ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-110 |
-0-100 |
-0.2% |
126-215 |
High |
126-225 |
126-260 |
0-035 |
0.1% |
127-005 |
Low |
126-085 |
126-110 |
0-025 |
0.1% |
126-020 |
Close |
126-125 |
126-180 |
0-055 |
0.1% |
126-220 |
Range |
0-140 |
0-150 |
0-010 |
7.1% |
0-305 |
ATR |
0-187 |
0-184 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,151,241 |
1,606,209 |
454,968 |
39.5% |
4,402,933 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-313 |
127-237 |
126-262 |
|
R3 |
127-163 |
127-087 |
126-221 |
|
R2 |
127-013 |
127-013 |
126-208 |
|
R1 |
126-257 |
126-257 |
126-194 |
126-295 |
PP |
126-183 |
126-183 |
126-183 |
126-202 |
S1 |
126-107 |
126-107 |
126-166 |
126-145 |
S2 |
126-033 |
126-033 |
126-152 |
|
S3 |
125-203 |
125-277 |
126-139 |
|
S4 |
125-053 |
125-127 |
126-098 |
|
|
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 |
126-055 |
0-265 |
0.7% |
0-149 |
0.4% |
47% |
False |
False |
1,153,011 |
10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-166 |
0.4% |
61% |
False |
False |
1,060,278 |
20 |
127-145 |
125-270 |
1-195 |
1.3% |
0-165 |
0.4% |
45% |
False |
False |
1,117,760 |
40 |
130-170 |
124-110 |
6-060 |
4.9% |
0-218 |
0.5% |
36% |
False |
False |
1,458,498 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-195 |
0.5% |
44% |
False |
False |
1,398,480 |
80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-186 |
0.5% |
44% |
False |
False |
1,091,900 |
100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-175 |
0.4% |
48% |
False |
False |
874,143 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-154 |
0.4% |
50% |
False |
False |
728,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-258 |
2.618 |
128-013 |
1.618 |
127-183 |
1.000 |
127-090 |
0.618 |
127-033 |
HIGH |
126-260 |
0.618 |
126-203 |
0.500 |
126-185 |
0.382 |
126-167 |
LOW |
126-110 |
0.618 |
126-017 |
1.000 |
125-280 |
1.618 |
125-187 |
2.618 |
125-037 |
4.250 |
124-112 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-185 |
126-178 |
PP |
126-183 |
126-175 |
S1 |
126-182 |
126-172 |
|