ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
123-230 |
123-190 |
-0-040 |
-0.1% |
123-060 |
| High |
123-230 |
123-190 |
-0-040 |
-0.1% |
123-270 |
| Low |
123-230 |
123-190 |
-0-040 |
-0.1% |
123-060 |
| Close |
123-230 |
123-190 |
-0-040 |
-0.1% |
123-120 |
| Range |
|
|
|
|
|
| ATR |
0-085 |
0-082 |
-0-003 |
-3.8% |
0-000 |
| Volume |
226 |
2 |
-224 |
-99.1% |
2,934 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-190 |
123-190 |
123-190 |
|
| R3 |
123-190 |
123-190 |
123-190 |
|
| R2 |
123-190 |
123-190 |
123-190 |
|
| R1 |
123-190 |
123-190 |
123-190 |
123-190 |
| PP |
123-190 |
123-190 |
123-190 |
123-190 |
| S1 |
123-190 |
123-190 |
123-190 |
123-190 |
| S2 |
123-190 |
123-190 |
123-190 |
|
| S3 |
123-190 |
123-190 |
123-190 |
|
| S4 |
123-190 |
123-190 |
123-190 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-140 |
125-020 |
123-236 |
|
| R3 |
124-250 |
124-130 |
123-178 |
|
| R2 |
124-040 |
124-040 |
123-158 |
|
| R1 |
123-240 |
123-240 |
123-139 |
123-300 |
| PP |
123-150 |
123-150 |
123-150 |
123-180 |
| S1 |
123-030 |
123-030 |
123-101 |
123-090 |
| S2 |
122-260 |
122-260 |
123-082 |
|
| S3 |
122-050 |
122-140 |
123-062 |
|
| S4 |
121-160 |
121-250 |
123-004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-270 |
123-070 |
0-200 |
0.5% |
0-064 |
0.2% |
60% |
False |
False |
570 |
| 10 |
123-270 |
122-210 |
1-060 |
1.0% |
0-050 |
0.1% |
79% |
False |
False |
319 |
| 20 |
124-100 |
122-210 |
1-210 |
1.3% |
0-028 |
0.1% |
57% |
False |
False |
166 |
| 40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-014 |
0.0% |
41% |
False |
False |
83 |
| 60 |
124-310 |
122-210 |
2-100 |
1.9% |
0-011 |
0.0% |
41% |
False |
False |
56 |
| 80 |
124-310 |
122-110 |
2-200 |
2.1% |
0-010 |
0.0% |
48% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-190 |
|
2.618 |
123-190 |
|
1.618 |
123-190 |
|
1.000 |
123-190 |
|
0.618 |
123-190 |
|
HIGH |
123-190 |
|
0.618 |
123-190 |
|
0.500 |
123-190 |
|
0.382 |
123-190 |
|
LOW |
123-190 |
|
0.618 |
123-190 |
|
1.000 |
123-190 |
|
1.618 |
123-190 |
|
2.618 |
123-190 |
|
4.250 |
123-190 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
123-190 |
123-190 |
| PP |
123-190 |
123-190 |
| S1 |
123-190 |
123-190 |
|