ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
125-145 |
126-020 |
0-195 |
0.5% |
124-160 |
| High |
126-040 |
126-200 |
0-160 |
0.4% |
125-230 |
| Low |
125-115 |
125-255 |
0-140 |
0.3% |
124-125 |
| Close |
126-000 |
126-120 |
0-120 |
0.3% |
125-045 |
| Range |
0-245 |
0-265 |
0-020 |
8.2% |
1-105 |
| ATR |
0-168 |
0-175 |
0-007 |
4.1% |
0-000 |
| Volume |
1,568,816 |
2,289,193 |
720,377 |
45.9% |
8,086,429 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-240 |
128-125 |
126-266 |
|
| R3 |
127-295 |
127-180 |
126-193 |
|
| R2 |
127-030 |
127-030 |
126-169 |
|
| R1 |
126-235 |
126-235 |
126-144 |
126-292 |
| PP |
126-085 |
126-085 |
126-085 |
126-114 |
| S1 |
125-290 |
125-290 |
126-096 |
126-028 |
| S2 |
125-140 |
125-140 |
126-071 |
|
| S3 |
124-195 |
125-025 |
126-047 |
|
| S4 |
123-250 |
124-080 |
125-294 |
|
|
| 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 |
126-200 |
124-260 |
1-260 |
1.4% |
0-199 |
0.5% |
86% |
True |
False |
1,704,606 |
| 10 |
126-200 |
124-085 |
2-115 |
1.9% |
0-194 |
0.5% |
89% |
True |
False |
1,616,657 |
| 20 |
126-200 |
123-160 |
3-040 |
2.5% |
0-167 |
0.4% |
92% |
True |
False |
1,412,823 |
| 40 |
126-200 |
123-160 |
3-040 |
2.5% |
0-159 |
0.4% |
92% |
True |
False |
1,090,500 |
| 60 |
126-200 |
123-130 |
3-070 |
2.5% |
0-157 |
0.4% |
92% |
True |
False |
729,960 |
| 80 |
126-200 |
122-210 |
3-310 |
3.1% |
0-141 |
0.3% |
94% |
True |
False |
547,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-046 |
|
2.618 |
128-254 |
|
1.618 |
127-309 |
|
1.000 |
127-145 |
|
0.618 |
127-044 |
|
HIGH |
126-200 |
|
0.618 |
126-099 |
|
0.500 |
126-068 |
|
0.382 |
126-036 |
|
LOW |
125-255 |
|
0.618 |
125-091 |
|
1.000 |
124-310 |
|
1.618 |
124-146 |
|
2.618 |
123-201 |
|
4.250 |
122-089 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-102 |
126-066 |
| PP |
126-085 |
126-012 |
| S1 |
126-068 |
125-278 |
|