ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
126-000 |
126-215 |
0-215 |
0.5% |
126-135 |
| High |
126-240 |
127-005 |
0-085 |
0.2% |
126-240 |
| Low |
125-270 |
126-080 |
0-130 |
0.3% |
125-270 |
| Close |
126-210 |
126-085 |
-0-125 |
-0.3% |
126-210 |
| Range |
0-290 |
0-245 |
-0-045 |
-15.5% |
0-290 |
| ATR |
0-217 |
0-219 |
0-002 |
0.9% |
0-000 |
| Volume |
1,605,186 |
945,726 |
-659,460 |
-41.1% |
6,006,996 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-258 |
128-097 |
126-220 |
|
| R3 |
128-013 |
127-172 |
126-152 |
|
| R2 |
127-088 |
127-088 |
126-130 |
|
| R1 |
126-247 |
126-247 |
126-107 |
126-205 |
| PP |
126-163 |
126-163 |
126-163 |
126-142 |
| S1 |
126-002 |
126-002 |
126-063 |
125-280 |
| S2 |
125-238 |
125-238 |
126-040 |
|
| S3 |
124-313 |
125-077 |
126-018 |
|
| S4 |
124-068 |
124-152 |
125-270 |
|
|
| 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 |
127-005 |
125-270 |
1-055 |
0.9% |
0-192 |
0.5% |
36% |
True |
False |
1,162,565 |
| 10 |
127-070 |
125-270 |
1-120 |
1.1% |
0-188 |
0.5% |
31% |
False |
False |
1,204,010 |
| 20 |
130-170 |
125-270 |
4-220 |
3.7% |
0-263 |
0.7% |
9% |
False |
False |
1,566,934 |
| 40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-220 |
0.5% |
39% |
False |
False |
1,499,800 |
| 60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-193 |
0.5% |
39% |
False |
False |
1,318,465 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-185 |
0.5% |
40% |
False |
False |
991,759 |
| 100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-168 |
0.4% |
44% |
False |
False |
793,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-086 |
|
2.618 |
129-006 |
|
1.618 |
128-081 |
|
1.000 |
127-250 |
|
0.618 |
127-156 |
|
HIGH |
127-005 |
|
0.618 |
126-231 |
|
0.500 |
126-202 |
|
0.382 |
126-174 |
|
LOW |
126-080 |
|
0.618 |
125-249 |
|
1.000 |
125-155 |
|
1.618 |
125-004 |
|
2.618 |
124-079 |
|
4.250 |
122-319 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-202 |
126-138 |
| PP |
126-163 |
126-120 |
| S1 |
126-124 |
126-102 |
|