ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-130 |
-0-005 |
0.0% |
125-020 |
| High |
124-225 |
124-145 |
-0-080 |
-0.2% |
125-120 |
| Low |
124-105 |
123-305 |
-0-120 |
-0.3% |
123-305 |
| Close |
124-160 |
123-315 |
-0-165 |
-0.4% |
123-315 |
| Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-135 |
| ATR |
0-149 |
0-151 |
0-002 |
1.2% |
0-000 |
| Volume |
1,339,127 |
1,581,697 |
242,570 |
18.1% |
6,574,058 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-202 |
125-098 |
124-083 |
|
| R3 |
125-042 |
124-258 |
124-039 |
|
| R2 |
124-202 |
124-202 |
124-024 |
|
| R1 |
124-098 |
124-098 |
124-010 |
124-070 |
| PP |
124-042 |
124-042 |
124-042 |
124-028 |
| S1 |
123-258 |
123-258 |
123-300 |
123-230 |
| S2 |
123-202 |
123-202 |
123-286 |
|
| S3 |
123-042 |
123-098 |
123-271 |
|
| S4 |
122-202 |
122-258 |
123-227 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-225 |
127-245 |
124-245 |
|
| R3 |
127-090 |
126-110 |
124-120 |
|
| R2 |
125-275 |
125-275 |
124-078 |
|
| R1 |
124-295 |
124-295 |
124-037 |
124-218 |
| PP |
124-140 |
124-140 |
124-140 |
124-101 |
| S1 |
123-160 |
123-160 |
123-273 |
123-082 |
| S2 |
123-005 |
123-005 |
123-232 |
|
| S3 |
121-190 |
122-025 |
123-190 |
|
| S4 |
120-055 |
120-210 |
123-065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-120 |
123-305 |
1-135 |
1.1% |
0-133 |
0.3% |
2% |
False |
True |
1,314,811 |
| 10 |
125-290 |
123-305 |
1-305 |
1.6% |
0-160 |
0.4% |
2% |
False |
True |
1,368,491 |
| 20 |
126-120 |
123-305 |
2-135 |
2.0% |
0-148 |
0.4% |
1% |
False |
True |
913,210 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-152 |
0.4% |
19% |
False |
False |
461,502 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-132 |
0.3% |
30% |
False |
False |
308,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-185 |
|
2.618 |
125-244 |
|
1.618 |
125-084 |
|
1.000 |
124-305 |
|
0.618 |
124-244 |
|
HIGH |
124-145 |
|
0.618 |
124-084 |
|
0.500 |
124-065 |
|
0.382 |
124-046 |
|
LOW |
123-305 |
|
0.618 |
123-206 |
|
1.000 |
123-145 |
|
1.618 |
123-046 |
|
2.618 |
122-206 |
|
4.250 |
121-265 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-065 |
124-108 |
| PP |
124-042 |
124-070 |
| S1 |
124-018 |
124-032 |
|