ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
125-315 |
126-000 |
0-005 |
0.0% |
126-220 |
High |
126-035 |
126-155 |
0-120 |
0.3% |
126-265 |
Low |
125-295 |
125-310 |
0-015 |
0.0% |
125-210 |
Close |
126-005 |
126-125 |
0-120 |
0.3% |
126-005 |
Range |
0-060 |
0-165 |
0-105 |
175.0% |
1-055 |
ATR |
0-200 |
0-198 |
-0-003 |
-1.3% |
0-000 |
Volume |
165,055 |
434,205 |
269,150 |
163.1% |
1,481,994 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-265 |
127-200 |
126-216 |
|
R3 |
127-100 |
127-035 |
126-170 |
|
R2 |
126-255 |
126-255 |
126-155 |
|
R1 |
126-190 |
126-190 |
126-140 |
126-222 |
PP |
126-090 |
126-090 |
126-090 |
126-106 |
S1 |
126-025 |
126-025 |
126-110 |
126-058 |
S2 |
125-245 |
125-245 |
126-095 |
|
S3 |
125-080 |
125-180 |
126-080 |
|
S4 |
124-235 |
125-015 |
126-034 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-218 |
129-007 |
126-211 |
|
R3 |
128-163 |
127-272 |
126-108 |
|
R2 |
127-108 |
127-108 |
126-074 |
|
R1 |
126-217 |
126-217 |
126-039 |
126-135 |
PP |
126-053 |
126-053 |
126-053 |
126-012 |
S1 |
125-162 |
125-162 |
125-291 |
125-080 |
S2 |
124-318 |
124-318 |
125-256 |
|
S3 |
123-263 |
124-107 |
125-222 |
|
S4 |
122-208 |
123-052 |
125-119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-265 |
125-210 |
1-055 |
0.9% |
0-156 |
0.4% |
63% |
False |
False |
383,239 |
10 |
128-125 |
125-210 |
2-235 |
2.2% |
0-210 |
0.5% |
27% |
False |
False |
810,664 |
20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-216 |
0.5% |
30% |
False |
False |
1,080,041 |
40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-181 |
0.4% |
38% |
False |
False |
657,253 |
60 |
129-280 |
123-280 |
6-000 |
4.7% |
0-196 |
0.5% |
42% |
False |
False |
438,782 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-158 |
0.4% |
52% |
False |
False |
329,153 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-127 |
0.3% |
52% |
False |
False |
263,322 |
120 |
129-280 |
122-210 |
7-070 |
5.7% |
0-106 |
0.3% |
52% |
False |
False |
219,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-216 |
2.618 |
127-267 |
1.618 |
127-102 |
1.000 |
127-000 |
0.618 |
126-257 |
HIGH |
126-155 |
0.618 |
126-092 |
0.500 |
126-072 |
0.382 |
126-053 |
LOW |
125-310 |
0.618 |
125-208 |
1.000 |
125-145 |
1.618 |
125-043 |
2.618 |
124-198 |
4.250 |
123-249 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-108 |
126-091 |
PP |
126-090 |
126-057 |
S1 |
126-072 |
126-022 |
|