ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-135 |
126-100 |
-0-035 |
-0.1% |
126-310 |
High |
126-200 |
126-200 |
0-000 |
0.0% |
127-080 |
Low |
125-305 |
126-070 |
0-085 |
0.2% |
126-060 |
Close |
126-085 |
126-090 |
0-005 |
0.0% |
126-115 |
Range |
0-215 |
0-130 |
-0-085 |
-39.5% |
1-020 |
ATR |
0-228 |
0-221 |
-0-007 |
-3.1% |
0-000 |
Volume |
1,139,895 |
1,142,588 |
2,693 |
0.2% |
5,995,505 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-190 |
127-110 |
126-162 |
|
R3 |
127-060 |
126-300 |
126-126 |
|
R2 |
126-250 |
126-250 |
126-114 |
|
R1 |
126-170 |
126-170 |
126-102 |
126-145 |
PP |
126-120 |
126-120 |
126-120 |
126-108 |
S1 |
126-040 |
126-040 |
126-078 |
126-015 |
S2 |
125-310 |
125-310 |
126-066 |
|
S3 |
125-180 |
125-230 |
126-054 |
|
S4 |
125-050 |
125-100 |
126-018 |
|
|
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 |
127-005 |
125-305 |
1-020 |
0.8% |
0-185 |
0.5% |
31% |
False |
False |
1,239,843 |
10 |
127-280 |
125-305 |
1-295 |
1.5% |
0-183 |
0.5% |
17% |
False |
False |
1,235,961 |
20 |
130-170 |
125-255 |
4-235 |
3.7% |
0-263 |
0.7% |
10% |
False |
False |
1,658,266 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-211 |
0.5% |
40% |
False |
False |
1,509,700 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-192 |
0.5% |
40% |
False |
False |
1,241,824 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-182 |
0.4% |
40% |
False |
False |
933,426 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-163 |
0.4% |
46% |
False |
False |
747,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-112 |
2.618 |
127-220 |
1.618 |
127-090 |
1.000 |
127-010 |
0.618 |
126-280 |
HIGH |
126-200 |
0.618 |
126-150 |
0.500 |
126-135 |
0.382 |
126-120 |
LOW |
126-070 |
0.618 |
125-310 |
1.000 |
125-260 |
1.618 |
125-180 |
2.618 |
125-050 |
4.250 |
124-158 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-135 |
126-110 |
PP |
126-120 |
126-103 |
S1 |
126-105 |
126-097 |
|