ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
122-250 |
122-250 |
0-000 |
0.0% |
123-030 |
| High |
122-250 |
122-300 |
0-050 |
0.1% |
123-050 |
| Low |
122-210 |
122-250 |
0-040 |
0.1% |
122-210 |
| Close |
122-210 |
122-300 |
0-090 |
0.2% |
122-300 |
| Range |
0-040 |
0-050 |
0-010 |
25.0% |
0-160 |
| ATR |
0-066 |
0-067 |
0-002 |
2.6% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
92 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-113 |
123-097 |
123-008 |
|
| R3 |
123-063 |
123-047 |
122-314 |
|
| R2 |
123-013 |
123-013 |
122-309 |
|
| R1 |
122-317 |
122-317 |
122-305 |
123-005 |
| PP |
122-283 |
122-283 |
122-283 |
122-288 |
| S1 |
122-267 |
122-267 |
122-295 |
122-275 |
| S2 |
122-233 |
122-233 |
122-291 |
|
| S3 |
122-183 |
122-217 |
122-286 |
|
| S4 |
122-133 |
122-167 |
122-272 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-133 |
124-057 |
123-068 |
|
| R3 |
123-293 |
123-217 |
123-024 |
|
| R2 |
123-133 |
123-133 |
123-009 |
|
| R1 |
123-057 |
123-057 |
122-315 |
123-015 |
| PP |
122-293 |
122-293 |
122-293 |
122-272 |
| S1 |
122-217 |
122-217 |
122-285 |
122-175 |
| S2 |
122-133 |
122-133 |
122-271 |
|
| S3 |
121-293 |
122-057 |
122-256 |
|
| S4 |
121-133 |
121-217 |
122-212 |
|
|
| 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% |
0-018 |
0.0% |
56% |
False |
False |
18 |
| 10 |
124-010 |
122-210 |
1-120 |
1.1% |
0-009 |
0.0% |
20% |
False |
False |
15 |
| 20 |
124-270 |
122-210 |
2-060 |
1.8% |
0-008 |
0.0% |
13% |
False |
False |
8 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-004 |
0.0% |
12% |
False |
False |
4 |
| 60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-006 |
0.0% |
23% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-192 |
|
2.618 |
123-111 |
|
1.618 |
123-061 |
|
1.000 |
123-030 |
|
0.618 |
123-011 |
|
HIGH |
122-300 |
|
0.618 |
122-281 |
|
0.500 |
122-275 |
|
0.382 |
122-269 |
|
LOW |
122-250 |
|
0.618 |
122-219 |
|
1.000 |
122-200 |
|
1.618 |
122-169 |
|
2.618 |
122-119 |
|
4.250 |
122-038 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
122-292 |
122-287 |
| PP |
122-283 |
122-273 |
| S1 |
122-275 |
122-260 |
|