ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
123-060 |
123-090 |
0-030 |
0.1% |
123-030 |
| High |
123-080 |
123-160 |
0-080 |
0.2% |
123-050 |
| Low |
123-060 |
123-090 |
0-030 |
0.1% |
122-210 |
| Close |
123-070 |
123-150 |
0-080 |
0.2% |
122-300 |
| Range |
0-020 |
0-070 |
0-050 |
250.0% |
0-160 |
| ATR |
0-070 |
0-071 |
0-001 |
2.1% |
0-000 |
| Volume |
105 |
205 |
100 |
95.2% |
92 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-023 |
123-317 |
123-188 |
|
| R3 |
123-273 |
123-247 |
123-169 |
|
| R2 |
123-203 |
123-203 |
123-163 |
|
| R1 |
123-177 |
123-177 |
123-156 |
123-190 |
| PP |
123-133 |
123-133 |
123-133 |
123-140 |
| S1 |
123-107 |
123-107 |
123-144 |
123-120 |
| S2 |
123-063 |
123-063 |
123-137 |
|
| S3 |
122-313 |
123-037 |
123-131 |
|
| S4 |
122-243 |
122-287 |
123-112 |
|
|
| 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 |
123-160 |
122-210 |
0-270 |
0.7% |
0-036 |
0.1% |
96% |
True |
False |
68 |
| 10 |
123-170 |
122-210 |
0-280 |
0.7% |
0-018 |
0.0% |
93% |
False |
False |
46 |
| 20 |
124-270 |
122-210 |
2-060 |
1.8% |
0-012 |
0.0% |
37% |
False |
False |
23 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-006 |
0.0% |
35% |
False |
False |
12 |
| 60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-008 |
0.0% |
43% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-138 |
|
2.618 |
124-023 |
|
1.618 |
123-273 |
|
1.000 |
123-230 |
|
0.618 |
123-203 |
|
HIGH |
123-160 |
|
0.618 |
123-133 |
|
0.500 |
123-125 |
|
0.382 |
123-117 |
|
LOW |
123-090 |
|
0.618 |
123-047 |
|
1.000 |
123-020 |
|
1.618 |
122-297 |
|
2.618 |
122-227 |
|
4.250 |
122-112 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-142 |
123-115 |
| PP |
123-133 |
123-080 |
| S1 |
123-125 |
123-045 |
|