ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-240 |
127-065 |
0-145 |
0.4% |
126-000 |
High |
127-055 |
127-155 |
0-100 |
0.2% |
127-055 |
Low |
126-210 |
126-225 |
0-015 |
0.0% |
125-260 |
Close |
127-015 |
126-295 |
-0-040 |
-0.1% |
127-015 |
Range |
0-165 |
0-250 |
0-085 |
51.5% |
1-115 |
ATR |
0-158 |
0-164 |
0-007 |
4.2% |
0-000 |
Volume |
730,062 |
1,417,965 |
687,903 |
94.2% |
4,202,303 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-122 |
128-298 |
127-112 |
|
R3 |
128-192 |
128-048 |
127-044 |
|
R2 |
127-262 |
127-262 |
127-021 |
|
R1 |
127-118 |
127-118 |
126-318 |
127-065 |
PP |
127-012 |
127-012 |
127-012 |
126-305 |
S1 |
126-188 |
126-188 |
126-272 |
126-135 |
S2 |
126-082 |
126-082 |
126-249 |
|
S3 |
125-152 |
125-258 |
126-226 |
|
S4 |
124-222 |
125-008 |
126-158 |
|
|
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 |
127-155 |
125-260 |
1-215 |
1.3% |
0-162 |
0.4% |
66% |
True |
False |
1,124,053 |
10 |
127-155 |
125-170 |
1-305 |
1.5% |
0-150 |
0.4% |
71% |
True |
False |
602,772 |
20 |
127-155 |
125-050 |
2-105 |
1.8% |
0-156 |
0.4% |
76% |
True |
False |
305,147 |
40 |
129-280 |
124-080 |
5-200 |
4.4% |
0-188 |
0.5% |
48% |
False |
False |
153,586 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-142 |
0.3% |
59% |
False |
False |
102,489 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-107 |
0.3% |
59% |
False |
False |
76,867 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-086 |
0.2% |
59% |
False |
False |
61,494 |
120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-073 |
0.2% |
61% |
False |
False |
51,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-258 |
2.618 |
129-170 |
1.618 |
128-240 |
1.000 |
128-085 |
0.618 |
127-310 |
HIGH |
127-155 |
0.618 |
127-060 |
0.500 |
127-030 |
0.382 |
127-000 |
LOW |
126-225 |
0.618 |
126-070 |
1.000 |
125-295 |
1.618 |
125-140 |
2.618 |
124-210 |
4.250 |
123-122 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
127-030 |
126-310 |
PP |
127-012 |
126-305 |
S1 |
126-313 |
126-300 |
|