ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-200 |
127-090 |
-0-110 |
-0.3% |
125-270 |
| High |
127-280 |
128-125 |
0-165 |
0.4% |
127-245 |
| Low |
127-060 |
127-085 |
0-025 |
0.1% |
125-175 |
| Close |
127-080 |
127-205 |
0-125 |
0.3% |
127-175 |
| Range |
0-220 |
1-040 |
0-140 |
63.6% |
2-070 |
| ATR |
0-198 |
0-210 |
0-012 |
6.0% |
0-000 |
| Volume |
1,391,355 |
1,460,070 |
68,715 |
4.9% |
6,874,698 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-045 |
130-165 |
128-083 |
|
| R3 |
130-005 |
129-125 |
127-304 |
|
| R2 |
128-285 |
128-285 |
127-271 |
|
| R1 |
128-085 |
128-085 |
127-238 |
128-185 |
| PP |
127-245 |
127-245 |
127-245 |
127-295 |
| S1 |
127-045 |
127-045 |
127-172 |
127-145 |
| S2 |
126-205 |
126-205 |
127-139 |
|
| S3 |
125-165 |
126-005 |
127-106 |
|
| S4 |
124-125 |
124-285 |
127-007 |
|
|
| 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 |
128-125 |
126-160 |
1-285 |
1.5% |
0-267 |
0.7% |
60% |
True |
False |
1,434,294 |
| 10 |
128-125 |
125-175 |
2-270 |
2.2% |
0-238 |
0.6% |
74% |
True |
False |
1,364,112 |
| 20 |
128-125 |
125-170 |
2-275 |
2.2% |
0-193 |
0.5% |
74% |
True |
False |
1,046,488 |
| 40 |
128-125 |
125-050 |
3-075 |
2.5% |
0-177 |
0.4% |
77% |
True |
False |
526,329 |
| 60 |
129-280 |
123-070 |
6-210 |
5.2% |
0-183 |
0.4% |
66% |
False |
False |
351,279 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-139 |
0.3% |
69% |
False |
False |
263,462 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-111 |
0.3% |
69% |
False |
False |
210,770 |
| 120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-095 |
0.2% |
70% |
False |
False |
175,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-055 |
|
2.618 |
131-107 |
|
1.618 |
130-067 |
|
1.000 |
129-165 |
|
0.618 |
129-027 |
|
HIGH |
128-125 |
|
0.618 |
127-307 |
|
0.500 |
127-265 |
|
0.382 |
127-223 |
|
LOW |
127-085 |
|
0.618 |
126-183 |
|
1.000 |
126-045 |
|
1.618 |
125-143 |
|
2.618 |
124-103 |
|
4.250 |
122-155 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-265 |
127-208 |
| PP |
127-245 |
127-207 |
| S1 |
127-225 |
127-206 |
|