ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
125-190 |
125-080 |
-0-110 |
-0.3% |
125-240 |
High |
125-230 |
125-310 |
0-080 |
0.2% |
125-310 |
Low |
125-090 |
125-050 |
-0-040 |
-0.1% |
125-050 |
Close |
125-110 |
125-300 |
0-190 |
0.5% |
125-300 |
Range |
0-140 |
0-260 |
0-120 |
85.7% |
0-260 |
ATR |
0-176 |
0-182 |
0-006 |
3.4% |
0-000 |
Volume |
5,517 |
12,465 |
6,948 |
125.9% |
31,159 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-040 |
127-270 |
126-123 |
|
R3 |
127-100 |
127-010 |
126-052 |
|
R2 |
126-160 |
126-160 |
126-028 |
|
R1 |
126-070 |
126-070 |
126-004 |
126-115 |
PP |
125-220 |
125-220 |
125-220 |
125-242 |
S1 |
125-130 |
125-130 |
125-276 |
125-175 |
S2 |
124-280 |
124-280 |
125-252 |
|
S3 |
124-020 |
124-190 |
125-228 |
|
S4 |
123-080 |
123-250 |
125-157 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-040 |
127-270 |
126-123 |
|
R3 |
127-100 |
127-010 |
126-052 |
|
R2 |
126-160 |
126-160 |
126-028 |
|
R1 |
126-070 |
126-070 |
126-004 |
126-115 |
PP |
125-220 |
125-220 |
125-220 |
125-242 |
S1 |
125-130 |
125-130 |
125-276 |
125-175 |
S2 |
124-280 |
124-280 |
125-252 |
|
S3 |
124-020 |
124-190 |
125-228 |
|
S4 |
123-080 |
123-250 |
125-157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-310 |
125-050 |
0-260 |
0.6% |
0-164 |
0.4% |
96% |
True |
True |
6,231 |
10 |
126-180 |
125-050 |
1-130 |
1.1% |
0-148 |
0.4% |
56% |
False |
True |
4,516 |
20 |
129-280 |
125-050 |
4-230 |
3.7% |
0-225 |
0.6% |
17% |
False |
True |
3,353 |
40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-156 |
0.4% |
45% |
False |
False |
1,938 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-105 |
0.3% |
45% |
False |
False |
1,293 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-079 |
0.2% |
45% |
False |
False |
970 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-065 |
0.2% |
48% |
False |
False |
776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-135 |
2.618 |
128-031 |
1.618 |
127-091 |
1.000 |
126-250 |
0.618 |
126-151 |
HIGH |
125-310 |
0.618 |
125-211 |
0.500 |
125-180 |
0.382 |
125-149 |
LOW |
125-050 |
0.618 |
124-209 |
1.000 |
124-110 |
1.618 |
123-269 |
2.618 |
123-009 |
4.250 |
121-225 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-260 |
125-260 |
PP |
125-220 |
125-220 |
S1 |
125-180 |
125-180 |
|