ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-260 |
0-050 |
0.1% |
125-310 |
| High |
126-040 |
126-010 |
-0-030 |
-0.1% |
126-110 |
| Low |
125-210 |
125-220 |
0-010 |
0.0% |
125-170 |
| Close |
125-280 |
126-000 |
0-040 |
0.1% |
126-000 |
| Range |
0-150 |
0-110 |
-0-040 |
-26.7% |
0-260 |
| ATR |
0-168 |
0-164 |
-0-004 |
-2.5% |
0-000 |
| Volume |
70,596 |
244,662 |
174,066 |
246.6% |
407,453 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-300 |
126-260 |
126-060 |
|
| R3 |
126-190 |
126-150 |
126-030 |
|
| R2 |
126-080 |
126-080 |
126-020 |
|
| R1 |
126-040 |
126-040 |
126-010 |
126-060 |
| PP |
125-290 |
125-290 |
125-290 |
125-300 |
| S1 |
125-250 |
125-250 |
125-310 |
125-270 |
| S2 |
125-180 |
125-180 |
125-300 |
|
| S3 |
125-070 |
125-140 |
125-290 |
|
| S4 |
124-280 |
125-030 |
125-260 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-127 |
128-003 |
126-143 |
|
| R3 |
127-187 |
127-063 |
126-072 |
|
| R2 |
126-247 |
126-247 |
126-048 |
|
| R1 |
126-123 |
126-123 |
126-024 |
126-185 |
| PP |
125-307 |
125-307 |
125-307 |
126-018 |
| S1 |
125-183 |
125-183 |
125-296 |
125-245 |
| S2 |
125-047 |
125-047 |
125-272 |
|
| S3 |
124-107 |
124-243 |
125-248 |
|
| S4 |
123-167 |
123-303 |
125-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-110 |
125-170 |
0-260 |
0.6% |
0-138 |
0.3% |
58% |
False |
False |
81,490 |
| 10 |
126-110 |
125-120 |
0-310 |
0.8% |
0-148 |
0.4% |
65% |
False |
False |
45,152 |
| 20 |
126-180 |
125-050 |
1-130 |
1.1% |
0-148 |
0.4% |
60% |
False |
False |
24,834 |
| 40 |
129-280 |
123-190 |
6-090 |
5.0% |
0-180 |
0.4% |
38% |
False |
False |
13,150 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-129 |
0.3% |
46% |
False |
False |
8,818 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-097 |
0.2% |
46% |
False |
False |
6,614 |
| 100 |
129-280 |
122-110 |
7-170 |
6.0% |
0-079 |
0.2% |
49% |
False |
False |
5,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-158 |
|
2.618 |
126-298 |
|
1.618 |
126-188 |
|
1.000 |
126-120 |
|
0.618 |
126-078 |
|
HIGH |
126-010 |
|
0.618 |
125-288 |
|
0.500 |
125-275 |
|
0.382 |
125-262 |
|
LOW |
125-220 |
|
0.618 |
125-152 |
|
1.000 |
125-110 |
|
1.618 |
125-042 |
|
2.618 |
124-252 |
|
4.250 |
124-072 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-305 |
125-302 |
| PP |
125-290 |
125-283 |
| S1 |
125-275 |
125-265 |
|