ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
122-310 |
122-250 |
-0-060 |
-0.2% |
124-010 |
| High |
122-310 |
122-250 |
-0-060 |
-0.2% |
124-010 |
| Low |
122-310 |
122-210 |
-0-100 |
-0.3% |
122-300 |
| Close |
122-310 |
122-210 |
-0-100 |
-0.3% |
122-300 |
| Range |
0-000 |
0-040 |
0-040 |
|
1-030 |
| ATR |
0-063 |
0-066 |
0-003 |
4.2% |
0-000 |
| Volume |
30 |
1 |
-29 |
-96.7% |
63 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-023 |
122-317 |
122-232 |
|
| R3 |
122-303 |
122-277 |
122-221 |
|
| R2 |
122-263 |
122-263 |
122-217 |
|
| R1 |
122-237 |
122-237 |
122-214 |
122-230 |
| PP |
122-223 |
122-223 |
122-223 |
122-220 |
| S1 |
122-197 |
122-197 |
122-206 |
122-190 |
| S2 |
122-183 |
122-183 |
122-203 |
|
| S3 |
122-143 |
122-157 |
122-199 |
|
| S4 |
122-103 |
122-117 |
122-188 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-187 |
125-273 |
123-172 |
|
| R3 |
125-157 |
124-243 |
123-076 |
|
| R2 |
124-127 |
124-127 |
123-044 |
|
| R1 |
123-213 |
123-213 |
123-012 |
123-155 |
| PP |
123-097 |
123-097 |
123-097 |
123-068 |
| S1 |
122-183 |
122-183 |
122-268 |
122-125 |
| S2 |
122-067 |
122-067 |
122-236 |
|
| S3 |
121-037 |
121-153 |
122-204 |
|
| S4 |
120-007 |
120-123 |
122-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-050 |
122-210 |
0-160 |
0.4% |
0-008 |
0.0% |
0% |
False |
True |
24 |
| 10 |
124-050 |
122-210 |
1-160 |
1.2% |
0-009 |
0.0% |
0% |
False |
True |
15 |
| 20 |
124-270 |
122-210 |
2-060 |
1.8% |
0-006 |
0.0% |
0% |
False |
True |
8 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-003 |
0.0% |
0% |
False |
True |
4 |
| 60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-006 |
0.0% |
12% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-100 |
|
2.618 |
123-035 |
|
1.618 |
122-315 |
|
1.000 |
122-290 |
|
0.618 |
122-275 |
|
HIGH |
122-250 |
|
0.618 |
122-235 |
|
0.500 |
122-230 |
|
0.382 |
122-225 |
|
LOW |
122-210 |
|
0.618 |
122-185 |
|
1.000 |
122-170 |
|
1.618 |
122-145 |
|
2.618 |
122-105 |
|
4.250 |
122-040 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
122-230 |
122-290 |
| PP |
122-223 |
122-263 |
| S1 |
122-217 |
122-237 |
|