ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
126-160 |
126-210 |
0-050 |
0.1% |
126-215 |
| High |
126-235 |
126-225 |
-0-010 |
0.0% |
127-005 |
| Low |
126-150 |
126-085 |
-0-065 |
-0.2% |
126-020 |
| Close |
126-205 |
126-125 |
-0-080 |
-0.2% |
126-220 |
| Range |
0-085 |
0-140 |
0-055 |
64.7% |
0-305 |
| ATR |
0-190 |
0-187 |
-0-004 |
-1.9% |
0-000 |
| Volume |
843,364 |
1,151,241 |
307,877 |
36.5% |
4,402,933 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-245 |
127-165 |
126-202 |
|
| R3 |
127-105 |
127-025 |
126-164 |
|
| R2 |
126-285 |
126-285 |
126-151 |
|
| R1 |
126-205 |
126-205 |
126-138 |
126-175 |
| PP |
126-145 |
126-145 |
126-145 |
126-130 |
| S1 |
126-065 |
126-065 |
126-112 |
126-035 |
| S2 |
126-005 |
126-005 |
126-099 |
|
| S3 |
125-185 |
125-245 |
126-086 |
|
| S4 |
125-045 |
125-105 |
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 |
126-050 |
0-270 |
0.7% |
0-144 |
0.4% |
28% |
False |
False |
1,041,132 |
| 10 |
127-005 |
125-270 |
1-055 |
0.9% |
0-169 |
0.4% |
47% |
False |
False |
1,015,984 |
| 20 |
127-220 |
125-270 |
1-270 |
1.5% |
0-172 |
0.4% |
30% |
False |
False |
1,108,482 |
| 40 |
130-170 |
124-085 |
6-085 |
5.0% |
0-219 |
0.5% |
34% |
False |
False |
1,453,965 |
| 60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-195 |
0.5% |
41% |
False |
False |
1,399,650 |
| 80 |
130-170 |
123-130 |
7-040 |
5.6% |
0-188 |
0.5% |
42% |
False |
False |
1,071,914 |
| 100 |
130-170 |
122-300 |
7-190 |
6.0% |
0-174 |
0.4% |
45% |
False |
False |
858,139 |
| 120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-152 |
0.4% |
47% |
False |
False |
715,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-180 |
|
2.618 |
127-272 |
|
1.618 |
127-132 |
|
1.000 |
127-045 |
|
0.618 |
126-312 |
|
HIGH |
126-225 |
|
0.618 |
126-172 |
|
0.500 |
126-155 |
|
0.382 |
126-138 |
|
LOW |
126-085 |
|
0.618 |
125-318 |
|
1.000 |
125-265 |
|
1.618 |
125-178 |
|
2.618 |
125-038 |
|
4.250 |
124-130 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-155 |
126-202 |
| PP |
126-145 |
126-177 |
| S1 |
126-135 |
126-151 |
|