ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-290 |
127-000 |
0-030 |
0.1% |
126-000 |
High |
127-020 |
127-000 |
-0-020 |
0.0% |
129-280 |
Low |
126-170 |
126-050 |
-0-120 |
-0.3% |
126-000 |
Close |
126-240 |
126-100 |
-0-140 |
-0.3% |
126-300 |
Range |
0-170 |
0-270 |
0-100 |
58.8% |
3-280 |
ATR |
0-214 |
0-218 |
0-004 |
1.9% |
0-000 |
Volume |
2,186 |
1,496 |
-690 |
-31.6% |
11,215 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-007 |
128-163 |
126-248 |
|
R3 |
128-057 |
127-213 |
126-174 |
|
R2 |
127-107 |
127-107 |
126-150 |
|
R1 |
126-263 |
126-263 |
126-125 |
126-210 |
PP |
126-157 |
126-157 |
126-157 |
126-130 |
S1 |
125-313 |
125-313 |
126-075 |
125-260 |
S2 |
125-207 |
125-207 |
126-050 |
|
S3 |
124-257 |
125-043 |
126-026 |
|
S4 |
123-307 |
124-093 |
125-272 |
|
|
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 |
127-170 |
126-050 |
1-120 |
1.1% |
0-224 |
0.6% |
11% |
False |
True |
2,053 |
10 |
129-280 |
125-220 |
4-060 |
3.3% |
0-302 |
0.7% |
15% |
False |
False |
1,986 |
20 |
129-280 |
123-110 |
6-170 |
5.2% |
0-216 |
0.5% |
45% |
False |
False |
1,393 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-118 |
0.3% |
51% |
False |
False |
748 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-079 |
0.2% |
51% |
False |
False |
499 |
80 |
129-280 |
122-110 |
7-170 |
6.0% |
0-062 |
0.2% |
53% |
False |
False |
374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-188 |
2.618 |
129-067 |
1.618 |
128-117 |
1.000 |
127-270 |
0.618 |
127-167 |
HIGH |
127-000 |
0.618 |
126-217 |
0.500 |
126-185 |
0.382 |
126-153 |
LOW |
126-050 |
0.618 |
125-203 |
1.000 |
125-100 |
1.618 |
124-253 |
2.618 |
123-303 |
4.250 |
122-182 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-185 |
126-265 |
PP |
126-157 |
126-210 |
S1 |
126-128 |
126-155 |
|