ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-160 |
128-075 |
0-235 |
0.6% |
125-060 |
| High |
130-170 |
129-180 |
-0-310 |
-0.7% |
126-285 |
| Low |
127-075 |
127-250 |
0-175 |
0.4% |
125-035 |
| Close |
128-180 |
128-015 |
-0-165 |
-0.4% |
126-175 |
| Range |
3-095 |
1-250 |
-1-165 |
-46.0% |
1-250 |
| ATR |
0-248 |
0-271 |
0-023 |
9.3% |
0-000 |
| Volume |
4,096,750 |
3,200,040 |
-896,710 |
-21.9% |
8,662,710 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-258 |
132-227 |
129-008 |
|
| R3 |
132-008 |
130-297 |
128-172 |
|
| R2 |
130-078 |
130-078 |
128-120 |
|
| R1 |
129-047 |
129-047 |
128-067 |
128-258 |
| PP |
128-148 |
128-148 |
128-148 |
128-094 |
| S1 |
127-117 |
127-117 |
127-283 |
127-008 |
| S2 |
126-218 |
126-218 |
127-230 |
|
| S3 |
124-288 |
125-187 |
127-178 |
|
| S4 |
123-038 |
123-257 |
127-022 |
|
|
| 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% |
1-132 |
1.1% |
42% |
False |
False |
2,273,445 |
| 10 |
130-170 |
124-260 |
5-230 |
4.5% |
1-008 |
0.8% |
57% |
False |
False |
2,040,821 |
| 20 |
130-170 |
123-160 |
7-010 |
5.5% |
0-245 |
0.6% |
65% |
False |
False |
1,697,858 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-194 |
0.5% |
65% |
False |
False |
1,427,506 |
| 60 |
130-170 |
123-130 |
7-040 |
5.6% |
0-186 |
0.5% |
65% |
False |
False |
957,332 |
| 80 |
130-170 |
122-300 |
7-190 |
5.9% |
0-166 |
0.4% |
67% |
False |
False |
718,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-042 |
|
2.618 |
134-072 |
|
1.618 |
132-142 |
|
1.000 |
131-110 |
|
0.618 |
130-212 |
|
HIGH |
129-180 |
|
0.618 |
128-282 |
|
0.500 |
128-215 |
|
0.382 |
128-148 |
|
LOW |
127-250 |
|
0.618 |
126-218 |
|
1.000 |
126-000 |
|
1.618 |
124-288 |
|
2.618 |
123-038 |
|
4.250 |
120-068 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-215 |
128-245 |
| PP |
128-148 |
128-168 |
| S1 |
128-082 |
128-092 |
|