ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
126-000 |
0-070 |
0.2% |
124-080 |
| High |
125-310 |
126-200 |
0-210 |
0.5% |
125-310 |
| Low |
125-220 |
126-000 |
0-100 |
0.2% |
124-080 |
| Close |
125-240 |
126-120 |
0-200 |
0.5% |
125-240 |
| Range |
0-090 |
0-200 |
0-110 |
122.2% |
1-230 |
| ATR |
0-119 |
0-131 |
0-011 |
9.6% |
0-000 |
| Volume |
454 |
1,627 |
1,173 |
258.4% |
4,593 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-067 |
127-293 |
126-230 |
|
| R3 |
127-187 |
127-093 |
126-175 |
|
| R2 |
126-307 |
126-307 |
126-157 |
|
| R1 |
126-213 |
126-213 |
126-138 |
126-260 |
| PP |
126-107 |
126-107 |
126-107 |
126-130 |
| S1 |
126-013 |
126-013 |
126-102 |
126-060 |
| S2 |
125-227 |
125-227 |
126-083 |
|
| S3 |
125-027 |
125-133 |
126-065 |
|
| S4 |
124-147 |
124-253 |
126-010 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-153 |
129-267 |
126-222 |
|
| R3 |
128-243 |
128-037 |
126-071 |
|
| R2 |
127-013 |
127-013 |
126-021 |
|
| R1 |
126-127 |
126-127 |
125-290 |
126-230 |
| PP |
125-103 |
125-103 |
125-103 |
125-155 |
| S1 |
124-217 |
124-217 |
125-190 |
125-000 |
| S2 |
123-193 |
123-193 |
125-139 |
|
| S3 |
121-283 |
122-307 |
125-089 |
|
| S4 |
120-053 |
121-077 |
124-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-200 |
124-150 |
2-050 |
1.7% |
0-168 |
0.4% |
88% |
True |
False |
1,156 |
| 10 |
126-200 |
123-190 |
3-010 |
2.4% |
0-142 |
0.4% |
92% |
True |
False |
882 |
| 20 |
126-200 |
122-210 |
3-310 |
3.1% |
0-096 |
0.2% |
94% |
True |
False |
602 |
| 40 |
126-200 |
122-210 |
3-310 |
3.1% |
0-050 |
0.1% |
94% |
True |
False |
303 |
| 60 |
126-200 |
122-210 |
3-310 |
3.1% |
0-033 |
0.1% |
94% |
True |
False |
202 |
| 80 |
126-200 |
122-110 |
4-090 |
3.4% |
0-028 |
0.1% |
94% |
True |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-090 |
|
2.618 |
128-084 |
|
1.618 |
127-204 |
|
1.000 |
127-080 |
|
0.618 |
127-004 |
|
HIGH |
126-200 |
|
0.618 |
126-124 |
|
0.500 |
126-100 |
|
0.382 |
126-076 |
|
LOW |
126-000 |
|
0.618 |
125-196 |
|
1.000 |
125-120 |
|
1.618 |
124-316 |
|
2.618 |
124-116 |
|
4.250 |
123-110 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-113 |
126-085 |
| PP |
126-107 |
126-050 |
| S1 |
126-100 |
126-015 |
|