ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-245 |
127-110 |
0-185 |
0.5% |
125-060 |
| High |
127-125 |
127-235 |
0-110 |
0.3% |
126-285 |
| Low |
126-225 |
127-000 |
0-095 |
0.2% |
125-035 |
| Close |
127-050 |
127-140 |
0-090 |
0.2% |
126-175 |
| Range |
0-220 |
0-235 |
0-015 |
6.8% |
1-250 |
| ATR |
0-182 |
0-186 |
0-004 |
2.1% |
0-000 |
| Volume |
516,671 |
2,152,333 |
1,635,662 |
316.6% |
8,662,710 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-190 |
129-080 |
127-269 |
|
| R3 |
128-275 |
128-165 |
127-205 |
|
| R2 |
128-040 |
128-040 |
127-183 |
|
| R1 |
127-250 |
127-250 |
127-162 |
127-305 |
| PP |
127-125 |
127-125 |
127-125 |
127-152 |
| S1 |
127-015 |
127-015 |
127-118 |
127-070 |
| S2 |
126-210 |
126-210 |
127-097 |
|
| S3 |
125-295 |
126-100 |
127-075 |
|
| S4 |
125-060 |
125-185 |
127-011 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-168 |
130-262 |
127-168 |
|
| R3 |
129-238 |
129-012 |
127-012 |
|
| R2 |
127-308 |
127-308 |
126-280 |
|
| R1 |
127-082 |
127-082 |
126-227 |
127-195 |
| PP |
126-058 |
126-058 |
126-058 |
126-115 |
| S1 |
125-152 |
125-152 |
126-123 |
125-265 |
| S2 |
124-128 |
124-128 |
126-070 |
|
| S3 |
122-198 |
123-222 |
126-018 |
|
| S4 |
120-268 |
121-292 |
125-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-235 |
125-255 |
1-300 |
1.5% |
0-215 |
0.5% |
85% |
True |
False |
1,729,844 |
| 10 |
127-235 |
124-220 |
3-015 |
2.4% |
0-212 |
0.5% |
90% |
True |
False |
1,684,527 |
| 20 |
127-235 |
123-160 |
4-075 |
3.3% |
0-183 |
0.4% |
93% |
True |
False |
1,483,422 |
| 40 |
127-235 |
123-160 |
4-075 |
3.3% |
0-161 |
0.4% |
93% |
True |
False |
1,246,937 |
| 60 |
127-235 |
123-130 |
4-105 |
3.4% |
0-162 |
0.4% |
93% |
True |
False |
835,871 |
| 80 |
127-235 |
122-300 |
4-255 |
3.8% |
0-147 |
0.4% |
94% |
True |
False |
627,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-274 |
|
2.618 |
129-210 |
|
1.618 |
128-295 |
|
1.000 |
128-150 |
|
0.618 |
128-060 |
|
HIGH |
127-235 |
|
0.618 |
127-145 |
|
0.500 |
127-118 |
|
0.382 |
127-090 |
|
LOW |
127-000 |
|
0.618 |
126-175 |
|
1.000 |
126-085 |
|
1.618 |
125-260 |
|
2.618 |
125-025 |
|
4.250 |
123-281 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-132 |
127-091 |
| PP |
127-125 |
127-042 |
| S1 |
127-118 |
126-312 |
|