ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-000 |
125-200 |
-0-120 |
-0.3% |
125-240 |
High |
126-100 |
125-200 |
-0-220 |
-0.5% |
125-310 |
Low |
125-170 |
125-120 |
-0-050 |
-0.1% |
125-050 |
Close |
125-180 |
125-120 |
-0-060 |
-0.1% |
125-300 |
Range |
0-250 |
0-080 |
-0-170 |
-68.0% |
0-260 |
ATR |
0-187 |
0-179 |
-0-008 |
-4.1% |
0-000 |
Volume |
9,683 |
3,827 |
-5,856 |
-60.5% |
31,159 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-067 |
126-013 |
125-164 |
|
R3 |
125-307 |
125-253 |
125-142 |
|
R2 |
125-227 |
125-227 |
125-135 |
|
R1 |
125-173 |
125-173 |
125-127 |
125-160 |
PP |
125-147 |
125-147 |
125-147 |
125-140 |
S1 |
125-093 |
125-093 |
125-113 |
125-080 |
S2 |
125-067 |
125-067 |
125-105 |
|
S3 |
124-307 |
125-013 |
125-098 |
|
S4 |
124-227 |
124-253 |
125-076 |
|
|
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% |
0-168 |
0.4% |
19% |
False |
False |
7,342 |
10 |
126-100 |
125-050 |
1-050 |
0.9% |
0-159 |
0.4% |
19% |
False |
False |
5,687 |
20 |
129-280 |
125-050 |
4-230 |
3.8% |
0-226 |
0.6% |
5% |
False |
False |
3,939 |
40 |
129-280 |
122-210 |
7-070 |
5.8% |
0-164 |
0.4% |
38% |
False |
False |
2,274 |
60 |
129-280 |
122-210 |
7-070 |
5.8% |
0-110 |
0.3% |
38% |
False |
False |
1,518 |
80 |
129-280 |
122-210 |
7-070 |
5.8% |
0-083 |
0.2% |
38% |
False |
False |
1,139 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-068 |
0.2% |
40% |
False |
False |
911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-220 |
2.618 |
126-089 |
1.618 |
126-009 |
1.000 |
125-280 |
0.618 |
125-249 |
HIGH |
125-200 |
0.618 |
125-169 |
0.500 |
125-160 |
0.382 |
125-151 |
LOW |
125-120 |
0.618 |
125-071 |
1.000 |
125-040 |
1.618 |
124-311 |
2.618 |
124-231 |
4.250 |
124-100 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-160 |
125-235 |
PP |
125-147 |
125-197 |
S1 |
125-133 |
125-158 |
|