ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-145 |
126-235 |
0-090 |
0.2% |
127-270 |
High |
126-295 |
127-125 |
0-150 |
0.4% |
128-020 |
Low |
126-060 |
126-225 |
0-165 |
0.4% |
126-115 |
Close |
126-255 |
127-045 |
0-110 |
0.3% |
126-165 |
Range |
0-235 |
0-220 |
-0-015 |
-6.4% |
1-225 |
ATR |
0-179 |
0-182 |
0-003 |
1.6% |
0-000 |
Volume |
19,376 |
16,224 |
-3,152 |
-16.3% |
519,880 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-045 |
128-265 |
127-166 |
|
R3 |
128-145 |
128-045 |
127-106 |
|
R2 |
127-245 |
127-245 |
127-085 |
|
R1 |
127-145 |
127-145 |
127-065 |
127-195 |
PP |
127-025 |
127-025 |
127-025 |
127-050 |
S1 |
126-245 |
126-245 |
127-025 |
126-295 |
S2 |
126-125 |
126-125 |
127-005 |
|
S3 |
125-225 |
126-025 |
126-304 |
|
S4 |
125-005 |
125-125 |
126-244 |
|
|
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 |
127-125 |
126-060 |
1-065 |
0.9% |
0-193 |
0.5% |
79% |
True |
False |
40,325 |
10 |
128-020 |
126-060 |
1-280 |
1.5% |
0-179 |
0.4% |
51% |
False |
False |
501,649 |
20 |
128-020 |
126-020 |
2-000 |
1.6% |
0-157 |
0.4% |
54% |
False |
False |
798,978 |
40 |
130-170 |
125-270 |
4-220 |
3.7% |
0-210 |
0.5% |
28% |
False |
False |
1,182,956 |
60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-199 |
0.5% |
52% |
False |
False |
1,266,192 |
80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-184 |
0.5% |
52% |
False |
False |
1,188,594 |
100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-180 |
0.4% |
52% |
False |
False |
953,202 |
120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-166 |
0.4% |
55% |
False |
False |
794,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-100 |
2.618 |
129-061 |
1.618 |
128-161 |
1.000 |
128-025 |
0.618 |
127-261 |
HIGH |
127-125 |
0.618 |
127-041 |
0.500 |
127-015 |
0.382 |
126-309 |
LOW |
126-225 |
0.618 |
126-089 |
1.000 |
126-005 |
1.618 |
125-189 |
2.618 |
124-289 |
4.250 |
123-250 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
127-035 |
127-008 |
PP |
127-025 |
126-290 |
S1 |
127-015 |
126-252 |
|