ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
126-065 |
0-115 |
0.3% |
127-065 |
| High |
126-120 |
126-280 |
0-160 |
0.4% |
127-155 |
| Low |
125-175 |
126-035 |
0-180 |
0.4% |
125-240 |
| Close |
126-070 |
126-190 |
0-120 |
0.3% |
125-290 |
| Range |
0-265 |
0-245 |
-0-020 |
-7.5% |
1-235 |
| ATR |
0-177 |
0-182 |
0-005 |
2.7% |
0-000 |
| Volume |
1,083,456 |
1,471,195 |
387,739 |
35.8% |
6,619,483 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-263 |
128-152 |
127-005 |
|
| R3 |
128-018 |
127-227 |
126-257 |
|
| R2 |
127-093 |
127-093 |
126-235 |
|
| R1 |
126-302 |
126-302 |
126-212 |
127-038 |
| PP |
126-168 |
126-168 |
126-168 |
126-196 |
| S1 |
126-057 |
126-057 |
126-168 |
126-112 |
| S2 |
125-243 |
125-243 |
126-145 |
|
| S3 |
124-318 |
125-132 |
126-123 |
|
| S4 |
124-073 |
124-207 |
126-055 |
|
|
| 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 |
126-280 |
125-175 |
1-105 |
1.0% |
0-208 |
0.5% |
79% |
True |
False |
1,293,930 |
| 10 |
127-155 |
125-175 |
1-300 |
1.5% |
0-191 |
0.5% |
54% |
False |
False |
1,305,567 |
| 20 |
127-155 |
125-120 |
2-035 |
1.7% |
0-163 |
0.4% |
58% |
False |
False |
690,913 |
| 40 |
129-280 |
125-050 |
4-230 |
3.7% |
0-195 |
0.5% |
30% |
False |
False |
347,335 |
| 60 |
129-280 |
122-210 |
7-070 |
5.7% |
0-162 |
0.4% |
55% |
False |
False |
231,757 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-122 |
0.3% |
55% |
False |
False |
173,819 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-098 |
0.2% |
55% |
False |
False |
139,055 |
| 120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-084 |
0.2% |
56% |
False |
False |
115,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-041 |
|
2.618 |
128-281 |
|
1.618 |
128-036 |
|
1.000 |
127-205 |
|
0.618 |
127-111 |
|
HIGH |
126-280 |
|
0.618 |
126-186 |
|
0.500 |
126-158 |
|
0.382 |
126-129 |
|
LOW |
126-035 |
|
0.618 |
125-204 |
|
1.000 |
125-110 |
|
1.618 |
124-279 |
|
2.618 |
124-034 |
|
4.250 |
122-274 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-179 |
126-149 |
| PP |
126-168 |
126-108 |
| S1 |
126-158 |
126-068 |
|