ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
124-255 |
125-200 |
0-265 |
0.7% |
124-010 |
| High |
125-210 |
125-230 |
0-020 |
0.0% |
124-295 |
| Low |
124-220 |
125-085 |
0-185 |
0.5% |
124-010 |
| Close |
125-165 |
125-100 |
-0-065 |
-0.2% |
124-140 |
| Range |
0-310 |
0-145 |
-0-165 |
-53.2% |
0-285 |
| ATR |
0-163 |
0-161 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,962,214 |
1,771,636 |
-190,578 |
-9.7% |
6,098,550 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-253 |
126-162 |
125-180 |
|
| R3 |
126-108 |
126-017 |
125-140 |
|
| R2 |
125-283 |
125-283 |
125-127 |
|
| R1 |
125-192 |
125-192 |
125-113 |
125-165 |
| PP |
125-138 |
125-138 |
125-138 |
125-125 |
| S1 |
125-047 |
125-047 |
125-087 |
125-020 |
| S2 |
124-313 |
124-313 |
125-073 |
|
| S3 |
124-168 |
124-222 |
125-060 |
|
| S4 |
124-023 |
124-077 |
125-020 |
|
|
| 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 |
125-230 |
124-110 |
1-120 |
1.1% |
0-182 |
0.5% |
70% |
True |
False |
1,598,055 |
| 10 |
125-230 |
123-160 |
2-070 |
1.8% |
0-162 |
0.4% |
82% |
True |
False |
1,354,894 |
| 20 |
125-230 |
123-160 |
2-070 |
1.8% |
0-158 |
0.4% |
82% |
True |
False |
1,341,469 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-154 |
0.4% |
63% |
False |
False |
923,517 |
| 60 |
126-120 |
123-130 |
2-310 |
2.4% |
0-149 |
0.4% |
64% |
False |
False |
617,489 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-133 |
0.3% |
71% |
False |
False |
463,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-206 |
|
2.618 |
126-290 |
|
1.618 |
126-145 |
|
1.000 |
126-055 |
|
0.618 |
126-000 |
|
HIGH |
125-230 |
|
0.618 |
125-175 |
|
0.500 |
125-158 |
|
0.382 |
125-140 |
|
LOW |
125-085 |
|
0.618 |
124-315 |
|
1.000 |
124-260 |
|
1.618 |
124-170 |
|
2.618 |
124-025 |
|
4.250 |
123-109 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-158 |
125-078 |
| PP |
125-138 |
125-057 |
| S1 |
125-119 |
125-035 |
|