ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
126-220 |
127-020 |
0-120 |
0.3% |
126-000 |
| High |
127-090 |
127-160 |
0-070 |
0.2% |
129-280 |
| Low |
126-220 |
126-240 |
0-020 |
0.0% |
126-000 |
| Close |
127-040 |
126-310 |
-0-050 |
-0.1% |
126-300 |
| Range |
0-190 |
0-240 |
0-050 |
26.3% |
3-280 |
| ATR |
0-216 |
0-218 |
0-002 |
0.8% |
0-000 |
| Volume |
2,091 |
2,419 |
328 |
15.7% |
11,215 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-103 |
128-287 |
127-122 |
|
| R3 |
128-183 |
128-047 |
127-056 |
|
| R2 |
127-263 |
127-263 |
127-034 |
|
| R1 |
127-127 |
127-127 |
127-012 |
127-075 |
| PP |
127-023 |
127-023 |
127-023 |
126-318 |
| S1 |
126-207 |
126-207 |
126-288 |
126-155 |
| S2 |
126-103 |
126-103 |
126-266 |
|
| S3 |
125-183 |
125-287 |
126-244 |
|
| S4 |
124-263 |
125-047 |
126-178 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-073 |
136-307 |
129-022 |
|
| R3 |
135-113 |
133-027 |
128-001 |
|
| R2 |
131-153 |
131-153 |
127-207 |
|
| R1 |
129-067 |
129-067 |
127-094 |
130-110 |
| PP |
127-193 |
127-193 |
127-193 |
128-055 |
| S1 |
125-107 |
125-107 |
126-186 |
126-150 |
| S2 |
123-233 |
123-233 |
126-073 |
|
| S3 |
119-273 |
121-147 |
125-279 |
|
| S4 |
115-313 |
117-187 |
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 |
126-220 |
3-060 |
2.5% |
1-114 |
1.1% |
9% |
False |
False |
2,785 |
| 10 |
129-280 |
125-000 |
4-280 |
3.8% |
0-291 |
0.7% |
40% |
False |
False |
1,980 |
| 20 |
129-280 |
123-070 |
6-210 |
5.2% |
0-202 |
0.5% |
56% |
False |
False |
1,288 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-107 |
0.3% |
60% |
False |
False |
656 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-071 |
0.2% |
60% |
False |
False |
437 |
| 80 |
129-280 |
122-110 |
7-170 |
5.9% |
0-056 |
0.1% |
61% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-220 |
|
2.618 |
129-148 |
|
1.618 |
128-228 |
|
1.000 |
128-080 |
|
0.618 |
127-308 |
|
HIGH |
127-160 |
|
0.618 |
127-068 |
|
0.500 |
127-040 |
|
0.382 |
127-012 |
|
LOW |
126-240 |
|
0.618 |
126-092 |
|
1.000 |
126-000 |
|
1.618 |
125-172 |
|
2.618 |
124-252 |
|
4.250 |
123-180 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-040 |
127-035 |
| PP |
127-023 |
127-020 |
| S1 |
127-007 |
127-005 |
|