ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-085 |
126-060 |
-0-025 |
-0.1% |
126-135 |
High |
126-110 |
126-200 |
0-090 |
0.2% |
126-240 |
Low |
126-020 |
126-035 |
0-015 |
0.0% |
125-270 |
Close |
126-035 |
126-105 |
0-070 |
0.2% |
126-210 |
Range |
0-090 |
0-165 |
0-075 |
83.3% |
0-290 |
ATR |
0-209 |
0-206 |
-0-003 |
-1.5% |
0-000 |
Volume |
228,153 |
1,011,849 |
783,696 |
343.5% |
6,006,996 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-288 |
127-202 |
126-196 |
|
R3 |
127-123 |
127-037 |
126-150 |
|
R2 |
126-278 |
126-278 |
126-135 |
|
R1 |
126-192 |
126-192 |
126-120 |
126-235 |
PP |
126-113 |
126-113 |
126-113 |
126-135 |
S1 |
126-027 |
126-027 |
126-090 |
126-070 |
S2 |
125-268 |
125-268 |
126-075 |
|
S3 |
125-103 |
125-182 |
126-060 |
|
S4 |
124-258 |
125-017 |
126-014 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-043 |
128-257 |
127-050 |
|
R3 |
128-073 |
127-287 |
126-290 |
|
R2 |
127-103 |
127-103 |
126-263 |
|
R1 |
126-317 |
126-317 |
126-237 |
127-050 |
PP |
126-133 |
126-133 |
126-133 |
126-160 |
S1 |
126-027 |
126-027 |
126-183 |
126-080 |
S2 |
125-163 |
125-163 |
126-157 |
|
S3 |
124-193 |
125-057 |
126-130 |
|
S4 |
123-223 |
124-087 |
126-050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-005 |
125-270 |
1-055 |
0.9% |
0-194 |
0.5% |
41% |
False |
False |
990,836 |
10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-174 |
0.4% |
41% |
False |
False |
1,095,110 |
20 |
129-180 |
125-270 |
3-230 |
2.9% |
0-211 |
0.5% |
13% |
False |
False |
1,316,480 |
40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-217 |
0.5% |
40% |
False |
False |
1,460,837 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-193 |
0.5% |
40% |
False |
False |
1,338,029 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-186 |
0.5% |
41% |
False |
False |
1,007,202 |
100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-170 |
0.4% |
45% |
False |
False |
806,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-261 |
2.618 |
127-312 |
1.618 |
127-147 |
1.000 |
127-045 |
0.618 |
126-302 |
HIGH |
126-200 |
0.618 |
126-137 |
0.500 |
126-118 |
0.382 |
126-098 |
LOW |
126-035 |
0.618 |
125-253 |
1.000 |
125-190 |
1.618 |
125-088 |
2.618 |
124-243 |
4.250 |
123-294 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-118 |
126-172 |
PP |
126-113 |
126-150 |
S1 |
126-109 |
126-128 |
|