ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
125-200 |
125-125 |
-0-075 |
-0.2% |
124-160 |
| High |
125-230 |
125-130 |
-0-100 |
-0.2% |
125-230 |
| Low |
125-085 |
124-260 |
-0-145 |
-0.4% |
124-125 |
| Close |
125-100 |
125-045 |
-0-055 |
-0.1% |
125-045 |
| Range |
0-145 |
0-190 |
0-045 |
31.0% |
1-105 |
| ATR |
0-161 |
0-163 |
0-002 |
1.3% |
0-000 |
| Volume |
1,771,636 |
1,779,714 |
8,078 |
0.5% |
8,086,429 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-288 |
126-197 |
125-150 |
|
| R3 |
126-098 |
126-007 |
125-097 |
|
| R2 |
125-228 |
125-228 |
125-080 |
|
| R1 |
125-137 |
125-137 |
125-062 |
125-088 |
| PP |
125-038 |
125-038 |
125-038 |
125-014 |
| S1 |
124-267 |
124-267 |
125-028 |
124-218 |
| S2 |
124-168 |
124-168 |
125-010 |
|
| S3 |
123-298 |
124-077 |
124-313 |
|
| S4 |
123-108 |
123-207 |
124-260 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-022 |
128-138 |
125-279 |
|
| R3 |
127-237 |
127-033 |
125-162 |
|
| R2 |
126-132 |
126-132 |
125-123 |
|
| R1 |
125-248 |
125-248 |
125-084 |
126-030 |
| PP |
125-027 |
125-027 |
125-027 |
125-078 |
| S1 |
124-143 |
124-143 |
125-006 |
124-245 |
| S2 |
123-242 |
123-242 |
124-287 |
|
| S3 |
122-137 |
123-038 |
124-248 |
|
| S4 |
121-032 |
121-253 |
124-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-230 |
124-125 |
1-105 |
1.1% |
0-183 |
0.5% |
56% |
False |
False |
1,617,285 |
| 10 |
125-230 |
124-010 |
1-220 |
1.3% |
0-162 |
0.4% |
66% |
False |
False |
1,418,497 |
| 20 |
125-230 |
123-160 |
2-070 |
1.8% |
0-154 |
0.4% |
74% |
False |
False |
1,346,901 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-154 |
0.4% |
57% |
False |
False |
967,855 |
| 60 |
126-120 |
123-130 |
2-310 |
2.4% |
0-149 |
0.4% |
58% |
False |
False |
647,139 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-135 |
0.3% |
67% |
False |
False |
485,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-298 |
|
2.618 |
126-307 |
|
1.618 |
126-117 |
|
1.000 |
126-000 |
|
0.618 |
125-247 |
|
HIGH |
125-130 |
|
0.618 |
125-057 |
|
0.500 |
125-035 |
|
0.382 |
125-013 |
|
LOW |
124-260 |
|
0.618 |
124-143 |
|
1.000 |
124-070 |
|
1.618 |
123-273 |
|
2.618 |
123-083 |
|
4.250 |
122-092 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-042 |
125-065 |
| PP |
125-038 |
125-058 |
| S1 |
125-035 |
125-052 |
|