ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
123-140 |
123-130 |
-0-010 |
0.0% |
123-030 |
| High |
123-140 |
123-220 |
0-080 |
0.2% |
123-050 |
| Low |
123-070 |
123-130 |
0-060 |
0.2% |
122-210 |
| Close |
123-070 |
123-220 |
0-150 |
0.4% |
122-300 |
| Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-160 |
| ATR |
0-072 |
0-077 |
0-006 |
7.8% |
0-000 |
| Volume |
33 |
1,543 |
1,510 |
4,575.8% |
92 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
124-110 |
123-270 |
|
| R3 |
124-050 |
124-020 |
123-245 |
|
| R2 |
123-280 |
123-280 |
123-236 |
|
| R1 |
123-250 |
123-250 |
123-228 |
123-265 |
| PP |
123-190 |
123-190 |
123-190 |
123-198 |
| S1 |
123-160 |
123-160 |
123-212 |
123-175 |
| S2 |
123-100 |
123-100 |
123-204 |
|
| S3 |
123-010 |
123-070 |
123-195 |
|
| S4 |
122-240 |
122-300 |
123-170 |
|
|
| 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 |
123-220 |
122-250 |
0-290 |
0.7% |
0-060 |
0.2% |
100% |
True |
False |
377 |
| 10 |
123-220 |
122-210 |
1-010 |
0.8% |
0-034 |
0.1% |
100% |
True |
False |
200 |
| 20 |
124-270 |
122-210 |
2-060 |
1.8% |
0-020 |
0.1% |
47% |
False |
False |
102 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-010 |
0.0% |
45% |
False |
False |
51 |
| 60 |
124-310 |
122-110 |
2-200 |
2.1% |
0-011 |
0.0% |
51% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-282 |
|
2.618 |
124-136 |
|
1.618 |
124-046 |
|
1.000 |
123-310 |
|
0.618 |
123-276 |
|
HIGH |
123-220 |
|
0.618 |
123-186 |
|
0.500 |
123-175 |
|
0.382 |
123-164 |
|
LOW |
123-130 |
|
0.618 |
123-074 |
|
1.000 |
123-040 |
|
1.618 |
122-304 |
|
2.618 |
122-214 |
|
4.250 |
122-068 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-205 |
123-195 |
| PP |
123-190 |
123-170 |
| S1 |
123-175 |
123-145 |
|