ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-315 |
127-200 |
-0-115 |
-0.3% |
126-245 |
| High |
128-105 |
127-310 |
-0-115 |
-0.3% |
130-170 |
| Low |
127-140 |
127-125 |
-0-015 |
0.0% |
126-225 |
| Close |
127-205 |
127-260 |
0-055 |
0.1% |
127-205 |
| Range |
0-285 |
0-185 |
-0-100 |
-35.1% |
3-265 |
| ATR |
0-272 |
0-266 |
-0-006 |
-2.3% |
0-000 |
| Volume |
1,967,511 |
1,404,766 |
-562,745 |
-28.6% |
11,933,305 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-147 |
129-068 |
128-042 |
|
| R3 |
128-282 |
128-203 |
127-311 |
|
| R2 |
128-097 |
128-097 |
127-294 |
|
| R1 |
128-018 |
128-018 |
127-277 |
128-058 |
| PP |
127-232 |
127-232 |
127-232 |
127-251 |
| S1 |
127-153 |
127-153 |
127-243 |
127-192 |
| S2 |
127-047 |
127-047 |
127-226 |
|
| S3 |
126-182 |
126-288 |
127-209 |
|
| S4 |
125-317 |
126-103 |
127-158 |
|
|
| 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 |
127-000 |
3-170 |
2.8% |
1-146 |
1.1% |
23% |
False |
False |
2,564,280 |
| 10 |
130-170 |
125-115 |
5-055 |
4.0% |
1-022 |
0.8% |
47% |
False |
False |
2,088,710 |
| 20 |
130-170 |
124-080 |
6-090 |
4.9% |
0-254 |
0.6% |
57% |
False |
False |
1,758,286 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-199 |
0.5% |
61% |
False |
False |
1,507,285 |
| 60 |
130-170 |
123-130 |
7-040 |
5.6% |
0-189 |
0.5% |
62% |
False |
False |
1,013,323 |
| 80 |
130-170 |
122-300 |
7-190 |
5.9% |
0-170 |
0.4% |
64% |
False |
False |
760,645 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-144 |
0.4% |
65% |
False |
False |
608,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-136 |
|
2.618 |
129-154 |
|
1.618 |
128-289 |
|
1.000 |
128-175 |
|
0.618 |
128-104 |
|
HIGH |
127-310 |
|
0.618 |
127-239 |
|
0.500 |
127-218 |
|
0.382 |
127-196 |
|
LOW |
127-125 |
|
0.618 |
127-011 |
|
1.000 |
126-260 |
|
1.618 |
126-146 |
|
2.618 |
125-281 |
|
4.250 |
124-299 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-246 |
128-152 |
| PP |
127-232 |
128-082 |
| S1 |
127-218 |
128-011 |
|