ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-030 |
126-295 |
-0-055 |
-0.1% |
125-270 |
| High |
127-120 |
127-245 |
0-125 |
0.3% |
127-245 |
| Low |
126-190 |
126-290 |
0-100 |
0.2% |
125-175 |
| Close |
126-280 |
127-175 |
0-215 |
0.5% |
127-175 |
| Range |
0-250 |
0-275 |
0-025 |
10.0% |
2-070 |
| ATR |
0-190 |
0-197 |
0-007 |
3.6% |
0-000 |
| Volume |
1,510,648 |
1,525,258 |
14,610 |
1.0% |
6,874,698 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-315 |
129-200 |
128-006 |
|
| R3 |
129-040 |
128-245 |
127-251 |
|
| R2 |
128-085 |
128-085 |
127-225 |
|
| R1 |
127-290 |
127-290 |
127-200 |
128-028 |
| PP |
127-130 |
127-130 |
127-130 |
127-159 |
| S1 |
127-015 |
127-015 |
127-150 |
127-072 |
| S2 |
126-175 |
126-175 |
127-125 |
|
| S3 |
125-220 |
126-060 |
127-099 |
|
| S4 |
124-265 |
125-105 |
127-024 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-195 |
132-255 |
128-246 |
|
| R3 |
131-125 |
130-185 |
128-050 |
|
| R2 |
129-055 |
129-055 |
127-305 |
|
| R1 |
128-115 |
128-115 |
127-240 |
128-245 |
| PP |
126-305 |
126-305 |
126-305 |
127-050 |
| S1 |
126-045 |
126-045 |
127-110 |
126-175 |
| S2 |
124-235 |
124-235 |
127-045 |
|
| S3 |
122-165 |
123-295 |
126-300 |
|
| S4 |
120-095 |
121-225 |
126-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-245 |
125-175 |
2-070 |
1.7% |
0-253 |
0.6% |
90% |
True |
False |
1,374,939 |
| 10 |
127-245 |
125-175 |
2-070 |
1.7% |
0-222 |
0.5% |
90% |
True |
False |
1,349,418 |
| 20 |
127-245 |
125-150 |
2-095 |
1.8% |
0-183 |
0.4% |
90% |
True |
False |
906,202 |
| 40 |
127-245 |
125-050 |
2-195 |
2.0% |
0-174 |
0.4% |
92% |
True |
False |
455,148 |
| 60 |
129-280 |
122-250 |
7-030 |
5.6% |
0-174 |
0.4% |
67% |
False |
False |
303,757 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-132 |
0.3% |
68% |
False |
False |
227,820 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-106 |
0.3% |
68% |
False |
False |
182,256 |
| 120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-090 |
0.2% |
69% |
False |
False |
151,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-134 |
|
2.618 |
130-005 |
|
1.618 |
129-050 |
|
1.000 |
128-200 |
|
0.618 |
128-095 |
|
HIGH |
127-245 |
|
0.618 |
127-140 |
|
0.500 |
127-108 |
|
0.382 |
127-075 |
|
LOW |
126-290 |
|
0.618 |
126-120 |
|
1.000 |
126-015 |
|
1.618 |
125-165 |
|
2.618 |
124-210 |
|
4.250 |
123-081 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-152 |
127-131 |
| PP |
127-130 |
127-087 |
| S1 |
127-108 |
127-042 |
|