ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
123-255 |
-0-130 |
-0.3% |
125-020 |
| High |
124-200 |
123-305 |
-0-215 |
-0.5% |
125-120 |
| Low |
123-260 |
123-180 |
-0-080 |
-0.2% |
123-305 |
| Close |
124-015 |
123-235 |
-0-100 |
-0.3% |
123-315 |
| Range |
0-260 |
0-125 |
-0-135 |
-51.9% |
1-135 |
| ATR |
0-153 |
0-153 |
0-000 |
0.1% |
0-000 |
| Volume |
1,661,310 |
1,346,766 |
-314,544 |
-18.9% |
6,574,058 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-295 |
124-230 |
123-304 |
|
| R3 |
124-170 |
124-105 |
123-269 |
|
| R2 |
124-045 |
124-045 |
123-258 |
|
| R1 |
123-300 |
123-300 |
123-246 |
123-270 |
| PP |
123-240 |
123-240 |
123-240 |
123-225 |
| S1 |
123-175 |
123-175 |
123-224 |
123-145 |
| S2 |
123-115 |
123-115 |
123-212 |
|
| S3 |
122-310 |
123-050 |
123-201 |
|
| S4 |
122-185 |
122-245 |
123-166 |
|
|
| 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 |
124-200 |
123-180 |
1-020 |
0.9% |
0-151 |
0.4% |
16% |
False |
True |
1,323,401 |
| 10 |
125-215 |
123-180 |
2-035 |
1.7% |
0-154 |
0.4% |
8% |
False |
True |
1,328,043 |
| 20 |
125-305 |
123-180 |
2-125 |
1.9% |
0-144 |
0.4% |
7% |
False |
True |
1,157,155 |
| 40 |
126-120 |
123-130 |
2-310 |
2.4% |
0-156 |
0.4% |
11% |
False |
False |
587,070 |
| 60 |
126-120 |
122-300 |
3-140 |
2.8% |
0-139 |
0.4% |
23% |
False |
False |
392,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-196 |
|
2.618 |
124-312 |
|
1.618 |
124-187 |
|
1.000 |
124-110 |
|
0.618 |
124-062 |
|
HIGH |
123-305 |
|
0.618 |
123-257 |
|
0.500 |
123-242 |
|
0.382 |
123-228 |
|
LOW |
123-180 |
|
0.618 |
123-103 |
|
1.000 |
123-055 |
|
1.618 |
122-298 |
|
2.618 |
122-173 |
|
4.250 |
121-289 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-242 |
124-030 |
| PP |
123-240 |
123-312 |
| S1 |
123-238 |
123-273 |
|