ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-295 |
127-075 |
0-100 |
0.2% |
127-270 |
High |
127-070 |
127-075 |
0-005 |
0.0% |
128-020 |
Low |
126-240 |
126-115 |
-0-125 |
-0.3% |
126-115 |
Close |
127-035 |
126-165 |
-0-190 |
-0.5% |
126-165 |
Range |
0-150 |
0-280 |
0-130 |
86.7% |
1-225 |
ATR |
0-167 |
0-175 |
0-008 |
4.9% |
0-000 |
Volume |
44,798 |
38,300 |
-6,498 |
-14.5% |
519,880 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-105 |
128-255 |
126-319 |
|
R3 |
128-145 |
127-295 |
126-242 |
|
R2 |
127-185 |
127-185 |
126-216 |
|
R1 |
127-015 |
127-015 |
126-191 |
126-280 |
PP |
126-225 |
126-225 |
126-225 |
126-198 |
S1 |
126-055 |
126-055 |
126-139 |
126-000 |
S2 |
125-265 |
125-265 |
126-114 |
|
S3 |
124-305 |
125-095 |
126-088 |
|
S4 |
124-025 |
124-135 |
126-011 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-028 |
131-002 |
127-145 |
|
R3 |
130-123 |
129-097 |
126-315 |
|
R2 |
128-218 |
128-218 |
126-265 |
|
R1 |
127-192 |
127-192 |
126-215 |
127-092 |
PP |
126-313 |
126-313 |
126-313 |
126-264 |
S1 |
125-287 |
125-287 |
126-115 |
125-188 |
S2 |
125-088 |
125-088 |
126-065 |
|
S3 |
123-183 |
124-062 |
126-015 |
|
S4 |
121-278 |
122-157 |
125-185 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-020 |
126-115 |
1-225 |
1.3% |
0-185 |
0.5% |
9% |
False |
True |
103,976 |
10 |
128-020 |
126-115 |
1-225 |
1.3% |
0-156 |
0.4% |
9% |
False |
True |
789,209 |
20 |
128-020 |
125-270 |
2-070 |
1.8% |
0-161 |
0.4% |
30% |
False |
False |
924,744 |
40 |
130-170 |
125-270 |
4-220 |
3.7% |
0-209 |
0.5% |
14% |
False |
False |
1,230,018 |
60 |
130-170 |
123-160 |
7-010 |
5.6% |
0-196 |
0.5% |
43% |
False |
False |
1,306,795 |
80 |
130-170 |
123-160 |
7-010 |
5.6% |
0-184 |
0.5% |
43% |
False |
False |
1,188,785 |
100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-179 |
0.4% |
44% |
False |
False |
952,872 |
120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-165 |
0.4% |
49% |
False |
False |
794,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-305 |
2.618 |
129-168 |
1.618 |
128-208 |
1.000 |
128-035 |
0.618 |
127-248 |
HIGH |
127-075 |
0.618 |
126-288 |
0.500 |
126-255 |
0.382 |
126-222 |
LOW |
126-115 |
0.618 |
125-262 |
1.000 |
125-155 |
1.618 |
124-302 |
2.618 |
124-022 |
4.250 |
122-205 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-255 |
126-255 |
PP |
126-225 |
126-225 |
S1 |
126-195 |
126-195 |
|