ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-235 |
127-170 |
-0-065 |
-0.2% |
126-245 |
| High |
128-085 |
127-280 |
-0-125 |
-0.3% |
130-170 |
| Low |
127-140 |
127-075 |
-0-065 |
-0.2% |
126-225 |
| Close |
127-210 |
127-135 |
-0-075 |
-0.2% |
127-205 |
| Range |
0-265 |
0-205 |
-0-060 |
-22.6% |
3-265 |
| ATR |
0-266 |
0-262 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,487,432 |
1,305,863 |
-181,569 |
-12.2% |
11,933,305 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-138 |
129-022 |
127-248 |
|
| R3 |
128-253 |
128-137 |
127-191 |
|
| R2 |
128-048 |
128-048 |
127-173 |
|
| R1 |
127-252 |
127-252 |
127-154 |
127-208 |
| PP |
127-163 |
127-163 |
127-163 |
127-141 |
| S1 |
127-047 |
127-047 |
127-116 |
127-002 |
| S2 |
126-278 |
126-278 |
127-097 |
|
| S3 |
126-073 |
126-162 |
127-079 |
|
| S4 |
125-188 |
125-277 |
127-022 |
|
|
| 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 |
129-180 |
127-075 |
2-105 |
1.8% |
0-302 |
0.7% |
8% |
False |
True |
1,873,122 |
| 10 |
130-170 |
126-070 |
4-100 |
3.4% |
1-018 |
0.8% |
28% |
False |
False |
1,982,239 |
| 20 |
130-170 |
124-085 |
6-085 |
4.9% |
0-266 |
0.7% |
50% |
False |
False |
1,799,448 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-206 |
0.5% |
56% |
False |
False |
1,545,234 |
| 60 |
130-170 |
123-130 |
7-040 |
5.6% |
0-193 |
0.5% |
56% |
False |
False |
1,059,724 |
| 80 |
130-170 |
122-300 |
7-190 |
6.0% |
0-174 |
0.4% |
59% |
False |
False |
795,553 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-148 |
0.4% |
61% |
False |
False |
636,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-191 |
|
2.618 |
129-177 |
|
1.618 |
128-292 |
|
1.000 |
128-165 |
|
0.618 |
128-087 |
|
HIGH |
127-280 |
|
0.618 |
127-202 |
|
0.500 |
127-178 |
|
0.382 |
127-153 |
|
LOW |
127-075 |
|
0.618 |
126-268 |
|
1.000 |
126-190 |
|
1.618 |
126-063 |
|
2.618 |
125-178 |
|
4.250 |
124-164 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-178 |
127-240 |
| PP |
127-163 |
127-205 |
| S1 |
127-149 |
127-170 |
|