ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-230 |
126-300 |
-0-250 |
-0.6% |
125-270 |
| High |
127-270 |
127-075 |
-0-195 |
-0.5% |
127-245 |
| Low |
126-305 |
126-100 |
-0-205 |
-0.5% |
125-175 |
| Close |
126-305 |
126-155 |
-0-150 |
-0.4% |
127-175 |
| Range |
0-285 |
0-295 |
0-010 |
3.5% |
2-070 |
| ATR |
0-216 |
0-221 |
0-006 |
2.6% |
0-000 |
| Volume |
1,297,023 |
1,235,864 |
-61,159 |
-4.7% |
6,874,698 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-142 |
128-283 |
126-317 |
|
| R3 |
128-167 |
127-308 |
126-236 |
|
| R2 |
127-192 |
127-192 |
126-209 |
|
| R1 |
127-013 |
127-013 |
126-182 |
126-275 |
| PP |
126-217 |
126-217 |
126-217 |
126-188 |
| S1 |
126-038 |
126-038 |
126-128 |
125-300 |
| S2 |
125-242 |
125-242 |
126-101 |
|
| S3 |
124-267 |
125-063 |
126-074 |
|
| S4 |
123-292 |
124-088 |
125-313 |
|
|
| 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 |
126-100 |
2-025 |
1.6% |
0-287 |
0.7% |
8% |
False |
True |
1,381,914 |
| 10 |
128-125 |
125-175 |
2-270 |
2.2% |
0-271 |
0.7% |
33% |
False |
False |
1,390,574 |
| 20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-210 |
0.5% |
33% |
False |
False |
1,169,802 |
| 40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-182 |
0.4% |
41% |
False |
False |
589,536 |
| 60 |
129-280 |
123-110 |
6-170 |
5.2% |
0-190 |
0.5% |
48% |
False |
False |
393,490 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-146 |
0.4% |
53% |
False |
False |
295,123 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-117 |
0.3% |
53% |
False |
False |
236,099 |
| 120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-100 |
0.2% |
55% |
False |
False |
196,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-049 |
|
2.618 |
129-207 |
|
1.618 |
128-232 |
|
1.000 |
128-050 |
|
0.618 |
127-257 |
|
HIGH |
127-075 |
|
0.618 |
126-282 |
|
0.500 |
126-248 |
|
0.382 |
126-213 |
|
LOW |
126-100 |
|
0.618 |
125-238 |
|
1.000 |
125-125 |
|
1.618 |
124-263 |
|
2.618 |
123-288 |
|
4.250 |
122-126 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-248 |
127-112 |
| PP |
126-217 |
127-020 |
| S1 |
126-186 |
126-248 |
|