ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-120 |
128-035 |
0-235 |
0.6% |
126-145 |
| High |
128-055 |
128-070 |
0-015 |
0.0% |
128-055 |
| Low |
127-120 |
127-205 |
0-085 |
0.2% |
126-060 |
| Close |
127-305 |
127-225 |
-0-080 |
-0.2% |
127-305 |
| Range |
0-255 |
0-185 |
-0-070 |
-27.5% |
1-315 |
| ATR |
0-193 |
0-192 |
-0-001 |
-0.3% |
0-000 |
| Volume |
22,450 |
30,070 |
7,620 |
33.9% |
118,616 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-188 |
129-072 |
128-007 |
|
| R3 |
129-003 |
128-207 |
127-276 |
|
| R2 |
128-138 |
128-138 |
127-259 |
|
| R1 |
128-022 |
128-022 |
127-242 |
127-308 |
| PP |
127-273 |
127-273 |
127-273 |
127-256 |
| S1 |
127-157 |
127-157 |
127-208 |
127-122 |
| S2 |
127-088 |
127-088 |
127-191 |
|
| S3 |
126-223 |
126-292 |
127-174 |
|
| S4 |
126-038 |
126-107 |
127-123 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-125 |
132-210 |
129-014 |
|
| R3 |
131-130 |
130-215 |
128-160 |
|
| R2 |
129-135 |
129-135 |
128-101 |
|
| R1 |
128-220 |
128-220 |
128-043 |
129-018 |
| PP |
127-140 |
127-140 |
127-140 |
127-199 |
| S1 |
126-225 |
126-225 |
127-247 |
127-022 |
| S2 |
125-145 |
125-145 |
127-189 |
|
| S3 |
123-150 |
124-230 |
127-130 |
|
| S4 |
121-155 |
122-235 |
126-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-070 |
126-225 |
1-165 |
1.2% |
0-222 |
0.5% |
66% |
True |
False |
25,862 |
| 10 |
128-070 |
126-060 |
2-010 |
1.6% |
0-202 |
0.5% |
75% |
True |
False |
43,145 |
| 20 |
128-070 |
126-060 |
2-010 |
1.6% |
0-174 |
0.4% |
75% |
True |
False |
631,772 |
| 40 |
128-085 |
125-270 |
2-135 |
1.9% |
0-179 |
0.4% |
77% |
False |
False |
900,367 |
| 60 |
130-170 |
124-010 |
6-160 |
5.1% |
0-202 |
0.5% |
56% |
False |
False |
1,179,928 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-189 |
0.5% |
60% |
False |
False |
1,187,317 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-184 |
0.5% |
60% |
False |
False |
954,179 |
| 120 |
130-170 |
122-300 |
7-190 |
5.9% |
0-172 |
0.4% |
63% |
False |
False |
795,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-216 |
|
2.618 |
129-234 |
|
1.618 |
129-049 |
|
1.000 |
128-255 |
|
0.618 |
128-184 |
|
HIGH |
128-070 |
|
0.618 |
127-319 |
|
0.500 |
127-298 |
|
0.382 |
127-276 |
|
LOW |
127-205 |
|
0.618 |
127-091 |
|
1.000 |
127-020 |
|
1.618 |
126-226 |
|
2.618 |
126-041 |
|
4.250 |
125-059 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-298 |
127-220 |
| PP |
127-273 |
127-215 |
| S1 |
127-249 |
127-210 |
|