ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
124-065 |
0-015 |
0.0% |
125-020 |
| High |
124-145 |
124-200 |
0-055 |
0.1% |
125-120 |
| Low |
124-040 |
123-260 |
-0-100 |
-0.3% |
123-305 |
| Close |
124-070 |
124-015 |
-0-055 |
-0.1% |
123-315 |
| Range |
0-105 |
0-260 |
0-155 |
147.6% |
1-135 |
| ATR |
0-145 |
0-153 |
0-008 |
5.7% |
0-000 |
| Volume |
1,137,205 |
1,661,310 |
524,105 |
46.1% |
6,574,058 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-192 |
126-043 |
124-158 |
|
| R3 |
125-252 |
125-103 |
124-086 |
|
| R2 |
124-312 |
124-312 |
124-063 |
|
| R1 |
124-163 |
124-163 |
124-039 |
124-108 |
| PP |
124-052 |
124-052 |
124-052 |
124-024 |
| S1 |
123-223 |
123-223 |
123-311 |
123-168 |
| S2 |
123-112 |
123-112 |
123-287 |
|
| S3 |
122-172 |
122-283 |
123-264 |
|
| S4 |
121-232 |
122-023 |
123-192 |
|
|
| 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 |
124-225 |
123-260 |
0-285 |
0.7% |
0-150 |
0.4% |
26% |
False |
True |
1,321,873 |
| 10 |
125-215 |
123-260 |
1-275 |
1.5% |
0-162 |
0.4% |
13% |
False |
True |
1,360,287 |
| 20 |
125-305 |
123-260 |
2-045 |
1.7% |
0-145 |
0.4% |
11% |
False |
True |
1,092,413 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-154 |
0.4% |
22% |
False |
False |
553,568 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-138 |
0.3% |
32% |
False |
False |
369,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-025 |
|
2.618 |
126-241 |
|
1.618 |
125-301 |
|
1.000 |
125-140 |
|
0.618 |
125-041 |
|
HIGH |
124-200 |
|
0.618 |
124-101 |
|
0.500 |
124-070 |
|
0.382 |
124-039 |
|
LOW |
123-260 |
|
0.618 |
123-099 |
|
1.000 |
123-000 |
|
1.618 |
122-159 |
|
2.618 |
121-219 |
|
4.250 |
120-115 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-070 |
124-070 |
| PP |
124-052 |
124-052 |
| S1 |
124-033 |
124-033 |
|