ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
127-030 |
126-285 |
-0-065 |
-0.2% |
127-200 |
High |
127-070 |
127-005 |
-0-065 |
-0.2% |
128-085 |
Low |
126-260 |
126-060 |
-0-200 |
-0.5% |
126-260 |
Close |
126-305 |
126-145 |
-0-160 |
-0.4% |
127-010 |
Range |
0-130 |
0-265 |
0-135 |
103.8% |
1-145 |
ATR |
0-238 |
0-240 |
0-002 |
0.8% |
0-000 |
Volume |
1,170,647 |
1,158,359 |
-12,288 |
-1.0% |
6,973,824 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-012 |
128-183 |
126-291 |
|
R3 |
128-067 |
127-238 |
126-218 |
|
R2 |
127-122 |
127-122 |
126-194 |
|
R1 |
126-293 |
126-293 |
126-169 |
126-235 |
PP |
126-177 |
126-177 |
126-177 |
126-148 |
S1 |
126-028 |
126-028 |
126-121 |
125-290 |
S2 |
125-232 |
125-232 |
126-096 |
|
S3 |
124-287 |
125-083 |
126-072 |
|
S4 |
124-022 |
124-138 |
125-319 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-233 |
130-267 |
127-266 |
|
R3 |
130-088 |
129-122 |
127-138 |
|
R2 |
128-263 |
128-263 |
127-095 |
|
R1 |
127-297 |
127-297 |
127-053 |
127-208 |
PP |
127-118 |
127-118 |
127-118 |
127-074 |
S1 |
126-152 |
126-152 |
126-287 |
126-062 |
S2 |
125-293 |
125-293 |
126-245 |
|
S3 |
124-148 |
125-007 |
126-202 |
|
S4 |
123-003 |
123-182 |
126-074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-220 |
126-060 |
1-160 |
1.2% |
0-193 |
0.5% |
18% |
False |
True |
1,202,578 |
10 |
129-180 |
126-060 |
3-120 |
2.7% |
0-248 |
0.6% |
8% |
False |
True |
1,537,850 |
20 |
130-170 |
124-260 |
5-230 |
4.5% |
0-267 |
0.7% |
29% |
False |
False |
1,717,915 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-214 |
0.5% |
42% |
False |
False |
1,527,131 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-192 |
0.5% |
42% |
False |
False |
1,158,981 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-178 |
0.4% |
43% |
False |
False |
870,483 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-158 |
0.4% |
48% |
False |
False |
696,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-171 |
2.618 |
129-059 |
1.618 |
128-114 |
1.000 |
127-270 |
0.618 |
127-169 |
HIGH |
127-005 |
0.618 |
126-224 |
0.500 |
126-192 |
0.382 |
126-161 |
LOW |
126-060 |
0.618 |
125-216 |
1.000 |
125-115 |
1.618 |
124-271 |
2.618 |
124-006 |
4.250 |
122-214 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-192 |
126-230 |
PP |
126-177 |
126-202 |
S1 |
126-161 |
126-173 |
|