ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-115 |
124-080 |
-0-035 |
-0.1% |
124-180 |
| High |
124-160 |
124-160 |
0-000 |
0.0% |
125-040 |
| Low |
124-045 |
123-300 |
-0-065 |
-0.2% |
123-300 |
| Close |
124-090 |
124-145 |
0-055 |
0.1% |
124-145 |
| Range |
0-115 |
0-180 |
0-065 |
56.5% |
1-060 |
| ATR |
0-150 |
0-152 |
0-002 |
1.4% |
0-000 |
| Volume |
5,066 |
5,214 |
148 |
2.9% |
67,828 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-315 |
125-250 |
124-244 |
|
| R3 |
125-135 |
125-070 |
124-194 |
|
| R2 |
124-275 |
124-275 |
124-178 |
|
| R1 |
124-210 |
124-210 |
124-162 |
124-242 |
| PP |
124-095 |
124-095 |
124-095 |
124-111 |
| S1 |
124-030 |
124-030 |
124-128 |
124-062 |
| S2 |
123-235 |
123-235 |
124-112 |
|
| S3 |
123-055 |
123-170 |
124-096 |
|
| S4 |
122-195 |
122-310 |
124-046 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-022 |
127-143 |
125-034 |
|
| R3 |
126-282 |
126-083 |
124-250 |
|
| R2 |
125-222 |
125-222 |
124-215 |
|
| R1 |
125-023 |
125-023 |
124-180 |
124-252 |
| PP |
124-162 |
124-162 |
124-162 |
124-116 |
| S1 |
123-283 |
123-283 |
124-110 |
123-192 |
| S2 |
123-102 |
123-102 |
124-075 |
|
| S3 |
122-042 |
122-223 |
124-040 |
|
| S4 |
120-302 |
121-163 |
123-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-040 |
123-300 |
1-060 |
1.0% |
0-150 |
0.4% |
43% |
False |
True |
13,565 |
| 10 |
125-265 |
123-300 |
1-285 |
1.5% |
0-132 |
0.3% |
27% |
False |
True |
17,128 |
| 20 |
126-185 |
123-300 |
2-205 |
2.1% |
0-142 |
0.4% |
20% |
False |
True |
481,801 |
| 40 |
127-010 |
123-300 |
3-030 |
2.5% |
0-153 |
0.4% |
17% |
False |
True |
870,923 |
| 60 |
127-010 |
123-260 |
3-070 |
2.6% |
0-150 |
0.4% |
20% |
False |
False |
905,008 |
| 80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-153 |
0.4% |
21% |
False |
False |
973,541 |
| 100 |
127-010 |
122-280 |
4-050 |
3.3% |
0-153 |
0.4% |
38% |
False |
False |
808,159 |
| 120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-145 |
0.4% |
49% |
False |
False |
673,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-285 |
|
2.618 |
125-311 |
|
1.618 |
125-131 |
|
1.000 |
125-020 |
|
0.618 |
124-271 |
|
HIGH |
124-160 |
|
0.618 |
124-091 |
|
0.500 |
124-070 |
|
0.382 |
124-049 |
|
LOW |
123-300 |
|
0.618 |
123-189 |
|
1.000 |
123-120 |
|
1.618 |
123-009 |
|
2.618 |
122-149 |
|
4.250 |
121-175 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-120 |
124-170 |
| PP |
124-095 |
124-162 |
| S1 |
124-070 |
124-153 |
|