ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
126-105 |
126-000 |
-0-105 |
-0.3% |
126-135 |
| High |
126-150 |
126-240 |
0-090 |
0.2% |
126-240 |
| Low |
125-290 |
125-270 |
-0-020 |
0.0% |
125-270 |
| Close |
126-020 |
126-210 |
0-190 |
0.5% |
126-210 |
| Range |
0-180 |
0-290 |
0-110 |
61.1% |
0-290 |
| ATR |
0-211 |
0-217 |
0-006 |
2.7% |
0-000 |
| Volume |
1,163,268 |
1,605,186 |
441,918 |
38.0% |
6,006,996 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-043 |
128-257 |
127-050 |
|
| R3 |
128-073 |
127-287 |
126-290 |
|
| R2 |
127-103 |
127-103 |
126-263 |
|
| R1 |
126-317 |
126-317 |
126-237 |
127-050 |
| PP |
126-133 |
126-133 |
126-133 |
126-160 |
| S1 |
126-027 |
126-027 |
126-183 |
126-080 |
| S2 |
125-163 |
125-163 |
126-157 |
|
| S3 |
124-193 |
125-057 |
126-130 |
|
| S4 |
123-223 |
124-087 |
126-050 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-043 |
128-257 |
127-050 |
|
| R3 |
128-073 |
127-287 |
126-290 |
|
| R2 |
127-103 |
127-103 |
126-263 |
|
| R1 |
126-317 |
126-317 |
126-237 |
127-050 |
| PP |
126-133 |
126-133 |
126-133 |
126-160 |
| S1 |
126-027 |
126-027 |
126-183 |
126-080 |
| S2 |
125-163 |
125-163 |
126-157 |
|
| S3 |
124-193 |
125-057 |
126-130 |
|
| S4 |
123-223 |
124-087 |
126-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-240 |
125-270 |
0-290 |
0.7% |
0-186 |
0.5% |
90% |
True |
True |
1,201,399 |
| 10 |
127-080 |
125-270 |
1-130 |
1.1% |
0-178 |
0.4% |
58% |
False |
True |
1,200,250 |
| 20 |
130-170 |
125-270 |
4-220 |
3.7% |
0-262 |
0.6% |
17% |
False |
True |
1,545,481 |
| 40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-216 |
0.5% |
45% |
False |
False |
1,498,407 |
| 60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-194 |
0.5% |
45% |
False |
False |
1,303,342 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-184 |
0.5% |
46% |
False |
False |
979,955 |
| 100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-166 |
0.4% |
49% |
False |
False |
784,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-192 |
|
2.618 |
129-039 |
|
1.618 |
128-069 |
|
1.000 |
127-210 |
|
0.618 |
127-099 |
|
HIGH |
126-240 |
|
0.618 |
126-129 |
|
0.500 |
126-095 |
|
0.382 |
126-061 |
|
LOW |
125-270 |
|
0.618 |
125-091 |
|
1.000 |
124-300 |
|
1.618 |
124-121 |
|
2.618 |
123-151 |
|
4.250 |
121-318 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-172 |
126-172 |
| PP |
126-133 |
126-133 |
| S1 |
126-095 |
126-095 |
|