ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-220 |
126-250 |
0-030 |
0.1% |
126-195 |
High |
126-280 |
127-050 |
0-090 |
0.2% |
127-000 |
Low |
126-165 |
126-220 |
0-055 |
0.1% |
126-085 |
Close |
126-250 |
127-040 |
0-110 |
0.3% |
126-220 |
Range |
0-115 |
0-150 |
0-035 |
30.4% |
0-235 |
ATR |
0-175 |
0-173 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,777,839 |
2,740,779 |
962,940 |
54.2% |
5,728,032 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-127 |
128-073 |
127-122 |
|
R3 |
127-297 |
127-243 |
127-081 |
|
R2 |
127-147 |
127-147 |
127-068 |
|
R1 |
127-093 |
127-093 |
127-054 |
127-120 |
PP |
126-317 |
126-317 |
126-317 |
127-010 |
S1 |
126-263 |
126-263 |
127-026 |
126-290 |
S2 |
126-167 |
126-167 |
127-012 |
|
S3 |
126-017 |
126-113 |
126-319 |
|
S4 |
125-187 |
125-283 |
126-278 |
|
|
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 |
127-050 |
126-085 |
0-285 |
0.7% |
0-134 |
0.3% |
96% |
True |
False |
1,681,886 |
10 |
127-050 |
126-035 |
1-015 |
0.8% |
0-142 |
0.3% |
97% |
True |
False |
1,347,570 |
20 |
127-050 |
125-270 |
1-100 |
1.0% |
0-163 |
0.4% |
98% |
True |
False |
1,228,665 |
40 |
130-170 |
124-220 |
5-270 |
4.6% |
0-216 |
0.5% |
42% |
False |
False |
1,493,387 |
60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-196 |
0.5% |
52% |
False |
False |
1,430,890 |
80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-183 |
0.4% |
52% |
False |
False |
1,162,012 |
100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-174 |
0.4% |
52% |
False |
False |
930,552 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-157 |
0.4% |
57% |
False |
False |
775,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-048 |
2.618 |
128-123 |
1.618 |
127-293 |
1.000 |
127-200 |
0.618 |
127-143 |
HIGH |
127-050 |
0.618 |
126-313 |
0.500 |
126-295 |
0.382 |
126-277 |
LOW |
126-220 |
0.618 |
126-127 |
1.000 |
126-070 |
1.618 |
125-297 |
2.618 |
125-147 |
4.250 |
124-222 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
127-018 |
127-001 |
PP |
126-317 |
126-282 |
S1 |
126-295 |
126-242 |
|