ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
126-060 |
126-070 |
0-010 |
0.0% |
126-135 |
| High |
126-200 |
126-175 |
-0-025 |
-0.1% |
126-240 |
| Low |
126-035 |
126-050 |
0-015 |
0.0% |
125-270 |
| Close |
126-105 |
126-155 |
0-050 |
0.1% |
126-210 |
| Range |
0-165 |
0-125 |
-0-040 |
-24.2% |
0-290 |
| ATR |
0-206 |
0-200 |
-0-006 |
-2.8% |
0-000 |
| Volume |
1,011,849 |
1,046,815 |
34,966 |
3.5% |
6,006,996 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-182 |
127-133 |
126-224 |
|
| R3 |
127-057 |
127-008 |
126-189 |
|
| R2 |
126-252 |
126-252 |
126-178 |
|
| R1 |
126-203 |
126-203 |
126-166 |
126-228 |
| PP |
126-127 |
126-127 |
126-127 |
126-139 |
| S1 |
126-078 |
126-078 |
126-144 |
126-102 |
| S2 |
126-002 |
126-002 |
126-132 |
|
| S3 |
125-197 |
125-273 |
126-121 |
|
| S4 |
125-072 |
125-148 |
126-086 |
|
|
| 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% |
0-183 |
0.5% |
55% |
False |
False |
967,545 |
| 10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-172 |
0.4% |
55% |
False |
False |
1,063,109 |
| 20 |
128-105 |
125-270 |
2-155 |
2.0% |
0-189 |
0.5% |
26% |
False |
False |
1,208,818 |
| 40 |
130-170 |
123-160 |
7-010 |
5.6% |
0-217 |
0.5% |
42% |
False |
False |
1,453,338 |
| 60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-193 |
0.5% |
42% |
False |
False |
1,354,610 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-186 |
0.5% |
43% |
False |
False |
1,020,204 |
| 100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-170 |
0.4% |
47% |
False |
False |
816,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-066 |
|
2.618 |
127-182 |
|
1.618 |
127-057 |
|
1.000 |
126-300 |
|
0.618 |
126-252 |
|
HIGH |
126-175 |
|
0.618 |
126-127 |
|
0.500 |
126-112 |
|
0.382 |
126-098 |
|
LOW |
126-050 |
|
0.618 |
125-293 |
|
1.000 |
125-245 |
|
1.618 |
125-168 |
|
2.618 |
125-043 |
|
4.250 |
124-159 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-141 |
126-140 |
| PP |
126-127 |
126-125 |
| S1 |
126-112 |
126-110 |
|