ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
125-260 |
126-000 |
0-060 |
0.1% |
125-310 |
| High |
126-010 |
126-060 |
0-050 |
0.1% |
126-110 |
| Low |
125-220 |
125-260 |
0-040 |
0.1% |
125-170 |
| Close |
126-000 |
126-030 |
0-030 |
0.1% |
126-000 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
0-260 |
| ATR |
0-164 |
0-160 |
-0-003 |
-1.9% |
0-000 |
| Volume |
244,662 |
320,767 |
76,105 |
31.1% |
407,453 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-050 |
127-000 |
126-096 |
|
| R3 |
126-250 |
126-200 |
126-063 |
|
| R2 |
126-130 |
126-130 |
126-052 |
|
| R1 |
126-080 |
126-080 |
126-041 |
126-105 |
| PP |
126-010 |
126-010 |
126-010 |
126-022 |
| S1 |
125-280 |
125-280 |
126-019 |
125-305 |
| S2 |
125-210 |
125-210 |
126-008 |
|
| S3 |
125-090 |
125-160 |
125-317 |
|
| S4 |
124-290 |
125-040 |
125-284 |
|
|
| 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 |
126-060 |
125-170 |
0-210 |
0.5% |
0-124 |
0.3% |
86% |
True |
False |
140,524 |
| 10 |
126-110 |
125-120 |
0-310 |
0.8% |
0-135 |
0.3% |
74% |
False |
False |
76,260 |
| 20 |
126-150 |
125-050 |
1-100 |
1.0% |
0-149 |
0.4% |
71% |
False |
False |
40,823 |
| 40 |
129-280 |
123-190 |
6-090 |
5.0% |
0-183 |
0.5% |
40% |
False |
False |
21,163 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-131 |
0.3% |
48% |
False |
False |
14,164 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-099 |
0.2% |
48% |
False |
False |
10,623 |
| 100 |
129-280 |
122-170 |
7-110 |
5.8% |
0-080 |
0.2% |
49% |
False |
False |
8,499 |
| 120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-068 |
0.2% |
50% |
False |
False |
7,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-250 |
|
2.618 |
127-054 |
|
1.618 |
126-254 |
|
1.000 |
126-180 |
|
0.618 |
126-134 |
|
HIGH |
126-060 |
|
0.618 |
126-014 |
|
0.500 |
126-000 |
|
0.382 |
125-306 |
|
LOW |
125-260 |
|
0.618 |
125-186 |
|
1.000 |
125-140 |
|
1.618 |
125-066 |
|
2.618 |
124-266 |
|
4.250 |
124-070 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-020 |
126-012 |
| PP |
126-010 |
125-313 |
| S1 |
126-000 |
125-295 |
|