ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-135 |
-0-065 |
-0.2% |
125-240 |
| High |
124-230 |
124-225 |
-0-005 |
0.0% |
125-245 |
| Low |
124-120 |
124-105 |
-0-015 |
0.0% |
124-245 |
| Close |
124-155 |
124-160 |
0-005 |
0.0% |
125-020 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
1-000 |
| ATR |
0-152 |
0-149 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,255,400 |
1,339,127 |
83,727 |
6.7% |
6,012,620 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-203 |
125-142 |
124-226 |
|
| R3 |
125-083 |
125-022 |
124-193 |
|
| R2 |
124-283 |
124-283 |
124-182 |
|
| R1 |
124-222 |
124-222 |
124-171 |
124-252 |
| PP |
124-163 |
124-163 |
124-163 |
124-179 |
| S1 |
124-102 |
124-102 |
124-149 |
124-132 |
| S2 |
124-043 |
124-043 |
124-138 |
|
| S3 |
123-243 |
123-302 |
124-127 |
|
| S4 |
123-123 |
123-182 |
124-094 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-202 |
125-196 |
|
| R3 |
127-063 |
126-202 |
125-108 |
|
| R2 |
126-063 |
126-063 |
125-079 |
|
| R1 |
125-202 |
125-202 |
125-049 |
125-132 |
| PP |
125-063 |
125-063 |
125-063 |
125-029 |
| S1 |
124-202 |
124-202 |
124-311 |
124-132 |
| S2 |
124-063 |
124-063 |
124-281 |
|
| S3 |
123-063 |
123-202 |
124-252 |
|
| S4 |
122-063 |
122-202 |
124-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-215 |
124-105 |
1-110 |
1.1% |
0-156 |
0.4% |
13% |
False |
True |
1,332,686 |
| 10 |
125-305 |
124-105 |
1-200 |
1.3% |
0-154 |
0.4% |
11% |
False |
True |
1,339,324 |
| 20 |
126-120 |
124-105 |
2-015 |
1.6% |
0-147 |
0.4% |
8% |
False |
True |
834,756 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-153 |
0.4% |
37% |
False |
False |
421,988 |
| 60 |
126-120 |
122-210 |
3-230 |
3.0% |
0-134 |
0.3% |
50% |
False |
False |
281,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-095 |
|
2.618 |
125-219 |
|
1.618 |
125-099 |
|
1.000 |
125-025 |
|
0.618 |
124-299 |
|
HIGH |
124-225 |
|
0.618 |
124-179 |
|
0.500 |
124-165 |
|
0.382 |
124-151 |
|
LOW |
124-105 |
|
0.618 |
124-031 |
|
1.000 |
123-305 |
|
1.618 |
123-231 |
|
2.618 |
123-111 |
|
4.250 |
122-235 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-165 |
124-200 |
| PP |
124-163 |
124-187 |
| S1 |
124-162 |
124-173 |
|