ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-250 |
126-100 |
-0-150 |
-0.4% |
126-000 |
High |
126-265 |
126-135 |
-0-130 |
-0.3% |
127-055 |
Low |
126-085 |
126-050 |
-0-035 |
-0.1% |
125-260 |
Close |
126-110 |
126-090 |
-0-020 |
0.0% |
127-015 |
Range |
0-180 |
0-085 |
-0-095 |
-52.8% |
1-115 |
ATR |
0-168 |
0-162 |
-0-006 |
-3.5% |
0-000 |
Volume |
1,286,519 |
1,141,674 |
-144,845 |
-11.3% |
4,202,303 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-027 |
126-303 |
126-137 |
|
R3 |
126-262 |
126-218 |
126-113 |
|
R2 |
126-177 |
126-177 |
126-106 |
|
R1 |
126-133 |
126-133 |
126-098 |
126-112 |
PP |
126-092 |
126-092 |
126-092 |
126-081 |
S1 |
126-048 |
126-048 |
126-082 |
126-028 |
S2 |
126-007 |
126-007 |
126-074 |
|
S3 |
125-242 |
125-283 |
126-067 |
|
S4 |
125-157 |
125-198 |
126-043 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-242 |
130-083 |
127-254 |
|
R3 |
129-127 |
128-288 |
127-135 |
|
R2 |
128-012 |
128-012 |
127-095 |
|
R1 |
127-173 |
127-173 |
127-055 |
127-252 |
PP |
126-217 |
126-217 |
126-217 |
126-256 |
S1 |
126-058 |
126-058 |
126-295 |
126-138 |
S2 |
125-102 |
125-102 |
126-255 |
|
S3 |
123-307 |
124-263 |
126-215 |
|
S4 |
122-192 |
123-148 |
126-096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-155 |
126-050 |
1-105 |
1.1% |
0-158 |
0.4% |
9% |
False |
True |
1,153,524 |
10 |
127-155 |
125-170 |
1-305 |
1.5% |
0-148 |
0.4% |
38% |
False |
False |
839,591 |
20 |
127-155 |
125-050 |
2-105 |
1.8% |
0-153 |
0.4% |
48% |
False |
False |
426,159 |
40 |
129-280 |
125-000 |
4-280 |
3.9% |
0-187 |
0.5% |
26% |
False |
False |
214,278 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-146 |
0.4% |
50% |
False |
False |
142,959 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-111 |
0.3% |
50% |
False |
False |
107,219 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-088 |
0.2% |
50% |
False |
False |
85,776 |
120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-076 |
0.2% |
52% |
False |
False |
71,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-176 |
2.618 |
127-038 |
1.618 |
126-273 |
1.000 |
126-220 |
0.618 |
126-188 |
HIGH |
126-135 |
0.618 |
126-103 |
0.500 |
126-092 |
0.382 |
126-082 |
LOW |
126-050 |
0.618 |
125-317 |
1.000 |
125-285 |
1.618 |
125-232 |
2.618 |
125-147 |
4.250 |
125-009 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-092 |
126-262 |
PP |
126-092 |
126-205 |
S1 |
126-091 |
126-148 |
|