ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-120 |
0-040 |
0.1% |
126-220 |
High |
126-180 |
126-150 |
-0-030 |
-0.1% |
127-160 |
Low |
126-080 |
126-030 |
-0-050 |
-0.1% |
126-050 |
Close |
126-140 |
126-080 |
-0-060 |
-0.1% |
126-110 |
Range |
0-100 |
0-120 |
0-020 |
20.0% |
1-110 |
ATR |
0-201 |
0-196 |
-0-006 |
-2.9% |
0-000 |
Volume |
977 |
817 |
-160 |
-16.4% |
10,696 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-127 |
127-063 |
126-146 |
|
R3 |
127-007 |
126-263 |
126-113 |
|
R2 |
126-207 |
126-207 |
126-102 |
|
R1 |
126-143 |
126-143 |
126-091 |
126-115 |
PP |
126-087 |
126-087 |
126-087 |
126-072 |
S1 |
126-023 |
126-023 |
126-069 |
125-315 |
S2 |
125-287 |
125-287 |
126-058 |
|
S3 |
125-167 |
125-223 |
126-047 |
|
S4 |
125-047 |
125-103 |
126-014 |
|
|
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 |
127-020 |
126-030 |
0-310 |
0.8% |
0-150 |
0.4% |
16% |
False |
True |
1,596 |
10 |
129-280 |
126-030 |
3-250 |
3.0% |
0-292 |
0.7% |
4% |
False |
True |
2,190 |
20 |
129-280 |
123-280 |
6-000 |
4.8% |
0-223 |
0.6% |
40% |
False |
False |
1,545 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-125 |
0.3% |
50% |
False |
False |
855 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-084 |
0.2% |
50% |
False |
False |
570 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-064 |
0.2% |
50% |
False |
False |
428 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-053 |
0.1% |
52% |
False |
False |
343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-020 |
2.618 |
127-144 |
1.618 |
127-024 |
1.000 |
126-270 |
0.618 |
126-224 |
HIGH |
126-150 |
0.618 |
126-104 |
0.500 |
126-090 |
0.382 |
126-076 |
LOW |
126-030 |
0.618 |
125-276 |
1.000 |
125-230 |
1.618 |
125-156 |
2.618 |
125-036 |
4.250 |
124-160 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
126-090 |
126-110 |
PP |
126-087 |
126-100 |
S1 |
126-083 |
126-090 |
|