ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-285 |
126-175 |
-0-110 |
-0.3% |
127-200 |
High |
127-005 |
126-245 |
-0-080 |
-0.2% |
128-085 |
Low |
126-060 |
126-100 |
0-040 |
0.1% |
126-260 |
Close |
126-145 |
126-200 |
0-055 |
0.1% |
127-010 |
Range |
0-265 |
0-145 |
-0-120 |
-45.3% |
1-145 |
ATR |
0-240 |
0-233 |
-0-007 |
-2.8% |
0-000 |
Volume |
1,158,359 |
1,366,825 |
208,466 |
18.0% |
6,973,824 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-297 |
127-233 |
126-280 |
|
R3 |
127-152 |
127-088 |
126-240 |
|
R2 |
127-007 |
127-007 |
126-227 |
|
R1 |
126-263 |
126-263 |
126-213 |
126-295 |
PP |
126-182 |
126-182 |
126-182 |
126-198 |
S1 |
126-118 |
126-118 |
126-187 |
126-150 |
S2 |
126-037 |
126-037 |
126-173 |
|
S3 |
125-212 |
125-293 |
126-160 |
|
S4 |
125-067 |
125-148 |
126-120 |
|
|
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 |
127-145 |
126-060 |
1-085 |
1.0% |
0-166 |
0.4% |
35% |
False |
False |
1,191,814 |
10 |
128-105 |
126-060 |
2-045 |
1.7% |
0-205 |
0.5% |
20% |
False |
False |
1,354,528 |
20 |
130-170 |
124-260 |
5-230 |
4.5% |
0-267 |
0.7% |
32% |
False |
False |
1,697,675 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-212 |
0.5% |
44% |
False |
False |
1,519,572 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-192 |
0.5% |
44% |
False |
False |
1,181,570 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-178 |
0.4% |
45% |
False |
False |
887,535 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-160 |
0.4% |
50% |
False |
False |
710,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-221 |
2.618 |
127-305 |
1.618 |
127-160 |
1.000 |
127-070 |
0.618 |
127-015 |
HIGH |
126-245 |
0.618 |
126-190 |
0.500 |
126-172 |
0.382 |
126-155 |
LOW |
126-100 |
0.618 |
126-010 |
1.000 |
125-275 |
1.618 |
125-185 |
2.618 |
125-040 |
4.250 |
124-124 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-191 |
126-225 |
PP |
126-182 |
126-217 |
S1 |
126-172 |
126-208 |
|