ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-145 |
126-220 |
0-075 |
0.2% |
127-200 |
High |
126-250 |
126-265 |
0-015 |
0.0% |
128-125 |
Low |
126-090 |
126-165 |
0-075 |
0.2% |
126-090 |
Close |
126-205 |
126-225 |
0-020 |
0.0% |
126-205 |
Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
2-035 |
ATR |
0-217 |
0-209 |
-0-008 |
-3.9% |
0-000 |
Volume |
806,138 |
427,537 |
-378,601 |
-47.0% |
6,190,450 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-198 |
127-152 |
126-280 |
|
R3 |
127-098 |
127-052 |
126-252 |
|
R2 |
126-318 |
126-318 |
126-243 |
|
R1 |
126-272 |
126-272 |
126-234 |
126-295 |
PP |
126-218 |
126-218 |
126-218 |
126-230 |
S1 |
126-172 |
126-172 |
126-216 |
126-195 |
S2 |
126-118 |
126-118 |
126-207 |
|
S3 |
126-018 |
126-072 |
126-198 |
|
S4 |
125-238 |
125-292 |
126-170 |
|
|
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% |
0-240 |
0.6% |
20% |
False |
False |
1,045,326 |
10 |
128-125 |
126-035 |
2-090 |
1.8% |
0-242 |
0.6% |
26% |
False |
False |
1,240,922 |
20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-210 |
0.5% |
41% |
False |
False |
1,215,723 |
40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-179 |
0.4% |
48% |
False |
False |
620,278 |
60 |
129-280 |
123-190 |
6-090 |
5.0% |
0-190 |
0.5% |
50% |
False |
False |
414,008 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-150 |
0.4% |
56% |
False |
False |
310,544 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-120 |
0.3% |
56% |
False |
False |
248,436 |
120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-101 |
0.2% |
58% |
False |
False |
207,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-050 |
2.618 |
127-207 |
1.618 |
127-107 |
1.000 |
127-045 |
0.618 |
127-007 |
HIGH |
126-265 |
0.618 |
126-227 |
0.500 |
126-215 |
0.382 |
126-203 |
LOW |
126-165 |
0.618 |
126-103 |
1.000 |
126-065 |
1.618 |
126-003 |
2.618 |
125-223 |
4.250 |
125-060 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-222 |
126-242 |
PP |
126-218 |
126-237 |
S1 |
126-215 |
126-231 |
|