ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-235 |
127-030 |
0-115 |
0.3% |
127-270 |
High |
127-125 |
127-240 |
0-115 |
0.3% |
128-020 |
Low |
126-225 |
127-030 |
0-125 |
0.3% |
126-115 |
Close |
127-045 |
127-200 |
0-155 |
0.4% |
126-165 |
Range |
0-220 |
0-210 |
-0-010 |
-4.5% |
1-225 |
ATR |
0-182 |
0-184 |
0-002 |
1.1% |
0-000 |
Volume |
16,224 |
19,542 |
3,318 |
20.5% |
519,880 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-147 |
129-063 |
127-316 |
|
R3 |
128-257 |
128-173 |
127-258 |
|
R2 |
128-047 |
128-047 |
127-238 |
|
R1 |
127-283 |
127-283 |
127-219 |
128-005 |
PP |
127-157 |
127-157 |
127-157 |
127-178 |
S1 |
127-073 |
127-073 |
127-181 |
127-115 |
S2 |
126-267 |
126-267 |
127-162 |
|
S3 |
126-057 |
126-183 |
127-142 |
|
S4 |
125-167 |
125-293 |
127-084 |
|
|
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 |
127-240 |
126-060 |
1-180 |
1.2% |
0-219 |
0.5% |
92% |
True |
False |
27,648 |
10 |
128-020 |
126-060 |
1-280 |
1.5% |
0-185 |
0.5% |
77% |
False |
False |
229,525 |
20 |
128-020 |
126-035 |
1-305 |
1.5% |
0-163 |
0.4% |
78% |
False |
False |
788,548 |
40 |
130-170 |
125-270 |
4-220 |
3.7% |
0-209 |
0.5% |
38% |
False |
False |
1,129,636 |
60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-201 |
0.5% |
59% |
False |
False |
1,247,565 |
80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-185 |
0.5% |
59% |
False |
False |
1,188,287 |
100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-181 |
0.4% |
59% |
False |
False |
953,377 |
120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-168 |
0.4% |
62% |
False |
False |
794,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-172 |
2.618 |
129-150 |
1.618 |
128-260 |
1.000 |
128-130 |
0.618 |
128-050 |
HIGH |
127-240 |
0.618 |
127-160 |
0.500 |
127-135 |
0.382 |
127-110 |
LOW |
127-030 |
0.618 |
126-220 |
1.000 |
126-140 |
1.618 |
126-010 |
2.618 |
125-120 |
4.250 |
124-098 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
127-178 |
127-130 |
PP |
127-157 |
127-060 |
S1 |
127-135 |
126-310 |
|