ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-120 |
126-050 |
-0-070 |
-0.2% |
126-220 |
High |
126-150 |
126-070 |
-0-080 |
-0.2% |
127-160 |
Low |
126-030 |
125-150 |
-0-200 |
-0.5% |
126-050 |
Close |
126-080 |
125-230 |
-0-170 |
-0.4% |
126-110 |
Range |
0-120 |
0-240 |
0-120 |
100.0% |
1-110 |
ATR |
0-196 |
0-200 |
0-004 |
2.0% |
0-000 |
Volume |
817 |
3,387 |
2,570 |
314.6% |
10,696 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-017 |
127-203 |
126-042 |
|
R3 |
127-097 |
126-283 |
125-296 |
|
R2 |
126-177 |
126-177 |
125-274 |
|
R1 |
126-043 |
126-043 |
125-252 |
125-310 |
PP |
125-257 |
125-257 |
125-257 |
125-230 |
S1 |
125-123 |
125-123 |
125-208 |
125-070 |
S2 |
125-017 |
125-017 |
125-186 |
|
S3 |
124-097 |
124-203 |
125-164 |
|
S4 |
123-177 |
123-283 |
125-098 |
|
|
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 |
127-000 |
125-150 |
1-170 |
1.2% |
0-164 |
0.4% |
16% |
False |
True |
1,836 |
10 |
128-200 |
125-150 |
3-050 |
2.5% |
0-214 |
0.5% |
8% |
False |
True |
2,311 |
20 |
129-280 |
123-280 |
6-000 |
4.8% |
0-224 |
0.6% |
31% |
False |
False |
1,707 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-131 |
0.3% |
42% |
False |
False |
940 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-088 |
0.2% |
42% |
False |
False |
627 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-067 |
0.2% |
42% |
False |
False |
470 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-055 |
0.1% |
45% |
False |
False |
376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-130 |
2.618 |
128-058 |
1.618 |
127-138 |
1.000 |
126-310 |
0.618 |
126-218 |
HIGH |
126-070 |
0.618 |
125-298 |
0.500 |
125-270 |
0.382 |
125-242 |
LOW |
125-150 |
0.618 |
125-002 |
1.000 |
124-230 |
1.618 |
124-082 |
2.618 |
123-162 |
4.250 |
122-090 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
125-270 |
126-005 |
PP |
125-257 |
125-293 |
S1 |
125-243 |
125-262 |
|