ECBOT 10 Year T-Note Future December 2014
| 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 |
127-135 |
126-300 |
-0-155 |
-0.4% |
128-035 |
| High |
127-225 |
127-090 |
-0-135 |
-0.3% |
128-225 |
| Low |
126-290 |
126-260 |
-0-030 |
-0.1% |
126-260 |
| Close |
127-005 |
127-045 |
0-040 |
0.1% |
127-045 |
| Range |
0-255 |
0-150 |
-0-105 |
-41.2% |
1-285 |
| ATR |
0-209 |
0-205 |
-0-004 |
-2.0% |
0-000 |
| Volume |
14,518 |
2,265 |
-12,253 |
-84.4% |
70,191 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-155 |
128-090 |
127-128 |
|
| R3 |
128-005 |
127-260 |
127-086 |
|
| R2 |
127-175 |
127-175 |
127-072 |
|
| R1 |
127-110 |
127-110 |
127-059 |
127-142 |
| PP |
127-025 |
127-025 |
127-025 |
127-041 |
| S1 |
126-280 |
126-280 |
127-031 |
126-312 |
| S2 |
126-195 |
126-195 |
127-018 |
|
| S3 |
126-045 |
126-130 |
127-004 |
|
| S4 |
125-215 |
125-300 |
126-282 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-072 |
132-023 |
128-058 |
|
| R3 |
131-107 |
130-058 |
127-211 |
|
| R2 |
129-142 |
129-142 |
127-156 |
|
| R1 |
128-093 |
128-093 |
127-100 |
127-295 |
| PP |
127-177 |
127-177 |
127-177 |
127-118 |
| S1 |
126-128 |
126-128 |
126-310 |
126-010 |
| S2 |
125-212 |
125-212 |
126-254 |
|
| S3 |
123-247 |
124-163 |
126-199 |
|
| S4 |
121-282 |
122-198 |
126-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-225 |
126-260 |
1-285 |
1.5% |
0-225 |
0.6% |
17% |
False |
True |
14,038 |
| 10 |
128-225 |
126-060 |
2-165 |
2.0% |
0-228 |
0.6% |
38% |
False |
False |
18,880 |
| 20 |
128-225 |
126-060 |
2-165 |
2.0% |
0-192 |
0.5% |
38% |
False |
False |
404,045 |
| 40 |
128-225 |
125-270 |
2-275 |
2.2% |
0-179 |
0.4% |
45% |
False |
False |
760,903 |
| 60 |
130-170 |
124-110 |
6-060 |
4.9% |
0-209 |
0.5% |
45% |
False |
False |
1,107,013 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-195 |
0.5% |
52% |
False |
False |
1,149,871 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-187 |
0.5% |
52% |
False |
False |
954,329 |
| 120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-178 |
0.4% |
55% |
False |
False |
795,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-088 |
|
2.618 |
128-163 |
|
1.618 |
128-013 |
|
1.000 |
127-240 |
|
0.618 |
127-183 |
|
HIGH |
127-090 |
|
0.618 |
127-033 |
|
0.500 |
127-015 |
|
0.382 |
126-317 |
|
LOW |
126-260 |
|
0.618 |
126-167 |
|
1.000 |
126-110 |
|
1.618 |
126-017 |
|
2.618 |
125-187 |
|
4.250 |
124-262 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-035 |
127-170 |
| PP |
127-025 |
127-128 |
| S1 |
127-015 |
127-087 |
|