ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
127-020 |
126-290 |
-0-050 |
-0.1% |
126-000 |
| High |
127-160 |
127-020 |
-0-140 |
-0.3% |
129-280 |
| Low |
126-240 |
126-170 |
-0-070 |
-0.2% |
126-000 |
| Close |
126-310 |
126-240 |
-0-070 |
-0.2% |
126-300 |
| Range |
0-240 |
0-170 |
-0-070 |
-29.2% |
3-280 |
| ATR |
0-218 |
0-214 |
-0-003 |
-1.6% |
0-000 |
| Volume |
2,419 |
2,186 |
-233 |
-9.6% |
11,215 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-120 |
128-030 |
127-014 |
|
| R3 |
127-270 |
127-180 |
126-287 |
|
| R2 |
127-100 |
127-100 |
126-271 |
|
| R1 |
127-010 |
127-010 |
126-256 |
126-290 |
| PP |
126-250 |
126-250 |
126-250 |
126-230 |
| S1 |
126-160 |
126-160 |
126-224 |
126-120 |
| S2 |
126-080 |
126-080 |
126-209 |
|
| S3 |
125-230 |
125-310 |
126-193 |
|
| S4 |
125-060 |
125-140 |
126-146 |
|
|
| 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 |
128-200 |
126-170 |
2-030 |
1.7% |
0-264 |
0.7% |
10% |
False |
True |
2,787 |
| 10 |
129-280 |
125-150 |
4-130 |
3.5% |
0-291 |
0.7% |
29% |
False |
False |
2,008 |
| 20 |
129-280 |
123-110 |
6-170 |
5.2% |
0-206 |
0.5% |
52% |
False |
False |
1,396 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-111 |
0.3% |
57% |
False |
False |
710 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-074 |
0.2% |
57% |
False |
False |
474 |
| 80 |
129-280 |
122-110 |
7-170 |
5.9% |
0-058 |
0.1% |
59% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-102 |
|
2.618 |
128-145 |
|
1.618 |
127-295 |
|
1.000 |
127-190 |
|
0.618 |
127-125 |
|
HIGH |
127-020 |
|
0.618 |
126-275 |
|
0.500 |
126-255 |
|
0.382 |
126-235 |
|
LOW |
126-170 |
|
0.618 |
126-065 |
|
1.000 |
126-000 |
|
1.618 |
125-215 |
|
2.618 |
125-045 |
|
4.250 |
124-088 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-255 |
127-005 |
| PP |
126-250 |
126-297 |
| S1 |
126-245 |
126-268 |
|