ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
125-200 |
125-140 |
-0-060 |
-0.1% |
125-240 |
| High |
125-200 |
125-290 |
0-090 |
0.2% |
125-310 |
| Low |
125-120 |
125-140 |
0-020 |
0.0% |
125-050 |
| Close |
125-120 |
125-200 |
0-080 |
0.2% |
125-300 |
| Range |
0-080 |
0-150 |
0-070 |
87.5% |
0-260 |
| ATR |
0-179 |
0-179 |
-0-001 |
-0.4% |
0-000 |
| Volume |
3,827 |
1,384 |
-2,443 |
-63.8% |
31,159 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-020 |
126-260 |
125-282 |
|
| R3 |
126-190 |
126-110 |
125-241 |
|
| R2 |
126-040 |
126-040 |
125-228 |
|
| R1 |
125-280 |
125-280 |
125-214 |
126-000 |
| PP |
125-210 |
125-210 |
125-210 |
125-230 |
| S1 |
125-130 |
125-130 |
125-186 |
125-170 |
| S2 |
125-060 |
125-060 |
125-172 |
|
| S3 |
124-230 |
124-300 |
125-159 |
|
| S4 |
124-080 |
124-150 |
125-118 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
127-270 |
126-123 |
|
| R3 |
127-100 |
127-010 |
126-052 |
|
| R2 |
126-160 |
126-160 |
126-028 |
|
| R1 |
126-070 |
126-070 |
126-004 |
126-115 |
| PP |
125-220 |
125-220 |
125-220 |
125-242 |
| S1 |
125-130 |
125-130 |
125-276 |
125-175 |
| S2 |
124-280 |
124-280 |
125-252 |
|
| S3 |
124-020 |
124-190 |
125-228 |
|
| S4 |
123-080 |
123-250 |
125-157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-100 |
125-050 |
1-050 |
0.9% |
0-176 |
0.4% |
41% |
False |
False |
6,575 |
| 10 |
126-100 |
125-050 |
1-050 |
0.9% |
0-150 |
0.4% |
41% |
False |
False |
5,487 |
| 20 |
128-200 |
125-050 |
3-150 |
2.8% |
0-182 |
0.5% |
14% |
False |
False |
3,899 |
| 40 |
129-280 |
122-210 |
7-070 |
5.7% |
0-168 |
0.4% |
41% |
False |
False |
2,308 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-113 |
0.3% |
41% |
False |
False |
1,541 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-085 |
0.2% |
41% |
False |
False |
1,156 |
| 100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-070 |
0.2% |
44% |
False |
False |
925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-288 |
|
2.618 |
127-043 |
|
1.618 |
126-213 |
|
1.000 |
126-120 |
|
0.618 |
126-063 |
|
HIGH |
125-290 |
|
0.618 |
125-233 |
|
0.500 |
125-215 |
|
0.382 |
125-197 |
|
LOW |
125-140 |
|
0.618 |
125-047 |
|
1.000 |
124-310 |
|
1.618 |
124-217 |
|
2.618 |
124-067 |
|
4.250 |
123-142 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-215 |
125-270 |
| PP |
125-210 |
125-247 |
| S1 |
125-205 |
125-223 |
|