ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
126-165 |
126-195 |
0-030 |
0.1% |
126-215 |
| High |
126-240 |
127-000 |
0-080 |
0.2% |
127-005 |
| Low |
126-055 |
126-135 |
0-080 |
0.2% |
126-020 |
| Close |
126-220 |
126-150 |
-0-070 |
-0.2% |
126-220 |
| Range |
0-185 |
0-185 |
0-000 |
0.0% |
0-305 |
| ATR |
0-199 |
0-198 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,170,390 |
993,852 |
-176,538 |
-15.1% |
4,402,933 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-117 |
127-318 |
126-252 |
|
| R3 |
127-252 |
127-133 |
126-201 |
|
| R2 |
127-067 |
127-067 |
126-184 |
|
| R1 |
126-268 |
126-268 |
126-167 |
126-235 |
| PP |
126-202 |
126-202 |
126-202 |
126-185 |
| S1 |
126-083 |
126-083 |
126-133 |
126-050 |
| S2 |
126-017 |
126-017 |
126-116 |
|
| S3 |
125-152 |
125-218 |
126-099 |
|
| S4 |
124-287 |
125-033 |
126-048 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-143 |
129-007 |
127-068 |
|
| R3 |
128-158 |
128-022 |
126-304 |
|
| R2 |
127-173 |
127-173 |
126-276 |
|
| R1 |
127-037 |
127-037 |
126-248 |
127-105 |
| PP |
126-188 |
126-188 |
126-188 |
126-222 |
| S1 |
126-052 |
126-052 |
126-192 |
126-120 |
| S2 |
125-203 |
125-203 |
126-164 |
|
| S3 |
124-218 |
125-067 |
126-136 |
|
| S4 |
123-233 |
124-082 |
126-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-000 |
126-020 |
0-300 |
0.7% |
0-150 |
0.4% |
43% |
True |
False |
890,211 |
| 10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-171 |
0.4% |
53% |
False |
False |
1,026,388 |
| 20 |
128-085 |
125-270 |
2-135 |
1.9% |
0-184 |
0.5% |
26% |
False |
False |
1,148,417 |
| 40 |
130-170 |
124-080 |
6-090 |
5.0% |
0-219 |
0.5% |
35% |
False |
False |
1,453,352 |
| 60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-194 |
0.5% |
42% |
False |
False |
1,387,662 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-187 |
0.5% |
43% |
False |
False |
1,047,096 |
| 100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-173 |
0.4% |
47% |
False |
False |
838,199 |
| 120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-150 |
0.4% |
48% |
False |
False |
698,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-146 |
|
2.618 |
128-164 |
|
1.618 |
127-299 |
|
1.000 |
127-185 |
|
0.618 |
127-114 |
|
HIGH |
127-000 |
|
0.618 |
126-249 |
|
0.500 |
126-228 |
|
0.382 |
126-206 |
|
LOW |
126-135 |
|
0.618 |
126-021 |
|
1.000 |
125-270 |
|
1.618 |
125-156 |
|
2.618 |
124-291 |
|
4.250 |
123-309 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-228 |
126-185 |
| PP |
126-202 |
126-173 |
| S1 |
126-176 |
126-162 |
|