ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
127-075 |
126-145 |
-0-250 |
-0.6% |
127-270 |
High |
127-075 |
126-295 |
-0-100 |
-0.2% |
128-020 |
Low |
126-115 |
126-060 |
-0-055 |
-0.1% |
126-115 |
Close |
126-165 |
126-255 |
0-090 |
0.2% |
126-165 |
Range |
0-280 |
0-235 |
-0-045 |
-16.1% |
1-225 |
ATR |
0-175 |
0-179 |
0-004 |
2.5% |
0-000 |
Volume |
38,300 |
19,376 |
-18,924 |
-49.4% |
519,880 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-268 |
128-177 |
127-064 |
|
R3 |
128-033 |
127-262 |
127-000 |
|
R2 |
127-118 |
127-118 |
126-298 |
|
R1 |
127-027 |
127-027 |
126-277 |
127-072 |
PP |
126-203 |
126-203 |
126-203 |
126-226 |
S1 |
126-112 |
126-112 |
126-233 |
126-158 |
S2 |
125-288 |
125-288 |
126-212 |
|
S3 |
125-053 |
125-197 |
126-190 |
|
S4 |
124-138 |
124-282 |
126-126 |
|
|
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 |
127-135 |
126-060 |
1-075 |
1.0% |
0-183 |
0.5% |
49% |
False |
True |
60,428 |
10 |
128-020 |
126-060 |
1-280 |
1.5% |
0-168 |
0.4% |
33% |
False |
True |
677,810 |
20 |
128-020 |
126-020 |
2-000 |
1.6% |
0-158 |
0.4% |
37% |
False |
False |
845,453 |
40 |
130-170 |
125-270 |
4-220 |
3.7% |
0-210 |
0.5% |
20% |
False |
False |
1,195,467 |
60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-197 |
0.5% |
47% |
False |
False |
1,280,756 |
80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-185 |
0.5% |
47% |
False |
False |
1,188,869 |
100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-179 |
0.4% |
48% |
False |
False |
953,054 |
120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-165 |
0.4% |
51% |
False |
False |
794,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-014 |
2.618 |
128-270 |
1.618 |
128-035 |
1.000 |
127-210 |
0.618 |
127-120 |
HIGH |
126-295 |
0.618 |
126-205 |
0.500 |
126-178 |
0.382 |
126-150 |
LOW |
126-060 |
0.618 |
125-235 |
1.000 |
125-145 |
1.618 |
125-000 |
2.618 |
124-085 |
4.250 |
123-021 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-229 |
126-246 |
PP |
126-203 |
126-237 |
S1 |
126-178 |
126-228 |
|