ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-100 |
126-110 |
0-010 |
0.0% |
126-000 |
High |
126-135 |
126-205 |
0-070 |
0.2% |
127-055 |
Low |
126-050 |
126-045 |
-0-005 |
0.0% |
125-260 |
Close |
126-090 |
126-160 |
0-070 |
0.2% |
127-015 |
Range |
0-085 |
0-160 |
0-075 |
88.2% |
1-115 |
ATR |
0-162 |
0-162 |
0-000 |
-0.1% |
0-000 |
Volume |
1,141,674 |
1,126,587 |
-15,087 |
-1.3% |
4,202,303 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-297 |
127-228 |
126-248 |
|
R3 |
127-137 |
127-068 |
126-204 |
|
R2 |
126-297 |
126-297 |
126-189 |
|
R1 |
126-228 |
126-228 |
126-175 |
126-262 |
PP |
126-137 |
126-137 |
126-137 |
126-154 |
S1 |
126-068 |
126-068 |
126-145 |
126-102 |
S2 |
125-297 |
125-297 |
126-131 |
|
S3 |
125-137 |
125-228 |
126-116 |
|
S4 |
124-297 |
125-068 |
126-072 |
|
|
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 |
126-045 |
1-110 |
1.1% |
0-168 |
0.4% |
27% |
False |
True |
1,140,561 |
10 |
127-155 |
125-210 |
1-265 |
1.4% |
0-150 |
0.4% |
46% |
False |
False |
949,030 |
20 |
127-155 |
125-050 |
2-105 |
1.8% |
0-156 |
0.4% |
58% |
False |
False |
482,227 |
40 |
129-280 |
125-050 |
4-230 |
3.7% |
0-187 |
0.5% |
28% |
False |
False |
242,395 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-149 |
0.4% |
53% |
False |
False |
161,735 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-113 |
0.3% |
53% |
False |
False |
121,302 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-090 |
0.2% |
53% |
False |
False |
97,041 |
120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-077 |
0.2% |
55% |
False |
False |
80,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-245 |
2.618 |
127-304 |
1.618 |
127-144 |
1.000 |
127-045 |
0.618 |
126-304 |
HIGH |
126-205 |
0.618 |
126-144 |
0.500 |
126-125 |
0.382 |
126-106 |
LOW |
126-045 |
0.618 |
125-266 |
1.000 |
125-205 |
1.618 |
125-106 |
2.618 |
124-266 |
4.250 |
124-005 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-148 |
126-158 |
PP |
126-137 |
126-157 |
S1 |
126-125 |
126-155 |
|