ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-000 |
126-030 |
0-030 |
0.1% |
125-310 |
High |
126-060 |
126-165 |
0-105 |
0.3% |
126-110 |
Low |
125-260 |
126-000 |
0-060 |
0.1% |
125-170 |
Close |
126-030 |
126-155 |
0-125 |
0.3% |
126-000 |
Range |
0-120 |
0-165 |
0-045 |
37.5% |
0-260 |
ATR |
0-160 |
0-161 |
0-000 |
0.2% |
0-000 |
Volume |
320,767 |
1,960,070 |
1,639,303 |
511.1% |
407,453 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-282 |
127-223 |
126-246 |
|
R3 |
127-117 |
127-058 |
126-200 |
|
R2 |
126-272 |
126-272 |
126-185 |
|
R1 |
126-213 |
126-213 |
126-170 |
126-242 |
PP |
126-107 |
126-107 |
126-107 |
126-121 |
S1 |
126-048 |
126-048 |
126-140 |
126-078 |
S2 |
125-262 |
125-262 |
126-125 |
|
S3 |
125-097 |
125-203 |
126-110 |
|
S4 |
124-252 |
125-038 |
126-064 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-127 |
128-003 |
126-143 |
|
R3 |
127-187 |
127-063 |
126-072 |
|
R2 |
126-247 |
126-247 |
126-048 |
|
R1 |
126-123 |
126-123 |
126-024 |
126-185 |
PP |
125-307 |
125-307 |
125-307 |
126-018 |
S1 |
125-183 |
125-183 |
125-296 |
125-245 |
S2 |
125-047 |
125-047 |
125-272 |
|
S3 |
124-107 |
124-243 |
125-248 |
|
S4 |
123-167 |
123-303 |
125-177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-165 |
125-170 |
0-315 |
0.8% |
0-139 |
0.3% |
97% |
True |
False |
525,658 |
10 |
126-165 |
125-140 |
1-025 |
0.9% |
0-144 |
0.4% |
97% |
True |
False |
271,884 |
20 |
126-165 |
125-050 |
1-115 |
1.1% |
0-151 |
0.4% |
98% |
True |
False |
138,786 |
40 |
129-280 |
123-280 |
6-000 |
4.7% |
0-187 |
0.5% |
43% |
False |
False |
70,165 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-134 |
0.3% |
53% |
False |
False |
46,832 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-101 |
0.2% |
53% |
False |
False |
35,124 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-081 |
0.2% |
53% |
False |
False |
28,099 |
120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-069 |
0.2% |
55% |
False |
False |
23,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-226 |
2.618 |
127-277 |
1.618 |
127-112 |
1.000 |
127-010 |
0.618 |
126-267 |
HIGH |
126-165 |
0.618 |
126-102 |
0.500 |
126-082 |
0.382 |
126-063 |
LOW |
126-000 |
0.618 |
125-218 |
1.000 |
125-155 |
1.618 |
125-053 |
2.618 |
124-208 |
4.250 |
123-259 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
126-131 |
126-114 |
PP |
126-107 |
126-073 |
S1 |
126-082 |
126-032 |
|