ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-200 |
126-135 |
-0-065 |
-0.2% |
126-310 |
High |
126-235 |
126-200 |
-0-035 |
-0.1% |
127-080 |
Low |
126-065 |
125-305 |
-0-080 |
-0.2% |
126-060 |
Close |
126-115 |
126-085 |
-0-030 |
-0.1% |
126-115 |
Range |
0-170 |
0-215 |
0-045 |
26.5% |
1-020 |
ATR |
0-229 |
0-228 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,391,551 |
1,139,895 |
-251,656 |
-18.1% |
5,995,505 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-095 |
127-305 |
126-203 |
|
R3 |
127-200 |
127-090 |
126-144 |
|
R2 |
126-305 |
126-305 |
126-124 |
|
R1 |
126-195 |
126-195 |
126-105 |
126-142 |
PP |
126-090 |
126-090 |
126-090 |
126-064 |
S1 |
125-300 |
125-300 |
126-065 |
125-248 |
S2 |
125-195 |
125-195 |
126-046 |
|
S3 |
124-300 |
125-085 |
126-026 |
|
S4 |
124-085 |
124-190 |
125-287 |
|
|
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 |
127-070 |
125-305 |
1-085 |
1.0% |
0-185 |
0.5% |
25% |
False |
True |
1,245,455 |
10 |
128-085 |
125-305 |
2-100 |
1.8% |
0-196 |
0.5% |
14% |
False |
True |
1,270,445 |
20 |
130-170 |
125-115 |
5-055 |
4.1% |
0-269 |
0.7% |
18% |
False |
False |
1,679,578 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-211 |
0.5% |
39% |
False |
False |
1,512,963 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-191 |
0.5% |
39% |
False |
False |
1,223,287 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-181 |
0.4% |
40% |
False |
False |
919,145 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-162 |
0.4% |
46% |
False |
False |
735,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-154 |
2.618 |
128-123 |
1.618 |
127-228 |
1.000 |
127-095 |
0.618 |
127-013 |
HIGH |
126-200 |
0.618 |
126-118 |
0.500 |
126-092 |
0.382 |
126-067 |
LOW |
125-305 |
0.618 |
125-172 |
1.000 |
125-090 |
1.618 |
124-277 |
2.618 |
124-062 |
4.250 |
123-031 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-092 |
126-115 |
PP |
126-090 |
126-105 |
S1 |
126-088 |
126-095 |
|