ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
125-260 |
125-310 |
0-050 |
0.1% |
126-000 |
High |
126-020 |
126-000 |
-0-020 |
0.0% |
126-100 |
Low |
125-250 |
125-170 |
-0-080 |
-0.2% |
125-120 |
Close |
125-310 |
125-220 |
-0-090 |
-0.2% |
126-000 |
Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-300 |
ATR |
0-170 |
0-169 |
-0-001 |
-0.9% |
0-000 |
Volume |
34,400 |
32,199 |
-2,201 |
-6.4% |
44,069 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-047 |
126-283 |
125-302 |
|
R3 |
126-217 |
126-133 |
125-261 |
|
R2 |
126-067 |
126-067 |
125-248 |
|
R1 |
125-303 |
125-303 |
125-234 |
125-270 |
PP |
125-237 |
125-237 |
125-237 |
125-220 |
S1 |
125-153 |
125-153 |
125-206 |
125-120 |
S2 |
125-087 |
125-087 |
125-192 |
|
S3 |
124-257 |
125-003 |
125-179 |
|
S4 |
124-107 |
124-173 |
125-138 |
|
|
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 |
126-110 |
125-150 |
0-280 |
0.7% |
0-148 |
0.4% |
25% |
False |
False |
24,274 |
10 |
126-110 |
125-050 |
1-060 |
0.9% |
0-162 |
0.4% |
45% |
False |
False |
15,424 |
20 |
127-000 |
125-050 |
1-270 |
1.5% |
0-153 |
0.4% |
29% |
False |
False |
9,271 |
40 |
129-280 |
123-110 |
6-170 |
5.2% |
0-180 |
0.4% |
36% |
False |
False |
5,333 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-125 |
0.3% |
42% |
False |
False |
3,564 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-094 |
0.2% |
42% |
False |
False |
2,673 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-077 |
0.2% |
44% |
False |
False |
2,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-318 |
2.618 |
127-073 |
1.618 |
126-243 |
1.000 |
126-150 |
0.618 |
126-093 |
HIGH |
126-000 |
0.618 |
125-263 |
0.500 |
125-245 |
0.382 |
125-227 |
LOW |
125-170 |
0.618 |
125-077 |
1.000 |
125-020 |
1.618 |
124-247 |
2.618 |
124-097 |
4.250 |
123-172 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-245 |
125-300 |
PP |
125-237 |
125-273 |
S1 |
125-228 |
125-247 |
|