ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
127-125 |
126-295 |
-0-150 |
-0.4% |
126-220 |
High |
127-135 |
127-005 |
-0-130 |
-0.3% |
127-250 |
Low |
126-285 |
126-245 |
-0-040 |
-0.1% |
126-165 |
Close |
126-305 |
126-285 |
-0-020 |
0.0% |
127-210 |
Range |
0-170 |
0-080 |
-0-090 |
-52.9% |
1-085 |
ATR |
0-175 |
0-168 |
-0-007 |
-3.9% |
0-000 |
Volume |
116,736 |
82,930 |
-33,806 |
-29.0% |
6,238,852 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-205 |
127-165 |
127-009 |
|
R3 |
127-125 |
127-085 |
126-307 |
|
R2 |
127-045 |
127-045 |
126-300 |
|
R1 |
127-005 |
127-005 |
126-292 |
126-305 |
PP |
126-285 |
126-285 |
126-285 |
126-275 |
S1 |
126-245 |
126-245 |
126-278 |
126-225 |
S2 |
126-205 |
126-205 |
126-270 |
|
S3 |
126-125 |
126-165 |
126-263 |
|
S4 |
126-045 |
126-085 |
126-241 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-037 |
130-208 |
128-113 |
|
R3 |
129-272 |
129-123 |
128-001 |
|
R2 |
128-187 |
128-187 |
127-284 |
|
R1 |
128-038 |
128-038 |
127-247 |
128-112 |
PP |
127-102 |
127-102 |
127-102 |
127-139 |
S1 |
126-273 |
126-273 |
127-173 |
127-028 |
S2 |
126-017 |
126-017 |
127-136 |
|
S3 |
124-252 |
125-188 |
127-099 |
|
S4 |
123-167 |
124-103 |
126-307 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-020 |
126-245 |
1-095 |
1.0% |
0-151 |
0.4% |
10% |
False |
True |
431,403 |
10 |
128-020 |
126-085 |
1-255 |
1.4% |
0-142 |
0.4% |
35% |
False |
False |
1,056,645 |
20 |
128-020 |
125-270 |
2-070 |
1.7% |
0-154 |
0.4% |
47% |
False |
False |
1,026,555 |
40 |
130-170 |
125-255 |
4-235 |
3.7% |
0-209 |
0.5% |
23% |
False |
False |
1,342,411 |
60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-192 |
0.5% |
48% |
False |
False |
1,348,652 |
80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-182 |
0.4% |
48% |
False |
False |
1,188,007 |
100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-176 |
0.4% |
49% |
False |
False |
952,052 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-162 |
0.4% |
54% |
False |
False |
793,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-025 |
2.618 |
127-214 |
1.618 |
127-134 |
1.000 |
127-085 |
0.618 |
127-054 |
HIGH |
127-005 |
0.618 |
126-294 |
0.500 |
126-285 |
0.382 |
126-276 |
LOW |
126-245 |
0.618 |
126-196 |
1.000 |
126-165 |
1.618 |
126-116 |
2.618 |
126-036 |
4.250 |
125-225 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-285 |
127-132 |
PP |
126-285 |
127-077 |
S1 |
126-285 |
127-021 |
|