ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
125-220 |
125-240 |
0-020 |
0.0% |
126-080 |
High |
125-240 |
125-280 |
0-040 |
0.1% |
126-180 |
Low |
125-170 |
125-080 |
-0-090 |
-0.2% |
125-150 |
Close |
125-210 |
125-170 |
-0-040 |
-0.1% |
125-210 |
Range |
0-070 |
0-200 |
0-130 |
185.7% |
1-030 |
ATR |
0-189 |
0-190 |
0-001 |
0.4% |
0-000 |
Volume |
4,336 |
4,296 |
-40 |
-0.9% |
14,001 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-137 |
127-033 |
125-280 |
|
R3 |
126-257 |
126-153 |
125-225 |
|
R2 |
126-057 |
126-057 |
125-207 |
|
R1 |
125-273 |
125-273 |
125-188 |
125-225 |
PP |
125-177 |
125-177 |
125-177 |
125-152 |
S1 |
125-073 |
125-073 |
125-152 |
125-025 |
S2 |
124-297 |
124-297 |
125-133 |
|
S3 |
124-097 |
124-193 |
125-115 |
|
S4 |
123-217 |
123-313 |
125-060 |
|
|
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 |
126-150 |
125-080 |
1-070 |
1.0% |
0-152 |
0.4% |
23% |
False |
True |
3,464 |
10 |
127-160 |
125-080 |
2-080 |
1.8% |
0-163 |
0.4% |
13% |
False |
True |
2,690 |
20 |
129-280 |
124-150 |
5-130 |
4.3% |
0-226 |
0.6% |
20% |
False |
False |
2,218 |
40 |
129-280 |
122-210 |
7-070 |
5.8% |
0-140 |
0.3% |
40% |
False |
False |
1,268 |
60 |
129-280 |
122-210 |
7-070 |
5.8% |
0-094 |
0.2% |
40% |
False |
False |
845 |
80 |
129-280 |
122-210 |
7-070 |
5.8% |
0-071 |
0.2% |
40% |
False |
False |
634 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-059 |
0.1% |
42% |
False |
False |
508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-170 |
2.618 |
127-164 |
1.618 |
126-284 |
1.000 |
126-160 |
0.618 |
126-084 |
HIGH |
125-280 |
0.618 |
125-204 |
0.500 |
125-180 |
0.382 |
125-156 |
LOW |
125-080 |
0.618 |
124-276 |
1.000 |
124-200 |
1.618 |
124-076 |
2.618 |
123-196 |
4.250 |
122-190 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-180 |
125-205 |
PP |
125-177 |
125-193 |
S1 |
125-173 |
125-182 |
|