ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-110 |
126-200 |
0-090 |
0.2% |
127-065 |
High |
126-205 |
126-205 |
0-000 |
0.0% |
127-155 |
Low |
126-045 |
125-240 |
-0-125 |
-0.3% |
125-240 |
Close |
126-160 |
125-290 |
-0-190 |
-0.5% |
125-290 |
Range |
0-160 |
0-285 |
0-125 |
78.1% |
1-235 |
ATR |
0-162 |
0-170 |
0-009 |
5.5% |
0-000 |
Volume |
1,126,587 |
1,646,738 |
520,151 |
46.2% |
6,619,483 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-247 |
128-073 |
126-127 |
|
R3 |
127-282 |
127-108 |
126-048 |
|
R2 |
126-317 |
126-317 |
126-022 |
|
R1 |
126-143 |
126-143 |
125-316 |
126-088 |
PP |
126-032 |
126-032 |
126-032 |
126-004 |
S1 |
125-178 |
125-178 |
125-264 |
125-122 |
S2 |
125-067 |
125-067 |
125-238 |
|
S3 |
124-102 |
124-213 |
125-212 |
|
S4 |
123-137 |
123-248 |
125-133 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-187 |
130-153 |
126-275 |
|
R3 |
129-272 |
128-238 |
126-123 |
|
R2 |
128-037 |
128-037 |
126-072 |
|
R1 |
127-003 |
127-003 |
126-021 |
126-222 |
PP |
126-122 |
126-122 |
126-122 |
126-071 |
S1 |
125-088 |
125-088 |
125-239 |
124-308 |
S2 |
124-207 |
124-207 |
125-188 |
|
S3 |
122-292 |
123-173 |
125-137 |
|
S4 |
121-057 |
121-258 |
124-305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-155 |
125-240 |
1-235 |
1.4% |
0-192 |
0.5% |
9% |
False |
True |
1,323,896 |
10 |
127-155 |
125-220 |
1-255 |
1.4% |
0-163 |
0.4% |
12% |
False |
False |
1,106,644 |
20 |
127-155 |
125-050 |
2-105 |
1.8% |
0-163 |
0.4% |
32% |
False |
False |
564,288 |
40 |
129-280 |
125-050 |
4-230 |
3.7% |
0-190 |
0.5% |
16% |
False |
False |
283,520 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-154 |
0.4% |
45% |
False |
False |
189,180 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-116 |
0.3% |
45% |
False |
False |
141,886 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-093 |
0.2% |
45% |
False |
False |
113,509 |
120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-079 |
0.2% |
47% |
False |
False |
94,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-136 |
2.618 |
128-311 |
1.618 |
128-026 |
1.000 |
127-170 |
0.618 |
127-061 |
HIGH |
126-205 |
0.618 |
126-096 |
0.500 |
126-062 |
0.382 |
126-029 |
LOW |
125-240 |
0.618 |
125-064 |
1.000 |
124-275 |
1.618 |
124-099 |
2.618 |
123-134 |
4.250 |
121-309 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-062 |
126-062 |
PP |
126-032 |
126-032 |
S1 |
126-001 |
126-001 |
|