ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-145 |
-0-155 |
-0.4% |
127-200 |
High |
127-075 |
126-250 |
-0-145 |
-0.4% |
128-125 |
Low |
126-100 |
126-090 |
-0-010 |
0.0% |
126-090 |
Close |
126-155 |
126-205 |
0-050 |
0.1% |
126-205 |
Range |
0-295 |
0-160 |
-0-135 |
-45.8% |
2-035 |
ATR |
0-221 |
0-217 |
-0-004 |
-2.0% |
0-000 |
Volume |
1,235,864 |
806,138 |
-429,726 |
-34.8% |
6,190,450 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-022 |
127-273 |
126-293 |
|
R3 |
127-182 |
127-113 |
126-249 |
|
R2 |
127-022 |
127-022 |
126-234 |
|
R1 |
126-273 |
126-273 |
126-220 |
126-308 |
PP |
126-182 |
126-182 |
126-182 |
126-199 |
S1 |
126-113 |
126-113 |
126-190 |
126-148 |
S2 |
126-022 |
126-022 |
126-176 |
|
S3 |
125-182 |
125-273 |
126-161 |
|
S4 |
125-022 |
125-113 |
126-117 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-138 |
132-047 |
127-256 |
|
R3 |
131-103 |
130-012 |
127-071 |
|
R2 |
129-068 |
129-068 |
127-009 |
|
R1 |
127-297 |
127-297 |
126-267 |
127-165 |
PP |
127-033 |
127-033 |
127-033 |
126-288 |
S1 |
125-262 |
125-262 |
126-143 |
125-130 |
S2 |
124-318 |
124-318 |
126-081 |
|
S3 |
122-283 |
123-227 |
126-019 |
|
S4 |
120-248 |
121-192 |
125-154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-125 |
126-090 |
2-035 |
1.7% |
0-264 |
0.7% |
17% |
False |
True |
1,238,090 |
10 |
128-125 |
125-175 |
2-270 |
2.2% |
0-258 |
0.6% |
38% |
False |
False |
1,306,514 |
20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-211 |
0.5% |
38% |
False |
False |
1,206,579 |
40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-179 |
0.4% |
46% |
False |
False |
609,653 |
60 |
129-280 |
123-110 |
6-170 |
5.2% |
0-191 |
0.5% |
50% |
False |
False |
406,899 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-148 |
0.4% |
55% |
False |
False |
305,200 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-119 |
0.3% |
55% |
False |
False |
244,160 |
120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-101 |
0.2% |
57% |
False |
False |
203,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-290 |
2.618 |
128-029 |
1.618 |
127-189 |
1.000 |
127-090 |
0.618 |
127-029 |
HIGH |
126-250 |
0.618 |
126-189 |
0.500 |
126-170 |
0.382 |
126-151 |
LOW |
126-090 |
0.618 |
125-311 |
1.000 |
125-250 |
1.618 |
125-151 |
2.618 |
124-311 |
4.250 |
124-050 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-193 |
127-020 |
PP |
126-182 |
126-295 |
S1 |
126-170 |
126-250 |
|