ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
123-090 |
123-140 |
0-050 |
0.1% |
123-030 |
| High |
123-160 |
123-140 |
-0-020 |
-0.1% |
123-050 |
| Low |
123-090 |
123-070 |
-0-020 |
-0.1% |
122-210 |
| Close |
123-150 |
123-070 |
-0-080 |
-0.2% |
122-300 |
| Range |
0-070 |
0-070 |
0-000 |
0.0% |
0-160 |
| ATR |
0-071 |
0-072 |
0-001 |
0.9% |
0-000 |
| Volume |
205 |
33 |
-172 |
-83.9% |
92 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-303 |
123-257 |
123-108 |
|
| R3 |
123-233 |
123-187 |
123-089 |
|
| R2 |
123-163 |
123-163 |
123-083 |
|
| R1 |
123-117 |
123-117 |
123-076 |
123-105 |
| PP |
123-093 |
123-093 |
123-093 |
123-088 |
| S1 |
123-047 |
123-047 |
123-064 |
123-035 |
| S2 |
123-023 |
123-023 |
123-057 |
|
| S3 |
122-273 |
122-297 |
123-051 |
|
| S4 |
122-203 |
122-227 |
123-032 |
|
|
| 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% |
0-050 |
0.1% |
67% |
False |
False |
69 |
| 10 |
123-160 |
122-210 |
0-270 |
0.7% |
0-025 |
0.1% |
67% |
False |
False |
49 |
| 20 |
124-270 |
122-210 |
2-060 |
1.8% |
0-016 |
0.0% |
26% |
False |
False |
25 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-008 |
0.0% |
24% |
False |
False |
13 |
| 60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-009 |
0.0% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-118 |
|
2.618 |
124-003 |
|
1.618 |
123-253 |
|
1.000 |
123-210 |
|
0.618 |
123-183 |
|
HIGH |
123-140 |
|
0.618 |
123-113 |
|
0.500 |
123-105 |
|
0.382 |
123-097 |
|
LOW |
123-070 |
|
0.618 |
123-027 |
|
1.000 |
123-000 |
|
1.618 |
122-277 |
|
2.618 |
122-207 |
|
4.250 |
122-092 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-105 |
123-110 |
| PP |
123-093 |
123-097 |
| S1 |
123-082 |
123-083 |
|