ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-020 |
126-310 |
-0-030 |
-0.1% |
127-200 |
| High |
127-145 |
127-080 |
-0-065 |
-0.2% |
128-085 |
| Low |
127-000 |
126-255 |
-0-065 |
-0.2% |
126-260 |
| Close |
127-010 |
127-045 |
0-035 |
0.1% |
127-010 |
| Range |
0-145 |
0-145 |
0-000 |
0.0% |
1-145 |
| ATR |
0-254 |
0-247 |
-0-008 |
-3.1% |
0-000 |
| Volume |
1,355,117 |
908,123 |
-446,994 |
-33.0% |
6,973,824 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-135 |
128-075 |
127-125 |
|
| R3 |
127-310 |
127-250 |
127-085 |
|
| R2 |
127-165 |
127-165 |
127-072 |
|
| R1 |
127-105 |
127-105 |
127-058 |
127-135 |
| PP |
127-020 |
127-020 |
127-020 |
127-035 |
| S1 |
126-280 |
126-280 |
127-032 |
126-310 |
| S2 |
126-195 |
126-195 |
127-018 |
|
| S3 |
126-050 |
126-135 |
127-005 |
|
| S4 |
125-225 |
125-310 |
126-285 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-233 |
130-267 |
127-266 |
|
| R3 |
130-088 |
129-122 |
127-138 |
|
| R2 |
128-263 |
128-263 |
127-095 |
|
| R1 |
127-297 |
127-297 |
127-053 |
127-208 |
| PP |
127-118 |
127-118 |
127-118 |
127-074 |
| S1 |
126-152 |
126-152 |
126-287 |
126-062 |
| S2 |
125-293 |
125-293 |
126-245 |
|
| S3 |
124-148 |
125-007 |
126-202 |
|
| S4 |
123-003 |
123-182 |
126-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-085 |
126-255 |
1-150 |
1.2% |
0-208 |
0.5% |
23% |
False |
True |
1,295,436 |
| 10 |
130-170 |
126-255 |
3-235 |
2.9% |
1-017 |
0.8% |
9% |
False |
True |
1,929,858 |
| 20 |
130-170 |
124-160 |
6-010 |
4.7% |
0-268 |
0.7% |
44% |
False |
False |
1,770,333 |
| 40 |
130-170 |
123-160 |
7-010 |
5.5% |
0-213 |
0.5% |
52% |
False |
False |
1,535,715 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-189 |
0.5% |
52% |
False |
False |
1,120,484 |
| 80 |
130-170 |
123-050 |
7-120 |
5.8% |
0-177 |
0.4% |
54% |
False |
False |
841,406 |
| 100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-154 |
0.4% |
57% |
False |
False |
673,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-056 |
|
2.618 |
128-140 |
|
1.618 |
127-315 |
|
1.000 |
127-225 |
|
0.618 |
127-170 |
|
HIGH |
127-080 |
|
0.618 |
127-025 |
|
0.500 |
127-008 |
|
0.382 |
126-310 |
|
LOW |
126-255 |
|
0.618 |
126-165 |
|
1.000 |
126-110 |
|
1.618 |
126-020 |
|
2.618 |
125-195 |
|
4.250 |
124-279 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-032 |
127-078 |
| PP |
127-020 |
127-067 |
| S1 |
127-008 |
127-056 |
|