ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-200 |
127-235 |
0-035 |
0.1% |
126-245 |
| High |
127-310 |
128-085 |
0-095 |
0.2% |
130-170 |
| Low |
127-125 |
127-140 |
0-015 |
0.0% |
126-225 |
| Close |
127-260 |
127-210 |
-0-050 |
-0.1% |
127-205 |
| Range |
0-185 |
0-265 |
0-080 |
43.2% |
3-265 |
| ATR |
0-266 |
0-266 |
0-000 |
0.0% |
0-000 |
| Volume |
1,404,766 |
1,487,432 |
82,666 |
5.9% |
11,933,305 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-087 |
129-253 |
128-036 |
|
| R3 |
129-142 |
128-308 |
127-283 |
|
| R2 |
128-197 |
128-197 |
127-259 |
|
| R1 |
128-043 |
128-043 |
127-234 |
127-308 |
| PP |
127-252 |
127-252 |
127-252 |
127-224 |
| S1 |
127-098 |
127-098 |
127-186 |
127-042 |
| S2 |
126-307 |
126-307 |
127-161 |
|
| S3 |
126-042 |
126-153 |
127-137 |
|
| S4 |
125-097 |
125-208 |
127-064 |
|
|
| 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 |
127-075 |
3-095 |
2.6% |
1-152 |
1.2% |
13% |
False |
False |
2,431,299 |
| 10 |
130-170 |
125-255 |
4-235 |
3.7% |
1-024 |
0.8% |
39% |
False |
False |
2,080,572 |
| 20 |
130-170 |
124-080 |
6-090 |
4.9% |
0-261 |
0.6% |
54% |
False |
False |
1,785,745 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-203 |
0.5% |
59% |
False |
False |
1,540,299 |
| 60 |
130-170 |
123-130 |
7-040 |
5.6% |
0-192 |
0.5% |
60% |
False |
False |
1,038,016 |
| 80 |
130-170 |
122-300 |
7-190 |
5.9% |
0-172 |
0.4% |
62% |
False |
False |
779,231 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-146 |
0.4% |
63% |
False |
False |
623,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-251 |
|
2.618 |
130-139 |
|
1.618 |
129-194 |
|
1.000 |
129-030 |
|
0.618 |
128-249 |
|
HIGH |
128-085 |
|
0.618 |
127-304 |
|
0.500 |
127-272 |
|
0.382 |
127-241 |
|
LOW |
127-140 |
|
0.618 |
126-296 |
|
1.000 |
126-195 |
|
1.618 |
126-031 |
|
2.618 |
125-086 |
|
4.250 |
123-294 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-272 |
127-275 |
| PP |
127-252 |
127-253 |
| S1 |
127-231 |
127-232 |
|