ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-150 |
0-070 |
0.2% |
123-230 |
| High |
124-190 |
125-050 |
0-180 |
0.5% |
124-210 |
| Low |
124-080 |
124-150 |
0-070 |
0.2% |
123-190 |
| Close |
124-160 |
125-030 |
0-190 |
0.5% |
124-070 |
| Range |
0-110 |
0-220 |
0-110 |
100.0% |
1-020 |
| ATR |
0-105 |
0-113 |
0-008 |
7.9% |
0-000 |
| Volume |
439 |
79 |
-360 |
-82.0% |
2,831 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-310 |
126-230 |
125-151 |
|
| R3 |
126-090 |
126-010 |
125-090 |
|
| R2 |
125-190 |
125-190 |
125-070 |
|
| R1 |
125-110 |
125-110 |
125-050 |
125-150 |
| PP |
124-290 |
124-290 |
124-290 |
124-310 |
| S1 |
124-210 |
124-210 |
125-010 |
124-250 |
| S2 |
124-070 |
124-070 |
124-310 |
|
| S3 |
123-170 |
123-310 |
124-290 |
|
| S4 |
122-270 |
123-090 |
124-229 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-110 |
126-270 |
124-257 |
|
| R3 |
126-090 |
125-250 |
124-164 |
|
| R2 |
125-070 |
125-070 |
124-132 |
|
| R1 |
124-230 |
124-230 |
124-101 |
124-310 |
| PP |
124-050 |
124-050 |
124-050 |
124-090 |
| S1 |
123-210 |
123-210 |
124-039 |
123-290 |
| S2 |
123-030 |
123-030 |
124-008 |
|
| S3 |
122-010 |
122-190 |
123-296 |
|
| S4 |
120-310 |
121-170 |
123-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-050 |
123-280 |
1-090 |
1.0% |
0-160 |
0.4% |
95% |
True |
False |
624 |
| 10 |
125-050 |
123-070 |
1-300 |
1.5% |
0-112 |
0.3% |
97% |
True |
False |
597 |
| 20 |
125-050 |
122-210 |
2-160 |
2.0% |
0-065 |
0.2% |
98% |
True |
False |
321 |
| 40 |
125-050 |
122-210 |
2-160 |
2.0% |
0-034 |
0.1% |
98% |
True |
False |
161 |
| 60 |
125-050 |
122-210 |
2-160 |
2.0% |
0-023 |
0.1% |
98% |
True |
False |
107 |
| 80 |
125-050 |
122-110 |
2-260 |
2.2% |
0-020 |
0.0% |
98% |
True |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-025 |
|
2.618 |
126-306 |
|
1.618 |
126-086 |
|
1.000 |
125-270 |
|
0.618 |
125-186 |
|
HIGH |
125-050 |
|
0.618 |
124-286 |
|
0.500 |
124-260 |
|
0.382 |
124-234 |
|
LOW |
124-150 |
|
0.618 |
124-014 |
|
1.000 |
123-250 |
|
1.618 |
123-114 |
|
2.618 |
122-214 |
|
4.250 |
121-175 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-000 |
124-288 |
| PP |
124-290 |
124-227 |
| S1 |
124-260 |
124-165 |
|