ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-150 |
126-080 |
-0-070 |
-0.2% |
126-220 |
High |
126-190 |
126-180 |
-0-010 |
0.0% |
127-160 |
Low |
126-100 |
126-080 |
-0-020 |
0.0% |
126-050 |
Close |
126-110 |
126-140 |
0-030 |
0.1% |
126-110 |
Range |
0-090 |
0-100 |
0-010 |
11.1% |
1-110 |
ATR |
0-209 |
0-201 |
-0-008 |
-3.7% |
0-000 |
Volume |
2,504 |
977 |
-1,527 |
-61.0% |
10,696 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-113 |
127-067 |
126-195 |
|
R3 |
127-013 |
126-287 |
126-168 |
|
R2 |
126-233 |
126-233 |
126-158 |
|
R1 |
126-187 |
126-187 |
126-149 |
126-210 |
PP |
126-133 |
126-133 |
126-133 |
126-145 |
S1 |
126-087 |
126-087 |
126-131 |
126-110 |
S2 |
126-033 |
126-033 |
126-122 |
|
S3 |
125-253 |
125-307 |
126-112 |
|
S4 |
125-153 |
125-207 |
126-085 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-223 |
129-277 |
127-026 |
|
R3 |
129-113 |
128-167 |
126-228 |
|
R2 |
128-003 |
128-003 |
126-189 |
|
R1 |
127-057 |
127-057 |
126-149 |
126-295 |
PP |
126-213 |
126-213 |
126-213 |
126-172 |
S1 |
125-267 |
125-267 |
126-071 |
125-185 |
S2 |
125-103 |
125-103 |
126-031 |
|
S3 |
123-313 |
124-157 |
125-312 |
|
S4 |
122-203 |
123-047 |
125-194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-160 |
126-050 |
1-110 |
1.1% |
0-174 |
0.4% |
21% |
False |
False |
1,916 |
10 |
129-280 |
126-050 |
3-230 |
2.9% |
0-292 |
0.7% |
8% |
False |
False |
2,126 |
20 |
129-280 |
123-190 |
6-090 |
5.0% |
0-217 |
0.5% |
45% |
False |
False |
1,504 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-122 |
0.3% |
52% |
False |
False |
835 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-082 |
0.2% |
52% |
False |
False |
557 |
80 |
129-280 |
122-170 |
7-110 |
5.8% |
0-062 |
0.2% |
53% |
False |
False |
418 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-051 |
0.1% |
54% |
False |
False |
334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-285 |
2.618 |
127-122 |
1.618 |
127-022 |
1.000 |
126-280 |
0.618 |
126-242 |
HIGH |
126-180 |
0.618 |
126-142 |
0.500 |
126-130 |
0.382 |
126-118 |
LOW |
126-080 |
0.618 |
126-018 |
1.000 |
125-300 |
1.618 |
125-238 |
2.618 |
125-138 |
4.250 |
124-295 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-137 |
126-185 |
PP |
126-133 |
126-170 |
S1 |
126-130 |
126-155 |
|