ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-065 |
126-205 |
0-140 |
0.3% |
127-065 |
High |
126-280 |
127-070 |
0-110 |
0.3% |
127-155 |
Low |
126-035 |
126-160 |
0-125 |
0.3% |
125-240 |
Close |
126-190 |
127-030 |
0-160 |
0.4% |
125-290 |
Range |
0-245 |
0-230 |
-0-015 |
-6.1% |
1-235 |
ATR |
0-182 |
0-185 |
0-003 |
1.9% |
0-000 |
Volume |
1,471,195 |
1,284,141 |
-187,054 |
-12.7% |
6,619,483 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-030 |
128-260 |
127-156 |
|
R3 |
128-120 |
128-030 |
127-093 |
|
R2 |
127-210 |
127-210 |
127-072 |
|
R1 |
127-120 |
127-120 |
127-051 |
127-165 |
PP |
126-300 |
126-300 |
126-300 |
127-002 |
S1 |
126-210 |
126-210 |
127-009 |
126-255 |
S2 |
126-070 |
126-070 |
126-308 |
|
S3 |
125-160 |
125-300 |
126-287 |
|
S4 |
124-250 |
125-070 |
126-224 |
|
|
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 |
127-070 |
125-175 |
1-215 |
1.3% |
0-237 |
0.6% |
93% |
True |
False |
1,322,423 |
10 |
127-155 |
125-175 |
1-300 |
1.5% |
0-198 |
0.5% |
80% |
False |
False |
1,237,974 |
20 |
127-155 |
125-140 |
2-015 |
1.6% |
0-170 |
0.4% |
81% |
False |
False |
754,929 |
40 |
129-280 |
125-050 |
4-230 |
3.7% |
0-198 |
0.5% |
41% |
False |
False |
379,434 |
60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-166 |
0.4% |
61% |
False |
False |
253,159 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-125 |
0.3% |
61% |
False |
False |
189,871 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-100 |
0.2% |
61% |
False |
False |
151,897 |
120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-086 |
0.2% |
63% |
False |
False |
126,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-088 |
2.618 |
129-032 |
1.618 |
128-122 |
1.000 |
127-300 |
0.618 |
127-212 |
HIGH |
127-070 |
0.618 |
126-302 |
0.500 |
126-275 |
0.382 |
126-248 |
LOW |
126-160 |
0.618 |
126-018 |
1.000 |
125-250 |
1.618 |
125-108 |
2.618 |
124-198 |
4.250 |
123-142 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
127-005 |
126-274 |
PP |
126-300 |
126-198 |
S1 |
126-275 |
126-122 |
|