ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-020 |
126-145 |
0-125 |
0.3% |
124-160 |
| High |
126-200 |
126-285 |
0-085 |
0.2% |
125-230 |
| Low |
125-255 |
126-110 |
0-175 |
0.4% |
124-125 |
| Close |
126-120 |
126-140 |
0-020 |
0.0% |
125-045 |
| Range |
0-265 |
0-175 |
-0-090 |
-34.0% |
1-105 |
| ATR |
0-175 |
0-175 |
0-000 |
0.0% |
0-000 |
| Volume |
2,289,193 |
2,289,596 |
403 |
0.0% |
8,086,429 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-277 |
126-236 |
|
| R3 |
127-208 |
127-102 |
126-188 |
|
| R2 |
127-033 |
127-033 |
126-172 |
|
| R1 |
126-247 |
126-247 |
126-156 |
126-212 |
| PP |
126-178 |
126-178 |
126-178 |
126-161 |
| S1 |
126-072 |
126-072 |
126-124 |
126-038 |
| S2 |
126-003 |
126-003 |
126-108 |
|
| S3 |
125-148 |
125-217 |
126-092 |
|
| S4 |
124-293 |
125-042 |
126-044 |
|
|
| 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 |
126-285 |
124-260 |
2-025 |
1.6% |
0-205 |
0.5% |
78% |
True |
False |
1,808,198 |
| 10 |
126-285 |
124-110 |
2-175 |
2.0% |
0-194 |
0.5% |
82% |
True |
False |
1,703,126 |
| 20 |
126-285 |
123-160 |
3-125 |
2.7% |
0-170 |
0.4% |
87% |
True |
False |
1,460,347 |
| 40 |
126-285 |
123-160 |
3-125 |
2.7% |
0-158 |
0.4% |
87% |
True |
False |
1,147,552 |
| 60 |
126-285 |
123-130 |
3-155 |
2.8% |
0-158 |
0.4% |
87% |
True |
False |
768,108 |
| 80 |
126-285 |
122-210 |
4-075 |
3.3% |
0-143 |
0.4% |
89% |
True |
False |
576,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-069 |
|
2.618 |
128-103 |
|
1.618 |
127-248 |
|
1.000 |
127-140 |
|
0.618 |
127-073 |
|
HIGH |
126-285 |
|
0.618 |
126-218 |
|
0.500 |
126-198 |
|
0.382 |
126-177 |
|
LOW |
126-110 |
|
0.618 |
126-002 |
|
1.000 |
125-255 |
|
1.618 |
125-147 |
|
2.618 |
124-292 |
|
4.250 |
124-006 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-198 |
126-107 |
| PP |
126-178 |
126-073 |
| S1 |
126-159 |
126-040 |
|