ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-100 |
126-105 |
0-005 |
0.0% |
126-310 |
High |
126-200 |
126-135 |
-0-065 |
-0.2% |
127-080 |
Low |
126-070 |
126-020 |
-0-050 |
-0.1% |
126-060 |
Close |
126-090 |
126-090 |
0-000 |
0.0% |
126-115 |
Range |
0-130 |
0-115 |
-0-015 |
-11.5% |
1-020 |
ATR |
0-221 |
0-213 |
-0-008 |
-3.4% |
0-000 |
Volume |
1,142,588 |
956,059 |
-186,529 |
-16.3% |
5,995,505 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-107 |
127-053 |
126-153 |
|
R3 |
126-312 |
126-258 |
126-122 |
|
R2 |
126-197 |
126-197 |
126-111 |
|
R1 |
126-143 |
126-143 |
126-101 |
126-112 |
PP |
126-082 |
126-082 |
126-082 |
126-066 |
S1 |
126-028 |
126-028 |
126-079 |
125-318 |
S2 |
125-287 |
125-287 |
126-069 |
|
S3 |
125-172 |
125-233 |
126-058 |
|
S4 |
125-057 |
125-118 |
126-027 |
|
|
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 |
126-245 |
125-305 |
0-260 |
0.6% |
0-155 |
0.4% |
40% |
False |
False |
1,199,383 |
10 |
127-220 |
125-305 |
1-235 |
1.4% |
0-174 |
0.4% |
19% |
False |
False |
1,200,981 |
20 |
130-170 |
125-305 |
4-185 |
3.6% |
0-256 |
0.6% |
7% |
False |
False |
1,591,610 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-212 |
0.5% |
40% |
False |
False |
1,502,216 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-191 |
0.5% |
40% |
False |
False |
1,257,536 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-181 |
0.4% |
40% |
False |
False |
945,373 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-164 |
0.4% |
46% |
False |
False |
756,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-304 |
2.618 |
127-116 |
1.618 |
127-001 |
1.000 |
126-250 |
0.618 |
126-206 |
HIGH |
126-135 |
0.618 |
126-091 |
0.500 |
126-078 |
0.382 |
126-064 |
LOW |
126-020 |
0.618 |
125-269 |
1.000 |
125-225 |
1.618 |
125-154 |
2.618 |
125-039 |
4.250 |
124-171 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-086 |
126-092 |
PP |
126-082 |
126-092 |
S1 |
126-078 |
126-091 |
|