ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
128-035 |
127-275 |
-0-080 |
-0.2% |
126-145 |
| High |
128-070 |
128-225 |
0-155 |
0.4% |
128-055 |
| Low |
127-205 |
127-270 |
0-065 |
0.2% |
126-060 |
| Close |
127-225 |
128-035 |
0-130 |
0.3% |
127-305 |
| Range |
0-185 |
0-275 |
0-090 |
48.6% |
1-315 |
| ATR |
0-192 |
0-202 |
0-009 |
4.7% |
0-000 |
| Volume |
30,070 |
10,150 |
-19,920 |
-66.2% |
118,616 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-255 |
130-100 |
128-186 |
|
| R3 |
129-300 |
129-145 |
128-111 |
|
| R2 |
129-025 |
129-025 |
128-085 |
|
| R1 |
128-190 |
128-190 |
128-060 |
128-268 |
| PP |
128-070 |
128-070 |
128-070 |
128-109 |
| S1 |
127-235 |
127-235 |
128-010 |
127-312 |
| S2 |
127-115 |
127-115 |
127-305 |
|
| S3 |
126-160 |
126-280 |
127-279 |
|
| S4 |
125-205 |
126-005 |
127-204 |
|
|
| 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 |
128-225 |
127-030 |
1-195 |
1.3% |
0-233 |
0.6% |
63% |
True |
False |
24,647 |
| 10 |
128-225 |
126-060 |
2-165 |
2.0% |
0-213 |
0.5% |
76% |
True |
False |
32,486 |
| 20 |
128-225 |
126-060 |
2-165 |
2.0% |
0-178 |
0.4% |
76% |
True |
False |
582,587 |
| 40 |
128-225 |
125-270 |
2-275 |
2.2% |
0-181 |
0.4% |
79% |
True |
False |
865,502 |
| 60 |
130-170 |
124-080 |
6-090 |
4.9% |
0-205 |
0.5% |
61% |
False |
False |
1,163,097 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-190 |
0.5% |
66% |
False |
False |
1,186,394 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-186 |
0.5% |
66% |
False |
False |
954,194 |
| 120 |
130-170 |
122-300 |
7-190 |
5.9% |
0-173 |
0.4% |
68% |
False |
False |
795,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-114 |
|
2.618 |
130-305 |
|
1.618 |
130-030 |
|
1.000 |
129-180 |
|
0.618 |
129-075 |
|
HIGH |
128-225 |
|
0.618 |
128-120 |
|
0.500 |
128-088 |
|
0.382 |
128-055 |
|
LOW |
127-270 |
|
0.618 |
127-100 |
|
1.000 |
126-315 |
|
1.618 |
126-145 |
|
2.618 |
125-190 |
|
4.250 |
124-061 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-088 |
128-028 |
| PP |
128-070 |
128-020 |
| S1 |
128-052 |
128-012 |
|