ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
126-000 |
126-120 |
0-120 |
0.3% |
126-220 |
High |
126-155 |
126-240 |
0-085 |
0.2% |
126-265 |
Low |
125-310 |
126-120 |
0-130 |
0.3% |
125-210 |
Close |
126-125 |
126-185 |
0-060 |
0.1% |
126-005 |
Range |
0-165 |
0-120 |
-0-045 |
-27.3% |
1-055 |
ATR |
0-198 |
0-192 |
-0-006 |
-2.8% |
0-000 |
Volume |
434,205 |
419,043 |
-15,162 |
-3.5% |
1,481,994 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-222 |
127-163 |
126-251 |
|
R3 |
127-102 |
127-043 |
126-218 |
|
R2 |
126-302 |
126-302 |
126-207 |
|
R1 |
126-243 |
126-243 |
126-196 |
126-272 |
PP |
126-182 |
126-182 |
126-182 |
126-196 |
S1 |
126-123 |
126-123 |
126-174 |
126-152 |
S2 |
126-062 |
126-062 |
126-163 |
|
S3 |
125-262 |
126-003 |
126-152 |
|
S4 |
125-142 |
125-203 |
126-119 |
|
|
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 |
126-255 |
125-210 |
1-045 |
0.9% |
0-160 |
0.4% |
81% |
False |
False |
381,541 |
10 |
128-125 |
125-210 |
2-235 |
2.2% |
0-200 |
0.5% |
34% |
False |
False |
713,433 |
20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-210 |
0.5% |
36% |
False |
False |
1,030,095 |
40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-183 |
0.5% |
44% |
False |
False |
667,621 |
60 |
129-280 |
124-080 |
5-200 |
4.4% |
0-196 |
0.5% |
41% |
False |
False |
445,756 |
80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-159 |
0.4% |
54% |
False |
False |
334,391 |
100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-128 |
0.3% |
54% |
False |
False |
267,513 |
120 |
129-280 |
122-210 |
7-070 |
5.7% |
0-106 |
0.3% |
54% |
False |
False |
222,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-110 |
2.618 |
127-234 |
1.618 |
127-114 |
1.000 |
127-040 |
0.618 |
126-314 |
HIGH |
126-240 |
0.618 |
126-194 |
0.500 |
126-180 |
0.382 |
126-166 |
LOW |
126-120 |
0.618 |
126-046 |
1.000 |
126-000 |
1.618 |
125-246 |
2.618 |
125-126 |
4.250 |
124-250 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
126-183 |
126-159 |
PP |
126-182 |
126-133 |
S1 |
126-180 |
126-108 |
|