ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
127-035 |
127-120 |
0-085 |
0.2% |
126-220 |
| High |
127-130 |
127-250 |
0-120 |
0.3% |
127-250 |
| Low |
127-030 |
127-090 |
0-060 |
0.1% |
126-165 |
| Close |
127-115 |
127-210 |
0-095 |
0.2% |
127-210 |
| Range |
0-100 |
0-160 |
0-060 |
60.0% |
1-085 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,485,473 |
234,761 |
-1,250,712 |
-84.2% |
6,238,852 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-023 |
128-277 |
127-298 |
|
| R3 |
128-183 |
128-117 |
127-254 |
|
| R2 |
128-023 |
128-023 |
127-239 |
|
| R1 |
127-277 |
127-277 |
127-225 |
127-310 |
| PP |
127-183 |
127-183 |
127-183 |
127-200 |
| S1 |
127-117 |
127-117 |
127-195 |
127-150 |
| S2 |
127-023 |
127-023 |
127-181 |
|
| S3 |
126-183 |
126-277 |
127-166 |
|
| S4 |
126-023 |
126-117 |
127-122 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
130-208 |
128-113 |
|
| R3 |
129-272 |
129-123 |
128-001 |
|
| R2 |
128-187 |
128-187 |
127-284 |
|
| R1 |
128-038 |
128-038 |
127-247 |
128-112 |
| PP |
127-102 |
127-102 |
127-102 |
127-139 |
| S1 |
126-273 |
126-273 |
127-173 |
127-028 |
| S2 |
126-017 |
126-017 |
127-136 |
|
| S3 |
124-252 |
125-188 |
127-099 |
|
| S4 |
123-167 |
124-103 |
126-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-250 |
126-115 |
1-135 |
1.1% |
0-128 |
0.3% |
91% |
True |
False |
1,474,443 |
| 10 |
127-250 |
126-055 |
1-195 |
1.3% |
0-138 |
0.3% |
92% |
True |
False |
1,313,727 |
| 20 |
127-250 |
125-270 |
1-300 |
1.5% |
0-156 |
0.4% |
94% |
True |
False |
1,188,418 |
| 40 |
130-170 |
124-260 |
5-230 |
4.5% |
0-211 |
0.5% |
50% |
False |
False |
1,443,046 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-193 |
0.5% |
59% |
False |
False |
1,409,187 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-182 |
0.4% |
59% |
False |
False |
1,183,282 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-174 |
0.4% |
60% |
False |
False |
947,712 |
| 120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-159 |
0.4% |
63% |
False |
False |
789,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-290 |
|
2.618 |
129-029 |
|
1.618 |
128-189 |
|
1.000 |
128-090 |
|
0.618 |
128-029 |
|
HIGH |
127-250 |
|
0.618 |
127-189 |
|
0.500 |
127-170 |
|
0.382 |
127-151 |
|
LOW |
127-090 |
|
0.618 |
126-311 |
|
1.000 |
126-250 |
|
1.618 |
126-151 |
|
2.618 |
125-311 |
|
4.250 |
125-050 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-197 |
127-165 |
| PP |
127-183 |
127-120 |
| S1 |
127-170 |
127-075 |
|