ECBOT 10 Year T-Note Future March 2015
| 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 |
125-260 |
125-310 |
0-050 |
0.1% |
126-000 |
| High |
126-020 |
126-110 |
0-090 |
0.2% |
126-100 |
| Low |
125-150 |
125-240 |
0-090 |
0.2% |
125-120 |
| Close |
126-000 |
125-250 |
-0-070 |
-0.2% |
126-000 |
| Range |
0-190 |
0-190 |
0-000 |
0.0% |
0-300 |
| ATR |
0-176 |
0-177 |
0-001 |
0.6% |
0-000 |
| Volume |
20,107 |
25,596 |
5,489 |
27.3% |
44,069 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-237 |
127-113 |
126-034 |
|
| R3 |
127-047 |
126-243 |
125-302 |
|
| R2 |
126-177 |
126-177 |
125-285 |
|
| R1 |
126-053 |
126-053 |
125-267 |
126-020 |
| PP |
125-307 |
125-307 |
125-307 |
125-290 |
| S1 |
125-183 |
125-183 |
125-233 |
125-150 |
| S2 |
125-117 |
125-117 |
125-215 |
|
| S3 |
124-247 |
124-313 |
125-198 |
|
| S4 |
124-057 |
124-123 |
125-146 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-227 |
128-093 |
126-165 |
|
| R3 |
127-247 |
127-113 |
126-082 |
|
| R2 |
126-267 |
126-267 |
126-055 |
|
| R1 |
126-133 |
126-133 |
126-028 |
126-150 |
| PP |
125-287 |
125-287 |
125-287 |
125-295 |
| S1 |
125-153 |
125-153 |
125-292 |
125-170 |
| S2 |
124-307 |
124-307 |
125-265 |
|
| S3 |
124-007 |
124-173 |
125-238 |
|
| S4 |
123-027 |
123-193 |
125-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-110 |
125-120 |
0-310 |
0.8% |
0-146 |
0.4% |
42% |
True |
False |
11,996 |
| 10 |
126-110 |
125-050 |
1-060 |
0.9% |
0-160 |
0.4% |
53% |
True |
False |
9,652 |
| 20 |
127-160 |
125-050 |
2-110 |
1.9% |
0-162 |
0.4% |
27% |
False |
False |
6,171 |
| 40 |
129-280 |
123-070 |
6-210 |
5.3% |
0-177 |
0.4% |
38% |
False |
False |
3,674 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-121 |
0.3% |
43% |
False |
False |
2,454 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-091 |
0.2% |
43% |
False |
False |
1,840 |
| 100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-075 |
0.2% |
46% |
False |
False |
1,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-278 |
|
2.618 |
127-287 |
|
1.618 |
127-097 |
|
1.000 |
126-300 |
|
0.618 |
126-227 |
|
HIGH |
126-110 |
|
0.618 |
126-037 |
|
0.500 |
126-015 |
|
0.382 |
125-313 |
|
LOW |
125-240 |
|
0.618 |
125-123 |
|
1.000 |
125-050 |
|
1.618 |
124-253 |
|
2.618 |
124-063 |
|
4.250 |
123-072 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-015 |
125-290 |
| PP |
125-307 |
125-277 |
| S1 |
125-278 |
125-263 |
|