ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-175 |
126-200 |
0-025 |
0.1% |
126-310 |
High |
126-245 |
126-235 |
-0-010 |
0.0% |
127-080 |
Low |
126-100 |
126-065 |
-0-035 |
-0.1% |
126-060 |
Close |
126-200 |
126-115 |
-0-085 |
-0.2% |
126-115 |
Range |
0-145 |
0-170 |
0-025 |
17.2% |
1-020 |
ATR |
0-233 |
0-229 |
-0-005 |
-1.9% |
0-000 |
Volume |
1,366,825 |
1,391,551 |
24,726 |
1.8% |
5,995,505 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-008 |
127-232 |
126-208 |
|
R3 |
127-158 |
127-062 |
126-162 |
|
R2 |
126-308 |
126-308 |
126-146 |
|
R1 |
126-212 |
126-212 |
126-131 |
126-175 |
PP |
126-138 |
126-138 |
126-138 |
126-120 |
S1 |
126-042 |
126-042 |
126-099 |
126-005 |
S2 |
125-288 |
125-288 |
126-084 |
|
S3 |
125-118 |
125-192 |
126-068 |
|
S4 |
124-268 |
125-022 |
126-022 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-252 |
129-043 |
126-302 |
|
R3 |
128-232 |
128-023 |
126-208 |
|
R2 |
127-212 |
127-212 |
126-177 |
|
R1 |
127-003 |
127-003 |
126-146 |
126-258 |
PP |
126-192 |
126-192 |
126-192 |
126-159 |
S1 |
125-303 |
125-303 |
126-084 |
125-238 |
S2 |
125-172 |
125-172 |
126-053 |
|
S3 |
124-152 |
124-283 |
126-022 |
|
S4 |
123-132 |
123-263 |
125-248 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-080 |
126-060 |
1-020 |
0.8% |
0-171 |
0.4% |
16% |
False |
False |
1,199,101 |
10 |
128-085 |
126-060 |
2-025 |
1.6% |
0-194 |
0.5% |
8% |
False |
False |
1,296,932 |
20 |
130-170 |
125-035 |
5-135 |
4.3% |
0-266 |
0.7% |
23% |
False |
False |
1,678,267 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-210 |
0.5% |
41% |
False |
False |
1,512,584 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-191 |
0.5% |
41% |
False |
False |
1,204,659 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-178 |
0.4% |
41% |
False |
False |
904,921 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-161 |
0.4% |
47% |
False |
False |
724,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-318 |
2.618 |
128-040 |
1.618 |
127-190 |
1.000 |
127-085 |
0.618 |
127-020 |
HIGH |
126-235 |
0.618 |
126-170 |
0.500 |
126-150 |
0.382 |
126-130 |
LOW |
126-065 |
0.618 |
125-280 |
1.000 |
125-215 |
1.618 |
125-110 |
2.618 |
124-260 |
4.250 |
123-302 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-150 |
126-192 |
PP |
126-138 |
126-167 |
S1 |
126-127 |
126-141 |
|