ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-110 |
126-165 |
0-055 |
0.1% |
126-195 |
High |
126-260 |
126-230 |
-0-030 |
-0.1% |
127-000 |
Low |
126-110 |
126-115 |
0-005 |
0.0% |
126-085 |
Close |
126-180 |
126-220 |
0-040 |
0.1% |
126-220 |
Range |
0-150 |
0-115 |
-0-035 |
-23.3% |
0-235 |
ATR |
0-184 |
0-179 |
-0-005 |
-2.7% |
0-000 |
Volume |
1,606,209 |
1,133,366 |
-472,843 |
-29.4% |
5,728,032 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-213 |
127-172 |
126-283 |
|
R3 |
127-098 |
127-057 |
126-252 |
|
R2 |
126-303 |
126-303 |
126-241 |
|
R1 |
126-262 |
126-262 |
126-231 |
126-282 |
PP |
126-188 |
126-188 |
126-188 |
126-199 |
S1 |
126-147 |
126-147 |
126-209 |
126-168 |
S2 |
126-073 |
126-073 |
126-199 |
|
S3 |
125-278 |
126-032 |
126-188 |
|
S4 |
125-163 |
125-237 |
126-157 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-273 |
128-162 |
127-029 |
|
R3 |
128-038 |
127-247 |
126-285 |
|
R2 |
127-123 |
127-123 |
126-263 |
|
R1 |
127-012 |
127-012 |
126-242 |
127-068 |
PP |
126-208 |
126-208 |
126-208 |
126-236 |
S1 |
126-097 |
126-097 |
126-198 |
126-152 |
S2 |
125-293 |
125-293 |
126-177 |
|
S3 |
125-058 |
125-182 |
126-155 |
|
S4 |
124-143 |
124-267 |
126-091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-000 |
126-085 |
0-235 |
0.6% |
0-135 |
0.3% |
57% |
False |
False |
1,145,606 |
10 |
127-005 |
126-020 |
0-305 |
0.8% |
0-148 |
0.4% |
66% |
False |
False |
1,013,096 |
20 |
127-080 |
125-270 |
1-130 |
1.1% |
0-164 |
0.4% |
60% |
False |
False |
1,106,673 |
40 |
130-170 |
124-125 |
6-045 |
4.8% |
0-216 |
0.5% |
37% |
False |
False |
1,444,743 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-196 |
0.5% |
45% |
False |
False |
1,395,869 |
80 |
130-170 |
123-160 |
7-010 |
5.6% |
0-185 |
0.5% |
45% |
False |
False |
1,105,893 |
100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-175 |
0.4% |
49% |
False |
False |
885,429 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-155 |
0.4% |
51% |
False |
False |
737,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-079 |
2.618 |
127-211 |
1.618 |
127-096 |
1.000 |
127-025 |
0.618 |
126-301 |
HIGH |
126-230 |
0.618 |
126-186 |
0.500 |
126-172 |
0.382 |
126-159 |
LOW |
126-115 |
0.618 |
126-044 |
1.000 |
126-000 |
1.618 |
125-249 |
2.618 |
125-134 |
4.250 |
124-266 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-204 |
126-204 |
PP |
126-188 |
126-188 |
S1 |
126-172 |
126-172 |
|