ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-030 |
127-250 |
0-220 |
0.5% |
127-270 |
| High |
127-240 |
127-270 |
0-030 |
0.1% |
128-020 |
| Low |
127-030 |
127-030 |
0-000 |
0.0% |
126-115 |
| Close |
127-200 |
127-115 |
-0-085 |
-0.2% |
126-165 |
| Range |
0-210 |
0-240 |
0-030 |
14.3% |
1-225 |
| ATR |
0-184 |
0-188 |
0-004 |
2.2% |
0-000 |
| Volume |
19,542 |
41,024 |
21,482 |
109.9% |
519,880 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-218 |
129-087 |
127-247 |
|
| R3 |
128-298 |
128-167 |
127-181 |
|
| R2 |
128-058 |
128-058 |
127-159 |
|
| R1 |
127-247 |
127-247 |
127-137 |
127-192 |
| PP |
127-138 |
127-138 |
127-138 |
127-111 |
| S1 |
127-007 |
127-007 |
127-093 |
126-272 |
| S2 |
126-218 |
126-218 |
127-071 |
|
| S3 |
125-298 |
126-087 |
127-049 |
|
| S4 |
125-058 |
125-167 |
126-303 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-028 |
131-002 |
127-145 |
|
| R3 |
130-123 |
129-097 |
126-315 |
|
| R2 |
128-218 |
128-218 |
126-265 |
|
| R1 |
127-192 |
127-192 |
126-215 |
127-092 |
| PP |
126-313 |
126-313 |
126-313 |
126-264 |
| S1 |
125-287 |
125-287 |
126-115 |
125-188 |
| S2 |
125-088 |
125-088 |
126-065 |
|
| S3 |
123-183 |
124-062 |
126-015 |
|
| S4 |
121-278 |
122-157 |
125-185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-270 |
126-060 |
1-210 |
1.3% |
0-237 |
0.6% |
71% |
True |
False |
26,893 |
| 10 |
128-020 |
126-060 |
1-280 |
1.5% |
0-199 |
0.5% |
63% |
False |
False |
85,080 |
| 20 |
128-020 |
126-050 |
1-290 |
1.5% |
0-167 |
0.4% |
63% |
False |
False |
740,006 |
| 40 |
129-180 |
125-270 |
3-230 |
2.9% |
0-189 |
0.5% |
41% |
False |
False |
1,028,243 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-200 |
0.5% |
55% |
False |
False |
1,220,560 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-186 |
0.5% |
55% |
False |
False |
1,188,523 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-182 |
0.4% |
55% |
False |
False |
953,763 |
| 120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-169 |
0.4% |
58% |
False |
False |
795,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-010 |
|
2.618 |
129-258 |
|
1.618 |
129-018 |
|
1.000 |
128-190 |
|
0.618 |
128-098 |
|
HIGH |
127-270 |
|
0.618 |
127-178 |
|
0.500 |
127-150 |
|
0.382 |
127-122 |
|
LOW |
127-030 |
|
0.618 |
126-202 |
|
1.000 |
126-110 |
|
1.618 |
125-282 |
|
2.618 |
125-042 |
|
4.250 |
123-290 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-150 |
127-106 |
| PP |
127-138 |
127-097 |
| S1 |
127-127 |
127-088 |
|