ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
126-155 |
126-240 |
0-085 |
0.2% |
126-000 |
High |
126-255 |
127-055 |
0-120 |
0.3% |
127-055 |
Low |
126-145 |
126-210 |
0-065 |
0.2% |
125-260 |
Close |
126-235 |
127-015 |
0-100 |
0.2% |
127-015 |
Range |
0-110 |
0-165 |
0-055 |
50.0% |
1-115 |
ATR |
0-157 |
0-158 |
0-001 |
0.4% |
0-000 |
Volume |
1,191,404 |
730,062 |
-461,342 |
-38.7% |
4,202,303 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-162 |
128-093 |
127-106 |
|
R3 |
127-317 |
127-248 |
127-060 |
|
R2 |
127-152 |
127-152 |
127-045 |
|
R1 |
127-083 |
127-083 |
127-030 |
127-118 |
PP |
126-307 |
126-307 |
126-307 |
127-004 |
S1 |
126-238 |
126-238 |
127-000 |
126-272 |
S2 |
126-142 |
126-142 |
126-305 |
|
S3 |
125-297 |
126-073 |
126-290 |
|
S4 |
125-132 |
125-228 |
126-244 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-242 |
130-083 |
127-254 |
|
R3 |
129-127 |
128-288 |
127-135 |
|
R2 |
128-012 |
128-012 |
127-095 |
|
R1 |
127-173 |
127-173 |
127-055 |
127-252 |
PP |
126-217 |
126-217 |
126-217 |
126-256 |
S1 |
126-058 |
126-058 |
126-295 |
126-138 |
S2 |
125-102 |
125-102 |
126-255 |
|
S3 |
123-307 |
124-263 |
126-215 |
|
S4 |
122-192 |
123-148 |
126-096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-055 |
125-220 |
1-155 |
1.2% |
0-134 |
0.3% |
92% |
True |
False |
889,393 |
10 |
127-055 |
125-150 |
1-225 |
1.3% |
0-144 |
0.4% |
93% |
True |
False |
462,986 |
20 |
127-055 |
125-050 |
2-005 |
1.6% |
0-146 |
0.4% |
94% |
True |
False |
234,466 |
40 |
129-280 |
123-280 |
6-000 |
4.7% |
0-186 |
0.5% |
53% |
False |
False |
118,152 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-138 |
0.3% |
61% |
False |
False |
78,856 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-104 |
0.3% |
61% |
False |
False |
59,142 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-084 |
0.2% |
61% |
False |
False |
47,314 |
120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-071 |
0.2% |
62% |
False |
False |
39,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-116 |
2.618 |
128-167 |
1.618 |
128-002 |
1.000 |
127-220 |
0.618 |
127-157 |
HIGH |
127-055 |
0.618 |
126-312 |
0.500 |
126-292 |
0.382 |
126-273 |
LOW |
126-210 |
0.618 |
126-108 |
1.000 |
126-045 |
1.618 |
125-263 |
2.618 |
125-098 |
4.250 |
124-149 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
127-001 |
126-286 |
PP |
126-307 |
126-237 |
S1 |
126-292 |
126-188 |
|