ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-130 |
126-220 |
-0-230 |
-0.6% |
126-000 |
| High |
127-170 |
127-090 |
-0-080 |
-0.2% |
129-280 |
| Low |
126-240 |
126-220 |
-0-020 |
0.0% |
126-000 |
| Close |
126-300 |
127-040 |
0-060 |
0.1% |
126-300 |
| Range |
0-250 |
0-190 |
-0-060 |
-24.0% |
3-280 |
| ATR |
0-218 |
0-216 |
-0-002 |
-0.9% |
0-000 |
| Volume |
2,074 |
2,091 |
17 |
0.8% |
11,215 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-260 |
128-180 |
127-144 |
|
| R3 |
128-070 |
127-310 |
127-092 |
|
| R2 |
127-200 |
127-200 |
127-075 |
|
| R1 |
127-120 |
127-120 |
127-057 |
127-160 |
| PP |
127-010 |
127-010 |
127-010 |
127-030 |
| S1 |
126-250 |
126-250 |
127-023 |
126-290 |
| S2 |
126-140 |
126-140 |
127-005 |
|
| S3 |
125-270 |
126-060 |
126-308 |
|
| S4 |
125-080 |
125-190 |
126-256 |
|
|
| 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 |
126-160 |
3-120 |
2.7% |
1-090 |
1.0% |
19% |
False |
False |
2,335 |
| 10 |
129-280 |
124-150 |
5-130 |
4.3% |
0-289 |
0.7% |
49% |
False |
False |
1,746 |
| 20 |
129-280 |
123-070 |
6-210 |
5.2% |
0-193 |
0.5% |
59% |
False |
False |
1,177 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-101 |
0.2% |
62% |
False |
False |
595 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-067 |
0.2% |
62% |
False |
False |
397 |
| 80 |
129-280 |
122-110 |
7-170 |
5.9% |
0-053 |
0.1% |
63% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-258 |
|
2.618 |
128-267 |
|
1.618 |
128-077 |
|
1.000 |
127-280 |
|
0.618 |
127-207 |
|
HIGH |
127-090 |
|
0.618 |
127-017 |
|
0.500 |
126-315 |
|
0.382 |
126-293 |
|
LOW |
126-220 |
|
0.618 |
126-103 |
|
1.000 |
126-030 |
|
1.618 |
125-233 |
|
2.618 |
125-043 |
|
4.250 |
124-052 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-025 |
127-210 |
| PP |
127-010 |
127-153 |
| S1 |
126-315 |
127-097 |
|