ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-070 |
126-165 |
0-095 |
0.2% |
126-215 |
High |
126-175 |
126-240 |
0-065 |
0.2% |
127-005 |
Low |
126-050 |
126-055 |
0-005 |
0.0% |
126-020 |
Close |
126-155 |
126-220 |
0-065 |
0.2% |
126-220 |
Range |
0-125 |
0-185 |
0-060 |
48.0% |
0-305 |
ATR |
0-200 |
0-199 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,046,815 |
1,170,390 |
123,575 |
11.8% |
4,402,933 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-087 |
128-018 |
127-002 |
|
R3 |
127-222 |
127-153 |
126-271 |
|
R2 |
127-037 |
127-037 |
126-254 |
|
R1 |
126-288 |
126-288 |
126-237 |
127-002 |
PP |
126-172 |
126-172 |
126-172 |
126-189 |
S1 |
126-103 |
126-103 |
126-203 |
126-138 |
S2 |
125-307 |
125-307 |
126-186 |
|
S3 |
125-122 |
125-238 |
126-169 |
|
S4 |
124-257 |
125-053 |
126-118 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-143 |
129-007 |
127-068 |
|
R3 |
128-158 |
128-022 |
126-304 |
|
R2 |
127-173 |
127-173 |
126-276 |
|
R1 |
127-037 |
127-037 |
126-248 |
127-105 |
PP |
126-188 |
126-188 |
126-188 |
126-222 |
S1 |
126-052 |
126-052 |
126-192 |
126-120 |
S2 |
125-203 |
125-203 |
126-164 |
|
S3 |
124-218 |
125-067 |
126-136 |
|
S4 |
123-233 |
124-082 |
126-052 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-005 |
126-020 |
0-305 |
0.8% |
0-162 |
0.4% |
66% |
False |
False |
880,586 |
10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-174 |
0.4% |
72% |
False |
False |
1,040,992 |
20 |
128-085 |
125-270 |
2-135 |
1.9% |
0-184 |
0.5% |
35% |
False |
False |
1,168,962 |
40 |
130-170 |
124-010 |
6-160 |
5.1% |
0-217 |
0.5% |
41% |
False |
False |
1,454,006 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-194 |
0.5% |
45% |
False |
False |
1,372,499 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-187 |
0.5% |
46% |
False |
False |
1,034,780 |
100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-171 |
0.4% |
49% |
False |
False |
828,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-066 |
2.618 |
128-084 |
1.618 |
127-219 |
1.000 |
127-105 |
0.618 |
127-034 |
HIGH |
126-240 |
0.618 |
126-169 |
0.500 |
126-148 |
0.382 |
126-126 |
LOW |
126-055 |
0.618 |
125-261 |
1.000 |
125-190 |
1.618 |
125-076 |
2.618 |
124-211 |
4.250 |
123-229 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-196 |
126-192 |
PP |
126-172 |
126-165 |
S1 |
126-148 |
126-138 |
|