ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
125-080 |
126-000 |
0-240 |
0.6% |
125-240 |
| High |
125-310 |
126-100 |
0-110 |
0.3% |
125-310 |
| Low |
125-050 |
125-170 |
0-120 |
0.3% |
125-050 |
| Close |
125-300 |
125-180 |
-0-120 |
-0.3% |
125-300 |
| Range |
0-260 |
0-250 |
-0-010 |
-3.8% |
0-260 |
| ATR |
0-182 |
0-187 |
0-005 |
2.7% |
0-000 |
| Volume |
12,465 |
9,683 |
-2,782 |
-22.3% |
31,159 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-047 |
127-203 |
125-318 |
|
| R3 |
127-117 |
126-273 |
125-249 |
|
| R2 |
126-187 |
126-187 |
125-226 |
|
| R1 |
126-023 |
126-023 |
125-203 |
125-300 |
| PP |
125-257 |
125-257 |
125-257 |
125-235 |
| S1 |
125-093 |
125-093 |
125-157 |
125-050 |
| S2 |
125-007 |
125-007 |
125-134 |
|
| S3 |
124-077 |
124-163 |
125-111 |
|
| S4 |
123-147 |
123-233 |
125-042 |
|
|
| 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 |
126-100 |
125-050 |
1-050 |
0.9% |
0-174 |
0.4% |
35% |
True |
False |
7,309 |
| 10 |
126-150 |
125-050 |
1-100 |
1.0% |
0-163 |
0.4% |
31% |
False |
False |
5,386 |
| 20 |
129-280 |
125-050 |
4-230 |
3.8% |
0-228 |
0.6% |
9% |
False |
False |
3,756 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-162 |
0.4% |
40% |
False |
False |
2,179 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-109 |
0.3% |
40% |
False |
False |
1,454 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-082 |
0.2% |
40% |
False |
False |
1,091 |
| 100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-068 |
0.2% |
43% |
False |
False |
873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-202 |
|
2.618 |
128-114 |
|
1.618 |
127-184 |
|
1.000 |
127-030 |
|
0.618 |
126-254 |
|
HIGH |
126-100 |
|
0.618 |
126-004 |
|
0.500 |
125-295 |
|
0.382 |
125-266 |
|
LOW |
125-170 |
|
0.618 |
125-016 |
|
1.000 |
124-240 |
|
1.618 |
124-086 |
|
2.618 |
123-156 |
|
4.250 |
122-068 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-295 |
125-235 |
| PP |
125-257 |
125-217 |
| S1 |
125-218 |
125-198 |
|