ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
126-215 |
126-085 |
-0-130 |
-0.3% |
126-135 |
| High |
127-005 |
126-110 |
-0-215 |
-0.5% |
126-240 |
| Low |
126-080 |
126-020 |
-0-060 |
-0.1% |
125-270 |
| Close |
126-085 |
126-035 |
-0-050 |
-0.1% |
126-210 |
| Range |
0-245 |
0-090 |
-0-155 |
-63.3% |
0-290 |
| ATR |
0-219 |
0-209 |
-0-009 |
-4.2% |
0-000 |
| Volume |
945,726 |
228,153 |
-717,573 |
-75.9% |
6,006,996 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-005 |
126-270 |
126-084 |
|
| R3 |
126-235 |
126-180 |
126-060 |
|
| R2 |
126-145 |
126-145 |
126-052 |
|
| R1 |
126-090 |
126-090 |
126-043 |
126-072 |
| PP |
126-055 |
126-055 |
126-055 |
126-046 |
| S1 |
126-000 |
126-000 |
126-027 |
125-302 |
| S2 |
125-285 |
125-285 |
126-018 |
|
| S3 |
125-195 |
125-230 |
126-010 |
|
| S4 |
125-105 |
125-140 |
125-306 |
|
|
| 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% |
0-184 |
0.5% |
23% |
False |
False |
979,678 |
| 10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-184 |
0.5% |
23% |
False |
False |
1,109,761 |
| 20 |
130-170 |
125-270 |
4-220 |
3.7% |
0-256 |
0.6% |
6% |
False |
False |
1,470,725 |
| 40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-219 |
0.5% |
37% |
False |
False |
1,477,073 |
| 60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-193 |
0.5% |
37% |
False |
False |
1,321,533 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-185 |
0.5% |
38% |
False |
False |
994,584 |
| 100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-168 |
0.4% |
42% |
False |
False |
795,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-172 |
|
2.618 |
127-026 |
|
1.618 |
126-256 |
|
1.000 |
126-200 |
|
0.618 |
126-166 |
|
HIGH |
126-110 |
|
0.618 |
126-076 |
|
0.500 |
126-065 |
|
0.382 |
126-054 |
|
LOW |
126-020 |
|
0.618 |
125-284 |
|
1.000 |
125-250 |
|
1.618 |
125-194 |
|
2.618 |
125-104 |
|
4.250 |
124-278 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-065 |
126-138 |
| PP |
126-055 |
126-103 |
| S1 |
126-045 |
126-069 |
|