ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
125-060 |
125-145 |
0-085 |
0.2% |
124-160 |
| High |
125-185 |
126-040 |
0-175 |
0.4% |
125-230 |
| Low |
125-035 |
125-115 |
0-080 |
0.2% |
124-125 |
| Close |
125-130 |
126-000 |
0-190 |
0.5% |
125-045 |
| Range |
0-150 |
0-245 |
0-095 |
63.3% |
1-105 |
| ATR |
0-162 |
0-168 |
0-006 |
3.6% |
0-000 |
| Volume |
1,113,674 |
1,568,816 |
455,142 |
40.9% |
8,086,429 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
127-265 |
126-135 |
|
| R3 |
127-115 |
127-020 |
126-067 |
|
| R2 |
126-190 |
126-190 |
126-045 |
|
| R1 |
126-095 |
126-095 |
126-022 |
126-142 |
| PP |
125-265 |
125-265 |
125-265 |
125-289 |
| S1 |
125-170 |
125-170 |
125-298 |
125-218 |
| S2 |
125-020 |
125-020 |
125-275 |
|
| S3 |
124-095 |
124-245 |
125-253 |
|
| S4 |
123-170 |
124-000 |
125-185 |
|
|
| 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 |
126-040 |
124-220 |
1-140 |
1.1% |
0-208 |
0.5% |
91% |
True |
False |
1,639,210 |
| 10 |
126-040 |
124-080 |
1-280 |
1.5% |
0-179 |
0.4% |
93% |
True |
False |
1,490,918 |
| 20 |
126-040 |
123-160 |
2-200 |
2.1% |
0-160 |
0.4% |
95% |
True |
False |
1,361,134 |
| 40 |
126-120 |
123-160 |
2-280 |
2.3% |
0-156 |
0.4% |
87% |
False |
False |
1,033,603 |
| 60 |
126-120 |
123-130 |
2-310 |
2.4% |
0-154 |
0.4% |
87% |
False |
False |
691,813 |
| 80 |
126-120 |
122-210 |
3-230 |
3.0% |
0-138 |
0.3% |
90% |
False |
False |
519,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-121 |
|
2.618 |
128-041 |
|
1.618 |
127-116 |
|
1.000 |
126-285 |
|
0.618 |
126-191 |
|
HIGH |
126-040 |
|
0.618 |
125-266 |
|
0.500 |
125-238 |
|
0.382 |
125-209 |
|
LOW |
125-115 |
|
0.618 |
124-284 |
|
1.000 |
124-190 |
|
1.618 |
124-039 |
|
2.618 |
123-114 |
|
4.250 |
122-034 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-292 |
125-263 |
| PP |
125-265 |
125-207 |
| S1 |
125-238 |
125-150 |
|