ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-165 |
126-220 |
0-055 |
0.1% |
126-195 |
High |
126-230 |
126-280 |
0-050 |
0.1% |
127-000 |
Low |
126-115 |
126-165 |
0-050 |
0.1% |
126-085 |
Close |
126-220 |
126-250 |
0-030 |
0.1% |
126-220 |
Range |
0-115 |
0-115 |
0-000 |
0.0% |
0-235 |
ATR |
0-179 |
0-175 |
-0-005 |
-2.6% |
0-000 |
Volume |
1,133,366 |
1,777,839 |
644,473 |
56.9% |
5,728,032 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-257 |
127-208 |
126-313 |
|
R3 |
127-142 |
127-093 |
126-282 |
|
R2 |
127-027 |
127-027 |
126-271 |
|
R1 |
126-298 |
126-298 |
126-261 |
127-002 |
PP |
126-232 |
126-232 |
126-232 |
126-244 |
S1 |
126-183 |
126-183 |
126-239 |
126-208 |
S2 |
126-117 |
126-117 |
126-229 |
|
S3 |
126-002 |
126-068 |
126-218 |
|
S4 |
125-207 |
125-273 |
126-187 |
|
|
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 |
126-280 |
126-085 |
0-195 |
0.5% |
0-121 |
0.3% |
85% |
True |
False |
1,302,403 |
10 |
127-000 |
126-020 |
0-300 |
0.7% |
0-136 |
0.3% |
77% |
False |
False |
1,096,307 |
20 |
127-070 |
125-270 |
1-120 |
1.1% |
0-162 |
0.4% |
68% |
False |
False |
1,150,159 |
40 |
130-170 |
124-160 |
6-010 |
4.8% |
0-215 |
0.5% |
38% |
False |
False |
1,460,246 |
60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-196 |
0.5% |
47% |
False |
False |
1,407,196 |
80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-182 |
0.4% |
47% |
False |
False |
1,127,903 |
100 |
130-170 |
123-050 |
7-120 |
5.8% |
0-174 |
0.4% |
49% |
False |
False |
903,156 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-156 |
0.4% |
52% |
False |
False |
752,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-129 |
2.618 |
127-261 |
1.618 |
127-146 |
1.000 |
127-075 |
0.618 |
127-031 |
HIGH |
126-280 |
0.618 |
126-236 |
0.500 |
126-222 |
0.382 |
126-209 |
LOW |
126-165 |
0.618 |
126-094 |
1.000 |
126-050 |
1.618 |
125-299 |
2.618 |
125-184 |
4.250 |
124-316 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-241 |
126-232 |
PP |
126-232 |
126-213 |
S1 |
126-222 |
126-195 |
|