ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
126-050 |
125-280 |
-0-090 |
-0.2% |
126-220 |
High |
126-070 |
126-010 |
-0-060 |
-0.1% |
127-160 |
Low |
125-150 |
125-200 |
0-050 |
0.1% |
126-050 |
Close |
125-230 |
125-290 |
0-060 |
0.1% |
126-110 |
Range |
0-240 |
0-130 |
-0-110 |
-45.8% |
1-110 |
ATR |
0-200 |
0-195 |
-0-005 |
-2.5% |
0-000 |
Volume |
3,387 |
4,484 |
1,097 |
32.4% |
10,696 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-023 |
126-287 |
126-042 |
|
R3 |
126-213 |
126-157 |
126-006 |
|
R2 |
126-083 |
126-083 |
125-314 |
|
R1 |
126-027 |
126-027 |
125-302 |
126-055 |
PP |
125-273 |
125-273 |
125-273 |
125-288 |
S1 |
125-217 |
125-217 |
125-278 |
125-245 |
S2 |
125-143 |
125-143 |
125-266 |
|
S3 |
125-013 |
125-087 |
125-254 |
|
S4 |
124-203 |
124-277 |
125-218 |
|
|
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 |
126-190 |
125-150 |
1-040 |
0.9% |
0-136 |
0.3% |
39% |
False |
False |
2,433 |
10 |
127-170 |
125-150 |
2-020 |
1.6% |
0-180 |
0.4% |
21% |
False |
False |
2,243 |
20 |
129-280 |
123-280 |
6-000 |
4.8% |
0-226 |
0.6% |
34% |
False |
False |
1,839 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-134 |
0.3% |
45% |
False |
False |
1,052 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-090 |
0.2% |
45% |
False |
False |
701 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-069 |
0.2% |
45% |
False |
False |
526 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-056 |
0.1% |
47% |
False |
False |
421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-242 |
2.618 |
127-030 |
1.618 |
126-220 |
1.000 |
126-140 |
0.618 |
126-090 |
HIGH |
126-010 |
0.618 |
125-280 |
0.500 |
125-265 |
0.382 |
125-250 |
LOW |
125-200 |
0.618 |
125-120 |
1.000 |
125-070 |
1.618 |
124-310 |
2.618 |
124-180 |
4.250 |
123-288 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
125-282 |
125-310 |
PP |
125-273 |
125-303 |
S1 |
125-265 |
125-297 |
|