ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
126-295 |
0-000 |
0.0% |
126-220 |
| High |
127-005 |
127-070 |
0-065 |
0.2% |
127-250 |
| Low |
126-245 |
126-240 |
-0-005 |
0.0% |
126-165 |
| Close |
126-285 |
127-035 |
0-070 |
0.2% |
127-210 |
| Range |
0-080 |
0-150 |
0-070 |
87.5% |
1-085 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.8% |
0-000 |
| Volume |
82,930 |
44,798 |
-38,132 |
-46.0% |
6,238,852 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-138 |
128-077 |
127-118 |
|
| R3 |
127-308 |
127-247 |
127-076 |
|
| R2 |
127-158 |
127-158 |
127-062 |
|
| R1 |
127-097 |
127-097 |
127-049 |
127-128 |
| PP |
127-008 |
127-008 |
127-008 |
127-024 |
| S1 |
126-267 |
126-267 |
127-021 |
126-298 |
| S2 |
126-178 |
126-178 |
127-008 |
|
| S3 |
126-028 |
126-117 |
126-314 |
|
| S4 |
125-198 |
125-287 |
126-272 |
|
|
| 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 |
126-240 |
1-100 |
1.0% |
0-161 |
0.4% |
27% |
False |
True |
143,268 |
| 10 |
128-020 |
126-110 |
1-230 |
1.4% |
0-144 |
0.4% |
45% |
False |
False |
946,000 |
| 20 |
128-020 |
125-270 |
2-070 |
1.7% |
0-156 |
0.4% |
57% |
False |
False |
980,992 |
| 40 |
130-170 |
125-270 |
4-220 |
3.7% |
0-206 |
0.5% |
27% |
False |
False |
1,286,301 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-193 |
0.5% |
51% |
False |
False |
1,328,475 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-183 |
0.4% |
51% |
False |
False |
1,188,400 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-176 |
0.4% |
52% |
False |
False |
952,496 |
| 120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-162 |
0.4% |
57% |
False |
False |
793,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-068 |
|
2.618 |
128-143 |
|
1.618 |
127-313 |
|
1.000 |
127-220 |
|
0.618 |
127-163 |
|
HIGH |
127-070 |
|
0.618 |
127-013 |
|
0.500 |
126-315 |
|
0.382 |
126-297 |
|
LOW |
126-240 |
|
0.618 |
126-147 |
|
1.000 |
126-090 |
|
1.618 |
125-317 |
|
2.618 |
125-167 |
|
4.250 |
124-242 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-022 |
127-032 |
| PP |
127-008 |
127-030 |
| S1 |
126-315 |
127-028 |
|