215 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-133 |
128-307 |
127-118 |
|
| R3 |
128-203 |
128-057 |
127-049 |
|
| R2 |
127-273 |
127-273 |
127-026 |
|
| R1 |
127-127 |
127-127 |
127-003 |
127-075 |
| PP |
127-023 |
127-023 |
127-023 |
126-318 |
| S1 |
126-197 |
126-197 |
126-277 |
126-145 |
| S2 |
126-093 |
126-093 |
126-254 |
|
| S3 |
125-163 |
125-267 |
126-231 |
|
| S4 |
124-233 |
125-017 |
126-162 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-073 |
136-307 |
129-022 |
|
| R3 |
135-113 |
133-027 |
128-001 |
|
| R2 |
131-153 |
131-153 |
127-207 |
|
| R1 |
129-067 |
129-067 |
127-094 |
130-110 |
| PP |
127-193 |
127-193 |
127-193 |
128-055 |
| S1 |
125-107 |
125-107 |
126-186 |
126-150 |
| S2 |
123-233 |
123-233 |
126-073 |
|
| S3 |
119-273 |
121-147 |
125-279 |
|
| S4 |
115-313 |
117-187 |
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 |
126-000 |
3-280 |
3.1% |
1-092 |
1.0% |
24% |
False |
False |
2,243 |
| 10 |
129-280 |
124-080 |
5-200 |
4.4% |
0-281 |
0.7% |
48% |
False |
False |
1,580 |
| 20 |
129-280 |
123-060 |
6-220 |
5.3% |
0-184 |
0.5% |
56% |
False |
False |
1,078 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-096 |
0.2% |
59% |
False |
False |
543 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-064 |
0.2% |
59% |
False |
False |
362 |
| 80 |
129-280 |
122-110 |
7-170 |
5.9% |
0-051 |
0.1% |
61% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-272 |
|
2.618 |
129-184 |
|
1.618 |
128-254 |
|
1.000 |
128-100 |
|
0.618 |
128-004 |
|
HIGH |
127-170 |
|
0.618 |
127-074 |
|
0.500 |
127-045 |
|
0.382 |
127-016 |
|
LOW |
126-240 |
|
0.618 |
126-086 |
|
1.000 |
125-310 |
|
1.618 |
125-156 |
|
2.618 |
124-226 |
|
4.250 |
123-138 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-045 |
128-090 |
| PP |
127-023 |
127-267 |
| S1 |
127-002 |
127-123 |
|