ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-105 |
126-105 |
0-000 |
0.0% |
126-310 |
High |
126-135 |
126-150 |
0-015 |
0.0% |
127-080 |
Low |
126-020 |
125-290 |
-0-050 |
-0.1% |
126-060 |
Close |
126-090 |
126-020 |
-0-070 |
-0.2% |
126-115 |
Range |
0-115 |
0-180 |
0-065 |
56.5% |
1-020 |
ATR |
0-213 |
0-211 |
-0-002 |
-1.1% |
0-000 |
Volume |
956,059 |
1,163,268 |
207,209 |
21.7% |
5,995,505 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-267 |
127-163 |
126-119 |
|
R3 |
127-087 |
126-303 |
126-070 |
|
R2 |
126-227 |
126-227 |
126-053 |
|
R1 |
126-123 |
126-123 |
126-036 |
126-085 |
PP |
126-047 |
126-047 |
126-047 |
126-028 |
S1 |
125-263 |
125-263 |
126-004 |
125-225 |
S2 |
125-187 |
125-187 |
125-307 |
|
S3 |
125-007 |
125-083 |
125-290 |
|
S4 |
124-147 |
124-223 |
125-241 |
|
|
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 |
126-235 |
125-290 |
0-265 |
0.7% |
0-162 |
0.4% |
19% |
False |
True |
1,158,672 |
10 |
127-145 |
125-290 |
1-175 |
1.2% |
0-164 |
0.4% |
10% |
False |
True |
1,175,243 |
20 |
130-170 |
125-290 |
4-200 |
3.7% |
0-256 |
0.6% |
3% |
False |
True |
1,535,293 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-213 |
0.5% |
36% |
False |
False |
1,497,820 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-191 |
0.5% |
36% |
False |
False |
1,276,799 |
80 |
130-170 |
123-130 |
7-040 |
5.7% |
0-183 |
0.5% |
37% |
False |
False |
959,904 |
100 |
130-170 |
122-210 |
7-280 |
6.2% |
0-166 |
0.4% |
43% |
False |
False |
768,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-275 |
2.618 |
127-301 |
1.618 |
127-121 |
1.000 |
127-010 |
0.618 |
126-261 |
HIGH |
126-150 |
0.618 |
126-081 |
0.500 |
126-060 |
0.382 |
126-039 |
LOW |
125-290 |
0.618 |
125-179 |
1.000 |
125-110 |
1.618 |
124-319 |
2.618 |
124-139 |
4.250 |
123-165 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-060 |
126-085 |
PP |
126-047 |
126-063 |
S1 |
126-033 |
126-042 |
|