ECBOT 10 Year T-Note Future March 2015
| 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 |
125-140 |
125-160 |
0-020 |
0.0% |
125-240 |
| High |
125-290 |
125-270 |
-0-020 |
0.0% |
125-310 |
| Low |
125-140 |
125-150 |
0-010 |
0.0% |
125-050 |
| Close |
125-200 |
125-250 |
0-050 |
0.1% |
125-300 |
| Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
0-260 |
| ATR |
0-179 |
0-175 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,384 |
9,068 |
7,684 |
555.2% |
31,159 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-263 |
126-217 |
125-316 |
|
| R3 |
126-143 |
126-097 |
125-283 |
|
| R2 |
126-023 |
126-023 |
125-272 |
|
| R1 |
125-297 |
125-297 |
125-261 |
126-000 |
| PP |
125-223 |
125-223 |
125-223 |
125-235 |
| S1 |
125-177 |
125-177 |
125-239 |
125-200 |
| S2 |
125-103 |
125-103 |
125-228 |
|
| S3 |
124-303 |
125-057 |
125-217 |
|
| S4 |
124-183 |
124-257 |
125-184 |
|
|
| 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% |
0-172 |
0.4% |
54% |
False |
False |
7,285 |
| 10 |
126-100 |
125-050 |
1-050 |
0.9% |
0-149 |
0.4% |
54% |
False |
False |
5,945 |
| 20 |
127-170 |
125-050 |
2-120 |
1.9% |
0-164 |
0.4% |
26% |
False |
False |
4,094 |
| 40 |
129-280 |
122-250 |
7-030 |
5.6% |
0-170 |
0.4% |
42% |
False |
False |
2,534 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-115 |
0.3% |
43% |
False |
False |
1,692 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-086 |
0.2% |
43% |
False |
False |
1,269 |
| 100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-071 |
0.2% |
46% |
False |
False |
1,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-140 |
|
2.618 |
126-264 |
|
1.618 |
126-144 |
|
1.000 |
126-070 |
|
0.618 |
126-024 |
|
HIGH |
125-270 |
|
0.618 |
125-224 |
|
0.500 |
125-210 |
|
0.382 |
125-196 |
|
LOW |
125-150 |
|
0.618 |
125-076 |
|
1.000 |
125-030 |
|
1.618 |
124-276 |
|
2.618 |
124-156 |
|
4.250 |
123-280 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-237 |
125-235 |
| PP |
125-223 |
125-220 |
| S1 |
125-210 |
125-205 |
|