ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-275 |
128-080 |
0-125 |
0.3% |
126-145 |
| High |
128-225 |
128-080 |
-0-145 |
-0.4% |
128-055 |
| Low |
127-270 |
127-140 |
-0-130 |
-0.3% |
126-060 |
| Close |
128-035 |
127-140 |
-0-215 |
-0.5% |
127-305 |
| Range |
0-275 |
0-260 |
-0-015 |
-5.5% |
1-315 |
| ATR |
0-202 |
0-206 |
0-004 |
2.1% |
0-000 |
| Volume |
10,150 |
13,188 |
3,038 |
29.9% |
118,616 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-047 |
129-193 |
127-283 |
|
| R3 |
129-107 |
128-253 |
127-212 |
|
| R2 |
128-167 |
128-167 |
127-188 |
|
| R1 |
127-313 |
127-313 |
127-164 |
127-270 |
| PP |
127-227 |
127-227 |
127-227 |
127-205 |
| S1 |
127-053 |
127-053 |
127-116 |
127-010 |
| S2 |
126-287 |
126-287 |
127-092 |
|
| S3 |
126-027 |
126-113 |
127-068 |
|
| S4 |
125-087 |
125-173 |
126-317 |
|
|
| 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% |
0-243 |
0.6% |
21% |
False |
False |
23,376 |
| 10 |
128-225 |
126-060 |
2-165 |
2.0% |
0-231 |
0.6% |
50% |
False |
False |
25,512 |
| 20 |
128-225 |
126-060 |
2-165 |
2.0% |
0-187 |
0.5% |
50% |
False |
False |
541,078 |
| 40 |
128-225 |
125-270 |
2-275 |
2.2% |
0-181 |
0.4% |
56% |
False |
False |
828,646 |
| 60 |
130-170 |
124-080 |
6-090 |
4.9% |
0-208 |
0.5% |
51% |
False |
False |
1,147,679 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-192 |
0.5% |
56% |
False |
False |
1,184,472 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-187 |
0.5% |
57% |
False |
False |
954,268 |
| 120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-175 |
0.4% |
59% |
False |
False |
795,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-225 |
|
2.618 |
130-121 |
|
1.618 |
129-181 |
|
1.000 |
129-020 |
|
0.618 |
128-241 |
|
HIGH |
128-080 |
|
0.618 |
127-301 |
|
0.500 |
127-270 |
|
0.382 |
127-239 |
|
LOW |
127-140 |
|
0.618 |
126-299 |
|
1.000 |
126-200 |
|
1.618 |
126-039 |
|
2.618 |
125-099 |
|
4.250 |
123-315 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-270 |
128-022 |
| PP |
127-227 |
127-275 |
| S1 |
127-183 |
127-208 |
|