ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-195 |
126-160 |
-0-035 |
-0.1% |
126-215 |
High |
127-000 |
126-235 |
-0-085 |
-0.2% |
127-005 |
Low |
126-135 |
126-150 |
0-015 |
0.0% |
126-020 |
Close |
126-150 |
126-205 |
0-055 |
0.1% |
126-220 |
Range |
0-185 |
0-085 |
-0-100 |
-54.1% |
0-305 |
ATR |
0-198 |
0-190 |
-0-008 |
-4.1% |
0-000 |
Volume |
993,852 |
843,364 |
-150,488 |
-15.1% |
4,402,933 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-132 |
127-093 |
126-252 |
|
R3 |
127-047 |
127-008 |
126-228 |
|
R2 |
126-282 |
126-282 |
126-221 |
|
R1 |
126-243 |
126-243 |
126-213 |
126-262 |
PP |
126-197 |
126-197 |
126-197 |
126-206 |
S1 |
126-158 |
126-158 |
126-197 |
126-178 |
S2 |
126-112 |
126-112 |
126-189 |
|
S3 |
126-027 |
126-073 |
126-182 |
|
S4 |
125-262 |
125-308 |
126-158 |
|
|
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 |
127-000 |
126-035 |
0-285 |
0.7% |
0-149 |
0.4% |
60% |
False |
False |
1,013,254 |
10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-166 |
0.4% |
68% |
False |
False |
996,466 |
20 |
127-280 |
125-270 |
2-010 |
1.6% |
0-175 |
0.4% |
39% |
False |
False |
1,116,213 |
40 |
130-170 |
124-080 |
6-090 |
5.0% |
0-218 |
0.5% |
38% |
False |
False |
1,450,979 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-194 |
0.5% |
45% |
False |
False |
1,398,937 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-188 |
0.5% |
45% |
False |
False |
1,057,565 |
100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-173 |
0.4% |
49% |
False |
False |
846,627 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-151 |
0.4% |
51% |
False |
False |
705,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-276 |
2.618 |
127-138 |
1.618 |
127-053 |
1.000 |
127-000 |
0.618 |
126-288 |
HIGH |
126-235 |
0.618 |
126-203 |
0.500 |
126-192 |
0.382 |
126-182 |
LOW |
126-150 |
0.618 |
126-097 |
1.000 |
126-065 |
1.618 |
126-012 |
2.618 |
125-247 |
4.250 |
125-109 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-201 |
126-199 |
PP |
126-197 |
126-193 |
S1 |
126-192 |
126-188 |
|