ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-295 |
127-200 |
0-225 |
0.6% |
125-270 |
High |
127-245 |
127-280 |
0-035 |
0.1% |
127-245 |
Low |
126-290 |
127-060 |
0-090 |
0.2% |
125-175 |
Close |
127-175 |
127-080 |
-0-095 |
-0.2% |
127-175 |
Range |
0-275 |
0-220 |
-0-055 |
-20.0% |
2-070 |
ATR |
0-197 |
0-198 |
0-002 |
0.8% |
0-000 |
Volume |
1,525,258 |
1,391,355 |
-133,903 |
-8.8% |
6,874,698 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-160 |
129-020 |
127-201 |
|
R3 |
128-260 |
128-120 |
127-140 |
|
R2 |
128-040 |
128-040 |
127-120 |
|
R1 |
127-220 |
127-220 |
127-100 |
127-180 |
PP |
127-140 |
127-140 |
127-140 |
127-120 |
S1 |
127-000 |
127-000 |
127-060 |
126-280 |
S2 |
126-240 |
126-240 |
127-040 |
|
S3 |
126-020 |
126-100 |
127-020 |
|
S4 |
125-120 |
125-200 |
126-279 |
|
|
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 |
127-280 |
126-035 |
1-245 |
1.4% |
0-244 |
0.6% |
65% |
True |
False |
1,436,519 |
10 |
127-280 |
125-175 |
2-105 |
1.8% |
0-220 |
0.5% |
73% |
True |
False |
1,346,757 |
20 |
127-280 |
125-170 |
2-110 |
1.8% |
0-185 |
0.5% |
73% |
True |
False |
974,764 |
40 |
127-280 |
125-050 |
2-230 |
2.1% |
0-173 |
0.4% |
77% |
True |
False |
489,880 |
60 |
129-280 |
123-060 |
6-220 |
5.3% |
0-177 |
0.4% |
61% |
False |
False |
326,946 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-135 |
0.3% |
64% |
False |
False |
245,211 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-108 |
0.3% |
64% |
False |
False |
196,169 |
120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-092 |
0.2% |
65% |
False |
False |
163,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-255 |
2.618 |
129-216 |
1.618 |
128-316 |
1.000 |
128-180 |
0.618 |
128-096 |
HIGH |
127-280 |
0.618 |
127-196 |
0.500 |
127-170 |
0.382 |
127-144 |
LOW |
127-060 |
0.618 |
126-244 |
1.000 |
126-160 |
1.618 |
126-024 |
2.618 |
125-124 |
4.250 |
124-085 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
127-170 |
127-078 |
PP |
127-140 |
127-077 |
S1 |
127-110 |
127-075 |
|