ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
125-280 |
125-220 |
-0-060 |
-0.1% |
126-080 |
High |
126-010 |
125-240 |
-0-090 |
-0.2% |
126-180 |
Low |
125-200 |
125-170 |
-0-030 |
-0.1% |
125-150 |
Close |
125-290 |
125-210 |
-0-080 |
-0.2% |
125-210 |
Range |
0-130 |
0-070 |
-0-060 |
-46.2% |
1-030 |
ATR |
0-195 |
0-189 |
-0-005 |
-2.7% |
0-000 |
Volume |
4,484 |
4,336 |
-148 |
-3.3% |
14,001 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-097 |
126-063 |
125-248 |
|
R3 |
126-027 |
125-313 |
125-229 |
|
R2 |
125-277 |
125-277 |
125-223 |
|
R1 |
125-243 |
125-243 |
125-216 |
125-225 |
PP |
125-207 |
125-207 |
125-207 |
125-198 |
S1 |
125-173 |
125-173 |
125-204 |
125-155 |
S2 |
125-137 |
125-137 |
125-197 |
|
S3 |
125-067 |
125-103 |
125-191 |
|
S4 |
124-317 |
125-033 |
125-172 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-057 |
128-163 |
126-082 |
|
R3 |
128-027 |
127-133 |
125-306 |
|
R2 |
126-317 |
126-317 |
125-274 |
|
R1 |
126-103 |
126-103 |
125-242 |
126-035 |
PP |
125-287 |
125-287 |
125-287 |
125-252 |
S1 |
125-073 |
125-073 |
125-178 |
125-005 |
S2 |
124-257 |
124-257 |
125-146 |
|
S3 |
123-227 |
124-043 |
125-114 |
|
S4 |
122-197 |
123-013 |
125-018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-180 |
125-150 |
1-030 |
0.9% |
0-132 |
0.3% |
17% |
False |
False |
2,800 |
10 |
127-160 |
125-150 |
2-010 |
1.6% |
0-162 |
0.4% |
9% |
False |
False |
2,469 |
20 |
129-280 |
124-080 |
5-200 |
4.5% |
0-222 |
0.6% |
25% |
False |
False |
2,025 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-135 |
0.3% |
42% |
False |
False |
1,160 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-091 |
0.2% |
42% |
False |
False |
774 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-068 |
0.2% |
42% |
False |
False |
580 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-057 |
0.1% |
44% |
False |
False |
465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-218 |
2.618 |
126-103 |
1.618 |
126-033 |
1.000 |
125-310 |
0.618 |
125-283 |
HIGH |
125-240 |
0.618 |
125-213 |
0.500 |
125-205 |
0.382 |
125-197 |
LOW |
125-170 |
0.618 |
125-127 |
1.000 |
125-100 |
1.618 |
125-057 |
2.618 |
124-307 |
4.250 |
124-192 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
125-208 |
125-270 |
PP |
125-207 |
125-250 |
S1 |
125-205 |
125-230 |
|