ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
125-260 |
-0-050 |
-0.1% |
126-000 |
| High |
126-110 |
126-020 |
-0-090 |
-0.2% |
126-100 |
| Low |
125-240 |
125-250 |
0-010 |
0.0% |
125-120 |
| Close |
125-250 |
125-310 |
0-060 |
0.1% |
126-000 |
| Range |
0-190 |
0-090 |
-0-100 |
-52.6% |
0-300 |
| ATR |
0-177 |
0-170 |
-0-006 |
-3.5% |
0-000 |
| Volume |
25,596 |
34,400 |
8,804 |
34.4% |
44,069 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-250 |
126-210 |
126-040 |
|
| R3 |
126-160 |
126-120 |
126-015 |
|
| R2 |
126-070 |
126-070 |
126-006 |
|
| R1 |
126-030 |
126-030 |
125-318 |
126-050 |
| PP |
125-300 |
125-300 |
125-300 |
125-310 |
| S1 |
125-260 |
125-260 |
125-302 |
125-280 |
| S2 |
125-210 |
125-210 |
125-294 |
|
| S3 |
125-120 |
125-170 |
125-285 |
|
| S4 |
125-030 |
125-080 |
125-260 |
|
|
| 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 |
125-140 |
0-290 |
0.7% |
0-148 |
0.4% |
59% |
False |
False |
18,111 |
| 10 |
126-110 |
125-050 |
1-060 |
0.9% |
0-158 |
0.4% |
68% |
False |
False |
12,726 |
| 20 |
127-020 |
125-050 |
1-290 |
1.5% |
0-154 |
0.4% |
43% |
False |
False |
7,770 |
| 40 |
129-280 |
123-070 |
6-210 |
5.3% |
0-178 |
0.4% |
41% |
False |
False |
4,529 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-122 |
0.3% |
46% |
False |
False |
3,027 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-092 |
0.2% |
46% |
False |
False |
2,270 |
| 100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-076 |
0.2% |
48% |
False |
False |
1,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-082 |
|
2.618 |
126-256 |
|
1.618 |
126-166 |
|
1.000 |
126-110 |
|
0.618 |
126-076 |
|
HIGH |
126-020 |
|
0.618 |
125-306 |
|
0.500 |
125-295 |
|
0.382 |
125-284 |
|
LOW |
125-250 |
|
0.618 |
125-194 |
|
1.000 |
125-160 |
|
1.618 |
125-104 |
|
2.618 |
125-014 |
|
4.250 |
124-188 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-305 |
125-303 |
| PP |
125-300 |
125-297 |
| S1 |
125-295 |
125-290 |
|