ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
125-160 |
125-260 |
0-100 |
0.2% |
126-000 |
High |
125-270 |
126-020 |
0-070 |
0.2% |
126-100 |
Low |
125-150 |
125-150 |
0-000 |
0.0% |
125-120 |
Close |
125-250 |
126-000 |
0-070 |
0.2% |
126-000 |
Range |
0-120 |
0-190 |
0-070 |
58.3% |
0-300 |
ATR |
0-175 |
0-176 |
0-001 |
0.6% |
0-000 |
Volume |
9,068 |
20,107 |
11,039 |
121.7% |
44,069 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-200 |
127-130 |
126-104 |
|
R3 |
127-010 |
126-260 |
126-052 |
|
R2 |
126-140 |
126-140 |
126-035 |
|
R1 |
126-070 |
126-070 |
126-017 |
126-105 |
PP |
125-270 |
125-270 |
125-270 |
125-288 |
S1 |
125-200 |
125-200 |
125-303 |
125-235 |
S2 |
125-080 |
125-080 |
125-285 |
|
S3 |
124-210 |
125-010 |
125-268 |
|
S4 |
124-020 |
124-140 |
125-216 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-227 |
128-093 |
126-165 |
|
R3 |
127-247 |
127-113 |
126-082 |
|
R2 |
126-267 |
126-267 |
126-055 |
|
R1 |
126-133 |
126-133 |
126-028 |
126-150 |
PP |
125-287 |
125-287 |
125-287 |
125-295 |
S1 |
125-153 |
125-153 |
125-292 |
125-170 |
S2 |
124-307 |
124-307 |
125-265 |
|
S3 |
124-007 |
124-173 |
125-238 |
|
S4 |
123-027 |
123-193 |
125-155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-100 |
125-120 |
0-300 |
0.7% |
0-158 |
0.4% |
67% |
False |
False |
8,813 |
10 |
126-100 |
125-050 |
1-050 |
0.9% |
0-161 |
0.4% |
73% |
False |
False |
7,522 |
20 |
127-160 |
125-050 |
2-110 |
1.9% |
0-162 |
0.4% |
36% |
False |
False |
4,996 |
40 |
129-280 |
123-060 |
6-220 |
5.3% |
0-173 |
0.4% |
42% |
False |
False |
3,037 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-118 |
0.3% |
46% |
False |
False |
2,027 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-088 |
0.2% |
46% |
False |
False |
1,521 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-073 |
0.2% |
49% |
False |
False |
1,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-188 |
2.618 |
127-197 |
1.618 |
127-007 |
1.000 |
126-210 |
0.618 |
126-137 |
HIGH |
126-020 |
0.618 |
125-267 |
0.500 |
125-245 |
0.382 |
125-223 |
LOW |
125-150 |
0.618 |
125-033 |
1.000 |
124-280 |
1.618 |
124-163 |
2.618 |
123-293 |
4.250 |
122-302 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-295 |
125-293 |
PP |
125-270 |
125-267 |
S1 |
125-245 |
125-240 |
|