ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
126-200 |
125-270 |
-0-250 |
-0.6% |
127-065 |
| High |
126-205 |
126-120 |
-0-085 |
-0.2% |
127-155 |
| Low |
125-240 |
125-175 |
-0-065 |
-0.2% |
125-240 |
| Close |
125-290 |
126-070 |
0-100 |
0.2% |
125-290 |
| Range |
0-285 |
0-265 |
-0-020 |
-7.0% |
1-235 |
| ATR |
0-170 |
0-177 |
0-007 |
4.0% |
0-000 |
| Volume |
1,646,738 |
1,083,456 |
-563,282 |
-34.2% |
6,619,483 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-170 |
128-065 |
126-216 |
|
| R3 |
127-225 |
127-120 |
126-143 |
|
| R2 |
126-280 |
126-280 |
126-119 |
|
| R1 |
126-175 |
126-175 |
126-094 |
126-228 |
| PP |
126-015 |
126-015 |
126-015 |
126-041 |
| S1 |
125-230 |
125-230 |
126-046 |
125-282 |
| S2 |
125-070 |
125-070 |
126-021 |
|
| S3 |
124-125 |
124-285 |
125-317 |
|
| S4 |
123-180 |
124-020 |
125-244 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-187 |
130-153 |
126-275 |
|
| R3 |
129-272 |
128-238 |
126-123 |
|
| R2 |
128-037 |
128-037 |
126-072 |
|
| R1 |
127-003 |
127-003 |
126-021 |
126-222 |
| PP |
126-122 |
126-122 |
126-122 |
126-071 |
| S1 |
125-088 |
125-088 |
125-239 |
124-308 |
| S2 |
124-207 |
124-207 |
125-188 |
|
| S3 |
122-292 |
123-173 |
125-137 |
|
| S4 |
121-057 |
121-258 |
124-305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-265 |
125-175 |
1-090 |
1.0% |
0-195 |
0.5% |
52% |
False |
True |
1,256,994 |
| 10 |
127-155 |
125-175 |
1-300 |
1.5% |
0-178 |
0.4% |
35% |
False |
True |
1,190,524 |
| 20 |
127-155 |
125-120 |
2-035 |
1.7% |
0-163 |
0.4% |
40% |
False |
False |
617,838 |
| 40 |
129-280 |
125-050 |
4-230 |
3.7% |
0-194 |
0.5% |
23% |
False |
False |
310,595 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-158 |
0.4% |
49% |
False |
False |
207,238 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-119 |
0.3% |
49% |
False |
False |
155,429 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-096 |
0.2% |
49% |
False |
False |
124,343 |
| 120 |
129-280 |
122-110 |
7-170 |
6.0% |
0-082 |
0.2% |
51% |
False |
False |
103,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-286 |
|
2.618 |
128-174 |
|
1.618 |
127-229 |
|
1.000 |
127-065 |
|
0.618 |
126-284 |
|
HIGH |
126-120 |
|
0.618 |
126-019 |
|
0.500 |
125-308 |
|
0.382 |
125-276 |
|
LOW |
125-175 |
|
0.618 |
125-011 |
|
1.000 |
124-230 |
|
1.618 |
124-066 |
|
2.618 |
123-121 |
|
4.250 |
122-009 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-042 |
126-057 |
| PP |
126-015 |
126-043 |
| S1 |
125-308 |
126-030 |
|