ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-260 |
124-180 |
-0-080 |
-0.2% |
125-195 |
| High |
124-260 |
124-235 |
-0-025 |
-0.1% |
125-265 |
| Low |
124-150 |
124-140 |
-0-010 |
0.0% |
124-150 |
| Close |
124-155 |
124-210 |
0-055 |
0.1% |
124-155 |
| Range |
0-110 |
0-095 |
-0-015 |
-13.6% |
1-115 |
| ATR |
0-149 |
0-145 |
-0-004 |
-2.6% |
0-000 |
| Volume |
22,732 |
6,637 |
-16,095 |
-70.8% |
103,457 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-160 |
125-120 |
124-262 |
|
| R3 |
125-065 |
125-025 |
124-236 |
|
| R2 |
124-290 |
124-290 |
124-227 |
|
| R1 |
124-250 |
124-250 |
124-219 |
124-270 |
| PP |
124-195 |
124-195 |
124-195 |
124-205 |
| S1 |
124-155 |
124-155 |
124-201 |
124-175 |
| S2 |
124-100 |
124-100 |
124-193 |
|
| S3 |
124-005 |
124-060 |
124-184 |
|
| S4 |
123-230 |
123-285 |
124-158 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-002 |
128-033 |
125-074 |
|
| R3 |
127-207 |
126-238 |
124-275 |
|
| R2 |
126-092 |
126-092 |
124-235 |
|
| R1 |
125-123 |
125-123 |
124-195 |
125-050 |
| PP |
124-297 |
124-297 |
124-297 |
124-260 |
| S1 |
124-008 |
124-008 |
124-115 |
123-255 |
| S2 |
123-182 |
123-182 |
124-075 |
|
| S3 |
122-067 |
122-213 |
124-035 |
|
| S4 |
120-272 |
121-098 |
123-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-120 |
124-140 |
0-300 |
0.8% |
0-103 |
0.3% |
23% |
False |
True |
18,561 |
| 10 |
126-100 |
124-140 |
1-280 |
1.5% |
0-152 |
0.4% |
12% |
False |
True |
61,965 |
| 20 |
126-210 |
124-140 |
2-070 |
1.8% |
0-136 |
0.3% |
10% |
False |
True |
683,638 |
| 40 |
127-010 |
124-075 |
2-255 |
2.2% |
0-149 |
0.4% |
15% |
False |
False |
957,288 |
| 60 |
127-010 |
123-260 |
3-070 |
2.6% |
0-148 |
0.4% |
26% |
False |
False |
967,671 |
| 80 |
127-010 |
123-250 |
3-080 |
2.6% |
0-152 |
0.4% |
27% |
False |
False |
1,005,185 |
| 100 |
127-010 |
122-230 |
4-100 |
3.5% |
0-150 |
0.4% |
45% |
False |
False |
807,726 |
| 120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-140 |
0.4% |
53% |
False |
False |
673,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-319 |
|
2.618 |
125-164 |
|
1.618 |
125-069 |
|
1.000 |
125-010 |
|
0.618 |
124-294 |
|
HIGH |
124-235 |
|
0.618 |
124-199 |
|
0.500 |
124-188 |
|
0.382 |
124-176 |
|
LOW |
124-140 |
|
0.618 |
124-081 |
|
1.000 |
124-045 |
|
1.618 |
123-306 |
|
2.618 |
123-211 |
|
4.250 |
123-056 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-202 |
124-248 |
| PP |
124-195 |
124-235 |
| S1 |
124-188 |
124-222 |
|