ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-270 |
127-125 |
-0-145 |
-0.4% |
126-220 |
| High |
128-020 |
127-135 |
-0-205 |
-0.5% |
127-250 |
| Low |
127-095 |
126-285 |
-0-130 |
-0.3% |
126-165 |
| Close |
127-165 |
126-305 |
-0-180 |
-0.4% |
127-210 |
| Range |
0-245 |
0-170 |
-0-075 |
-30.6% |
1-085 |
| ATR |
0-173 |
0-175 |
0-002 |
1.1% |
0-000 |
| Volume |
237,116 |
116,736 |
-120,380 |
-50.8% |
6,238,852 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-218 |
128-112 |
127-078 |
|
| R3 |
128-048 |
127-262 |
127-032 |
|
| R2 |
127-198 |
127-198 |
127-016 |
|
| R1 |
127-092 |
127-092 |
127-001 |
127-060 |
| PP |
127-028 |
127-028 |
127-028 |
127-012 |
| S1 |
126-242 |
126-242 |
126-289 |
126-210 |
| S2 |
126-178 |
126-178 |
126-274 |
|
| S3 |
126-008 |
126-072 |
126-258 |
|
| S4 |
125-158 |
125-222 |
126-212 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
130-208 |
128-113 |
|
| R3 |
129-272 |
129-123 |
128-001 |
|
| R2 |
128-187 |
128-187 |
127-284 |
|
| R1 |
128-038 |
128-038 |
127-247 |
128-112 |
| PP |
127-102 |
127-102 |
127-102 |
127-139 |
| S1 |
126-273 |
126-273 |
127-173 |
127-028 |
| S2 |
126-017 |
126-017 |
127-136 |
|
| S3 |
124-252 |
125-188 |
127-099 |
|
| S4 |
123-167 |
124-103 |
126-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-020 |
126-220 |
1-120 |
1.1% |
0-165 |
0.4% |
19% |
False |
False |
962,973 |
| 10 |
128-020 |
126-085 |
1-255 |
1.4% |
0-143 |
0.4% |
38% |
False |
False |
1,132,688 |
| 20 |
128-020 |
125-270 |
2-070 |
1.7% |
0-157 |
0.4% |
50% |
False |
False |
1,079,538 |
| 40 |
130-170 |
125-115 |
5-055 |
4.1% |
0-213 |
0.5% |
31% |
False |
False |
1,379,558 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-193 |
0.5% |
49% |
False |
False |
1,368,488 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-182 |
0.4% |
49% |
False |
False |
1,187,350 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-176 |
0.4% |
50% |
False |
False |
951,223 |
| 120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-161 |
0.4% |
55% |
False |
False |
792,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-218 |
|
2.618 |
128-260 |
|
1.618 |
128-090 |
|
1.000 |
127-305 |
|
0.618 |
127-240 |
|
HIGH |
127-135 |
|
0.618 |
127-070 |
|
0.500 |
127-050 |
|
0.382 |
127-030 |
|
LOW |
126-285 |
|
0.618 |
126-180 |
|
1.000 |
126-115 |
|
1.618 |
126-010 |
|
2.618 |
125-160 |
|
4.250 |
124-202 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-050 |
127-152 |
| PP |
127-028 |
127-097 |
| S1 |
127-007 |
127-041 |
|