ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
128-075 |
127-315 |
-0-080 |
-0.2% |
126-245 |
| High |
129-180 |
128-105 |
-1-075 |
-1.0% |
130-170 |
| Low |
127-250 |
127-140 |
-0-110 |
-0.3% |
126-225 |
| Close |
128-015 |
127-205 |
-0-130 |
-0.3% |
127-205 |
| Range |
1-250 |
0-285 |
-0-285 |
-50.0% |
3-265 |
| ATR |
0-271 |
0-272 |
0-001 |
0.4% |
0-000 |
| Volume |
3,200,040 |
1,967,511 |
-1,232,529 |
-38.5% |
11,933,305 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-152 |
129-303 |
128-042 |
|
| R3 |
129-187 |
129-018 |
127-283 |
|
| R2 |
128-222 |
128-222 |
127-257 |
|
| R1 |
128-053 |
128-053 |
127-231 |
127-315 |
| PP |
127-257 |
127-257 |
127-257 |
127-228 |
| S1 |
127-088 |
127-088 |
127-179 |
127-030 |
| S2 |
126-292 |
126-292 |
127-153 |
|
| S3 |
126-007 |
126-123 |
127-127 |
|
| S4 |
125-042 |
125-158 |
127-048 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-248 |
137-172 |
129-239 |
|
| R3 |
135-303 |
133-227 |
128-222 |
|
| R2 |
132-038 |
132-038 |
128-110 |
|
| R1 |
129-282 |
129-282 |
127-317 |
131-000 |
| PP |
128-093 |
128-093 |
128-093 |
128-272 |
| S1 |
126-017 |
126-017 |
127-093 |
127-055 |
| S2 |
124-148 |
124-148 |
126-300 |
|
| S3 |
120-203 |
122-072 |
126-188 |
|
| S4 |
116-258 |
118-127 |
125-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-170 |
126-225 |
3-265 |
3.0% |
1-153 |
1.2% |
24% |
False |
False |
2,386,661 |
| 10 |
130-170 |
125-035 |
5-135 |
4.2% |
1-018 |
0.8% |
47% |
False |
False |
2,059,601 |
| 20 |
130-170 |
124-010 |
6-160 |
5.1% |
0-250 |
0.6% |
56% |
False |
False |
1,739,049 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-199 |
0.5% |
59% |
False |
False |
1,474,267 |
| 60 |
130-170 |
123-130 |
7-040 |
5.6% |
0-188 |
0.5% |
59% |
False |
False |
990,053 |
| 80 |
130-170 |
122-300 |
7-190 |
5.9% |
0-168 |
0.4% |
62% |
False |
False |
743,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-036 |
|
2.618 |
130-211 |
|
1.618 |
129-246 |
|
1.000 |
129-070 |
|
0.618 |
128-281 |
|
HIGH |
128-105 |
|
0.618 |
127-316 |
|
0.500 |
127-282 |
|
0.382 |
127-249 |
|
LOW |
127-140 |
|
0.618 |
126-284 |
|
1.000 |
126-175 |
|
1.618 |
125-319 |
|
2.618 |
125-034 |
|
4.250 |
123-209 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-282 |
128-282 |
| PP |
127-257 |
128-150 |
| S1 |
127-231 |
128-018 |
|