ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-250 |
127-120 |
-0-130 |
-0.3% |
126-145 |
| High |
127-270 |
128-055 |
0-105 |
0.3% |
128-055 |
| Low |
127-030 |
127-120 |
0-090 |
0.2% |
126-060 |
| Close |
127-115 |
127-305 |
0-190 |
0.5% |
127-305 |
| Range |
0-240 |
0-255 |
0-015 |
6.3% |
1-315 |
| ATR |
0-188 |
0-193 |
0-005 |
2.7% |
0-000 |
| Volume |
41,024 |
22,450 |
-18,574 |
-45.3% |
118,616 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-072 |
129-283 |
128-125 |
|
| R3 |
129-137 |
129-028 |
128-055 |
|
| R2 |
128-202 |
128-202 |
128-032 |
|
| R1 |
128-093 |
128-093 |
128-008 |
128-148 |
| PP |
127-267 |
127-267 |
127-267 |
127-294 |
| S1 |
127-158 |
127-158 |
127-282 |
127-212 |
| S2 |
127-012 |
127-012 |
127-258 |
|
| S3 |
126-077 |
126-223 |
127-235 |
|
| S4 |
125-142 |
125-288 |
127-165 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-125 |
132-210 |
129-014 |
|
| R3 |
131-130 |
130-215 |
128-160 |
|
| R2 |
129-135 |
129-135 |
128-101 |
|
| R1 |
128-220 |
128-220 |
128-043 |
129-018 |
| PP |
127-140 |
127-140 |
127-140 |
127-199 |
| S1 |
126-225 |
126-225 |
127-247 |
127-022 |
| S2 |
125-145 |
125-145 |
127-189 |
|
| S3 |
123-150 |
124-230 |
127-130 |
|
| S4 |
121-155 |
122-235 |
126-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-055 |
126-060 |
1-315 |
1.6% |
0-232 |
0.6% |
89% |
True |
False |
23,723 |
| 10 |
128-055 |
126-060 |
1-315 |
1.6% |
0-208 |
0.5% |
89% |
True |
False |
63,849 |
| 20 |
128-055 |
126-055 |
2-000 |
1.6% |
0-174 |
0.4% |
89% |
True |
False |
688,788 |
| 40 |
128-105 |
125-270 |
2-155 |
1.9% |
0-181 |
0.4% |
85% |
False |
False |
948,803 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-202 |
0.5% |
63% |
False |
False |
1,198,488 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-188 |
0.5% |
63% |
False |
False |
1,188,155 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-184 |
0.4% |
64% |
False |
False |
953,921 |
| 120 |
130-170 |
122-300 |
7-190 |
5.9% |
0-171 |
0.4% |
66% |
False |
False |
795,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-179 |
|
2.618 |
130-083 |
|
1.618 |
129-148 |
|
1.000 |
128-310 |
|
0.618 |
128-213 |
|
HIGH |
128-055 |
|
0.618 |
127-278 |
|
0.500 |
127-248 |
|
0.382 |
127-217 |
|
LOW |
127-120 |
|
0.618 |
126-282 |
|
1.000 |
126-185 |
|
1.618 |
126-027 |
|
2.618 |
125-092 |
|
4.250 |
123-316 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-286 |
127-271 |
| PP |
127-267 |
127-237 |
| S1 |
127-248 |
127-202 |
|