ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
128-080 |
127-135 |
-0-265 |
-0.6% |
126-145 |
| High |
128-080 |
127-225 |
-0-175 |
-0.4% |
128-055 |
| Low |
127-140 |
126-290 |
-0-170 |
-0.4% |
126-060 |
| Close |
127-140 |
127-005 |
-0-135 |
-0.3% |
127-305 |
| Range |
0-260 |
0-255 |
-0-005 |
-1.9% |
1-315 |
| ATR |
0-206 |
0-209 |
0-004 |
1.7% |
0-000 |
| Volume |
13,188 |
14,518 |
1,330 |
10.1% |
118,616 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-192 |
129-033 |
127-145 |
|
| R3 |
128-257 |
128-098 |
127-075 |
|
| R2 |
128-002 |
128-002 |
127-052 |
|
| R1 |
127-163 |
127-163 |
127-028 |
127-115 |
| PP |
127-067 |
127-067 |
127-067 |
127-042 |
| S1 |
126-228 |
126-228 |
126-302 |
126-180 |
| S2 |
126-132 |
126-132 |
126-278 |
|
| S3 |
125-197 |
125-293 |
126-255 |
|
| S4 |
124-262 |
125-038 |
126-185 |
|
|
| 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 |
128-225 |
126-290 |
1-255 |
1.4% |
0-246 |
0.6% |
6% |
False |
True |
18,075 |
| 10 |
128-225 |
126-060 |
2-165 |
2.0% |
0-242 |
0.6% |
33% |
False |
False |
22,484 |
| 20 |
128-225 |
126-060 |
2-165 |
2.0% |
0-192 |
0.5% |
33% |
False |
False |
484,242 |
| 40 |
128-225 |
125-270 |
2-275 |
2.3% |
0-182 |
0.4% |
41% |
False |
False |
796,362 |
| 60 |
130-170 |
124-085 |
6-085 |
4.9% |
0-210 |
0.5% |
44% |
False |
False |
1,130,724 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-194 |
0.5% |
50% |
False |
False |
1,170,798 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-189 |
0.5% |
51% |
False |
False |
954,379 |
| 120 |
130-170 |
122-300 |
7-190 |
6.0% |
0-177 |
0.4% |
54% |
False |
False |
795,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-029 |
|
2.618 |
129-253 |
|
1.618 |
128-318 |
|
1.000 |
128-160 |
|
0.618 |
128-063 |
|
HIGH |
127-225 |
|
0.618 |
127-128 |
|
0.500 |
127-098 |
|
0.382 |
127-067 |
|
LOW |
126-290 |
|
0.618 |
126-132 |
|
1.000 |
126-035 |
|
1.618 |
125-197 |
|
2.618 |
124-262 |
|
4.250 |
123-166 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-098 |
127-258 |
| PP |
127-067 |
127-173 |
| S1 |
127-036 |
127-089 |
|