ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
125-200 |
125-220 |
0-020 |
0.0% |
126-080 |
High |
125-280 |
125-220 |
-0-060 |
-0.1% |
126-180 |
Low |
125-170 |
125-110 |
-0-060 |
-0.1% |
125-150 |
Close |
125-180 |
125-180 |
0-000 |
0.0% |
125-210 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
1-030 |
ATR |
0-184 |
0-179 |
-0-005 |
-2.9% |
0-000 |
Volume |
3,663 |
5,218 |
1,555 |
42.5% |
14,001 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-180 |
126-130 |
125-240 |
|
R3 |
126-070 |
126-020 |
125-210 |
|
R2 |
125-280 |
125-280 |
125-200 |
|
R1 |
125-230 |
125-230 |
125-190 |
125-200 |
PP |
125-170 |
125-170 |
125-170 |
125-155 |
S1 |
125-120 |
125-120 |
125-170 |
125-090 |
S2 |
125-060 |
125-060 |
125-160 |
|
S3 |
124-270 |
125-010 |
125-150 |
|
S4 |
124-160 |
124-220 |
125-120 |
|
|
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 |
126-010 |
125-080 |
0-250 |
0.6% |
0-124 |
0.3% |
40% |
False |
False |
4,399 |
10 |
127-000 |
125-080 |
1-240 |
1.4% |
0-144 |
0.4% |
18% |
False |
False |
3,117 |
20 |
129-280 |
125-080 |
4-200 |
3.7% |
0-218 |
0.5% |
7% |
False |
False |
2,563 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-146 |
0.4% |
40% |
False |
False |
1,489 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-098 |
0.2% |
40% |
False |
False |
993 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-074 |
0.2% |
40% |
False |
False |
745 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-061 |
0.2% |
43% |
False |
False |
596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-048 |
2.618 |
126-188 |
1.618 |
126-078 |
1.000 |
126-010 |
0.618 |
125-288 |
HIGH |
125-220 |
0.618 |
125-178 |
0.500 |
125-165 |
0.382 |
125-152 |
LOW |
125-110 |
0.618 |
125-042 |
1.000 |
125-000 |
1.618 |
124-252 |
2.618 |
124-142 |
4.250 |
123-282 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-175 |
125-180 |
PP |
125-170 |
125-180 |
S1 |
125-165 |
125-180 |
|