ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-230 |
128-020 |
1-110 |
1.1% |
124-080 |
| High |
129-280 |
128-200 |
-1-080 |
-1.0% |
125-310 |
| Low |
126-220 |
127-050 |
0-150 |
0.4% |
124-080 |
| Close |
127-280 |
127-120 |
-0-160 |
-0.4% |
125-240 |
| Range |
3-060 |
1-150 |
-1-230 |
-53.9% |
1-230 |
| ATR |
0-196 |
0-216 |
0-020 |
10.0% |
0-000 |
| Volume |
2,173 |
5,168 |
2,995 |
137.8% |
4,593 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-040 |
131-070 |
128-058 |
|
| R3 |
130-210 |
129-240 |
127-249 |
|
| R2 |
129-060 |
129-060 |
127-206 |
|
| R1 |
128-090 |
128-090 |
127-163 |
128-000 |
| PP |
127-230 |
127-230 |
127-230 |
127-185 |
| S1 |
126-260 |
126-260 |
127-077 |
126-170 |
| S2 |
126-080 |
126-080 |
127-034 |
|
| S3 |
124-250 |
125-110 |
126-311 |
|
| S4 |
123-100 |
123-280 |
126-182 |
|
|
| 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 |
129-280 |
125-220 |
4-060 |
3.3% |
1-060 |
0.9% |
40% |
False |
False |
1,919 |
| 10 |
129-280 |
123-280 |
6-000 |
4.7% |
0-271 |
0.7% |
58% |
False |
False |
1,436 |
| 20 |
129-280 |
122-250 |
7-030 |
5.6% |
0-174 |
0.4% |
65% |
False |
False |
975 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-090 |
0.2% |
65% |
False |
False |
491 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-060 |
0.1% |
65% |
False |
False |
328 |
| 80 |
129-280 |
122-110 |
7-170 |
5.9% |
0-048 |
0.1% |
67% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-278 |
|
2.618 |
132-150 |
|
1.618 |
131-000 |
|
1.000 |
130-030 |
|
0.618 |
129-170 |
|
HIGH |
128-200 |
|
0.618 |
128-020 |
|
0.500 |
127-285 |
|
0.382 |
127-230 |
|
LOW |
127-050 |
|
0.618 |
126-080 |
|
1.000 |
125-220 |
|
1.618 |
124-250 |
|
2.618 |
123-100 |
|
4.250 |
120-292 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-285 |
128-060 |
| PP |
127-230 |
127-293 |
| S1 |
127-175 |
127-207 |
|