ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
125-310 |
125-210 |
-0-100 |
-0.2% |
126-000 |
High |
126-000 |
126-040 |
0-040 |
0.1% |
126-100 |
Low |
125-170 |
125-210 |
0-040 |
0.1% |
125-120 |
Close |
125-220 |
125-280 |
0-060 |
0.1% |
126-000 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
0-300 |
ATR |
0-169 |
0-168 |
-0-001 |
-0.8% |
0-000 |
Volume |
32,199 |
70,596 |
38,397 |
119.2% |
44,069 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-093 |
127-017 |
126-042 |
|
R3 |
126-263 |
126-187 |
126-001 |
|
R2 |
126-113 |
126-113 |
125-308 |
|
R1 |
126-037 |
126-037 |
125-294 |
126-075 |
PP |
125-283 |
125-283 |
125-283 |
125-302 |
S1 |
125-207 |
125-207 |
125-266 |
125-245 |
S2 |
125-133 |
125-133 |
125-252 |
|
S3 |
124-303 |
125-057 |
125-239 |
|
S4 |
124-153 |
124-227 |
125-198 |
|
|
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% |
0-154 |
0.4% |
46% |
False |
False |
36,579 |
10 |
126-110 |
125-050 |
1-060 |
0.9% |
0-163 |
0.4% |
61% |
False |
False |
21,932 |
20 |
126-190 |
125-050 |
1-140 |
1.1% |
0-147 |
0.4% |
50% |
False |
False |
12,726 |
40 |
129-280 |
123-110 |
6-170 |
5.2% |
0-181 |
0.4% |
39% |
False |
False |
7,060 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-128 |
0.3% |
45% |
False |
False |
4,740 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-096 |
0.2% |
45% |
False |
False |
3,555 |
100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-079 |
0.2% |
47% |
False |
False |
2,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-038 |
2.618 |
127-113 |
1.618 |
126-283 |
1.000 |
126-190 |
0.618 |
126-133 |
HIGH |
126-040 |
0.618 |
125-303 |
0.500 |
125-285 |
0.382 |
125-267 |
LOW |
125-210 |
0.618 |
125-117 |
1.000 |
125-060 |
1.618 |
124-287 |
2.618 |
124-137 |
4.250 |
123-212 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
125-285 |
125-275 |
PP |
125-283 |
125-270 |
S1 |
125-282 |
125-265 |
|