ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
124-160 |
124-270 |
0-110 |
0.3% |
124-010 |
| High |
124-280 |
124-275 |
-0-005 |
0.0% |
124-295 |
| Low |
124-125 |
124-160 |
0-035 |
0.1% |
124-010 |
| Close |
124-245 |
124-205 |
-0-040 |
-0.1% |
124-140 |
| Range |
0-155 |
0-115 |
-0-040 |
-25.8% |
0-285 |
| ATR |
0-153 |
0-150 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,157,724 |
1,415,141 |
257,417 |
22.2% |
6,098,550 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-238 |
125-177 |
124-268 |
|
| R3 |
125-123 |
125-062 |
124-237 |
|
| R2 |
125-008 |
125-008 |
124-226 |
|
| R1 |
124-267 |
124-267 |
124-216 |
124-240 |
| PP |
124-213 |
124-213 |
124-213 |
124-200 |
| S1 |
124-152 |
124-152 |
124-194 |
124-125 |
| S2 |
124-098 |
124-098 |
124-184 |
|
| S3 |
123-303 |
124-037 |
124-173 |
|
| S4 |
123-188 |
123-242 |
124-142 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-043 |
126-217 |
124-297 |
|
| R3 |
126-078 |
125-252 |
124-218 |
|
| R2 |
125-113 |
125-113 |
124-192 |
|
| R1 |
124-287 |
124-287 |
124-166 |
125-040 |
| PP |
124-148 |
124-148 |
124-148 |
124-185 |
| S1 |
124-002 |
124-002 |
124-114 |
124-075 |
| S2 |
123-183 |
123-183 |
124-088 |
|
| S3 |
122-218 |
123-037 |
124-062 |
|
| S4 |
121-253 |
122-072 |
123-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-295 |
124-080 |
0-215 |
0.5% |
0-150 |
0.4% |
58% |
False |
False |
1,342,626 |
| 10 |
124-295 |
123-160 |
1-135 |
1.1% |
0-155 |
0.4% |
80% |
False |
False |
1,282,317 |
| 20 |
125-215 |
123-160 |
2-055 |
1.7% |
0-155 |
0.4% |
53% |
False |
False |
1,305,898 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-150 |
0.4% |
40% |
False |
False |
830,638 |
| 60 |
126-120 |
123-130 |
2-310 |
2.4% |
0-146 |
0.4% |
42% |
False |
False |
555,329 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-127 |
0.3% |
53% |
False |
False |
416,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-124 |
|
2.618 |
125-256 |
|
1.618 |
125-141 |
|
1.000 |
125-070 |
|
0.618 |
125-026 |
|
HIGH |
124-275 |
|
0.618 |
124-231 |
|
0.500 |
124-218 |
|
0.382 |
124-204 |
|
LOW |
124-160 |
|
0.618 |
124-089 |
|
1.000 |
124-045 |
|
1.618 |
123-294 |
|
2.618 |
123-179 |
|
4.250 |
122-311 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-218 |
124-204 |
| PP |
124-213 |
124-203 |
| S1 |
124-209 |
124-202 |
|