ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-000 |
126-150 |
-0-170 |
-0.4% |
126-220 |
| High |
127-000 |
126-190 |
-0-130 |
-0.3% |
127-160 |
| Low |
126-050 |
126-100 |
0-050 |
0.1% |
126-050 |
| Close |
126-100 |
126-110 |
0-010 |
0.0% |
126-110 |
| Range |
0-270 |
0-090 |
-0-180 |
-66.7% |
1-110 |
| ATR |
0-218 |
0-209 |
-0-009 |
-4.2% |
0-000 |
| Volume |
1,496 |
2,504 |
1,008 |
67.4% |
10,696 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-083 |
127-027 |
126-160 |
|
| R3 |
126-313 |
126-257 |
126-135 |
|
| R2 |
126-223 |
126-223 |
126-126 |
|
| R1 |
126-167 |
126-167 |
126-118 |
126-150 |
| PP |
126-133 |
126-133 |
126-133 |
126-125 |
| S1 |
126-077 |
126-077 |
126-102 |
126-060 |
| S2 |
126-043 |
126-043 |
126-094 |
|
| S3 |
125-273 |
125-307 |
126-085 |
|
| S4 |
125-183 |
125-217 |
126-060 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-223 |
129-277 |
127-026 |
|
| R3 |
129-113 |
128-167 |
126-228 |
|
| R2 |
128-003 |
128-003 |
126-189 |
|
| R1 |
127-057 |
127-057 |
126-149 |
126-295 |
| PP |
126-213 |
126-213 |
126-213 |
126-172 |
| S1 |
125-267 |
125-267 |
126-071 |
125-185 |
| S2 |
125-103 |
125-103 |
126-031 |
|
| S3 |
123-313 |
124-157 |
125-312 |
|
| S4 |
122-203 |
123-047 |
125-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-160 |
126-050 |
1-110 |
1.1% |
0-192 |
0.5% |
14% |
False |
False |
2,139 |
| 10 |
129-280 |
126-000 |
3-280 |
3.1% |
0-302 |
0.7% |
9% |
False |
False |
2,191 |
| 20 |
129-280 |
123-190 |
6-090 |
5.0% |
0-212 |
0.5% |
44% |
False |
False |
1,466 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-120 |
0.3% |
51% |
False |
False |
810 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-080 |
0.2% |
51% |
False |
False |
540 |
| 80 |
129-280 |
122-110 |
7-170 |
6.0% |
0-061 |
0.2% |
53% |
False |
False |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-252 |
|
2.618 |
127-106 |
|
1.618 |
127-016 |
|
1.000 |
126-280 |
|
0.618 |
126-246 |
|
HIGH |
126-190 |
|
0.618 |
126-156 |
|
0.500 |
126-145 |
|
0.382 |
126-134 |
|
LOW |
126-100 |
|
0.618 |
126-044 |
|
1.000 |
126-010 |
|
1.618 |
125-274 |
|
2.618 |
125-184 |
|
4.250 |
125-038 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-145 |
126-195 |
| PP |
126-133 |
126-167 |
| S1 |
126-122 |
126-138 |
|