ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-110 |
127-160 |
0-050 |
0.1% |
125-060 |
| High |
127-235 |
130-170 |
2-255 |
2.2% |
126-285 |
| Low |
127-000 |
127-075 |
0-075 |
0.2% |
125-035 |
| Close |
127-140 |
128-180 |
1-040 |
0.9% |
126-175 |
| Range |
0-235 |
3-095 |
2-180 |
348.9% |
1-250 |
| ATR |
0-186 |
0-248 |
0-062 |
33.3% |
0-000 |
| Volume |
2,152,333 |
4,096,750 |
1,944,417 |
90.3% |
8,662,710 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-213 |
136-292 |
130-120 |
|
| R3 |
135-118 |
133-197 |
129-150 |
|
| R2 |
132-023 |
132-023 |
129-053 |
|
| R1 |
130-102 |
130-102 |
128-277 |
131-062 |
| PP |
128-248 |
128-248 |
128-248 |
129-069 |
| S1 |
127-007 |
127-007 |
128-083 |
127-288 |
| S2 |
125-153 |
125-153 |
127-307 |
|
| S3 |
122-058 |
123-232 |
127-210 |
|
| S4 |
118-283 |
120-137 |
126-240 |
|
|
| 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 |
130-170 |
126-070 |
4-100 |
3.4% |
1-053 |
0.9% |
54% |
True |
False |
2,091,356 |
| 10 |
130-170 |
124-260 |
5-230 |
4.4% |
0-286 |
0.7% |
66% |
True |
False |
1,897,981 |
| 20 |
130-170 |
123-160 |
7-010 |
5.5% |
0-223 |
0.5% |
72% |
True |
False |
1,605,194 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-184 |
0.4% |
72% |
True |
False |
1,348,803 |
| 60 |
130-170 |
123-130 |
7-040 |
5.5% |
0-177 |
0.4% |
72% |
True |
False |
904,110 |
| 80 |
130-170 |
122-300 |
7-190 |
5.9% |
0-159 |
0.4% |
74% |
True |
False |
678,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-174 |
|
2.618 |
139-052 |
|
1.618 |
135-277 |
|
1.000 |
133-265 |
|
0.618 |
132-182 |
|
HIGH |
130-170 |
|
0.618 |
129-087 |
|
0.500 |
128-282 |
|
0.382 |
128-158 |
|
LOW |
127-075 |
|
0.618 |
125-063 |
|
1.000 |
123-300 |
|
1.618 |
121-288 |
|
2.618 |
118-193 |
|
4.250 |
113-071 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-282 |
128-198 |
| PP |
128-248 |
128-192 |
| S1 |
128-214 |
128-186 |
|