ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
127-200 |
0-225 |
0.6% |
125-270 |
| High |
127-245 |
127-280 |
0-035 |
0.1% |
127-245 |
| Low |
126-290 |
127-060 |
0-090 |
0.2% |
125-175 |
| Close |
127-175 |
127-080 |
-0-095 |
-0.2% |
127-175 |
| Range |
0-275 |
0-220 |
-0-055 |
-20.0% |
2-070 |
| ATR |
0-197 |
0-198 |
0-002 |
0.8% |
0-000 |
| Volume |
1,525,258 |
1,391,355 |
-133,903 |
-8.8% |
6,874,698 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-160 |
129-020 |
127-201 |
|
| R3 |
128-260 |
128-120 |
127-140 |
|
| R2 |
128-040 |
128-040 |
127-120 |
|
| R1 |
127-220 |
127-220 |
127-100 |
127-180 |
| PP |
127-140 |
127-140 |
127-140 |
127-120 |
| S1 |
127-000 |
127-000 |
127-060 |
126-280 |
| S2 |
126-240 |
126-240 |
127-040 |
|
| S3 |
126-020 |
126-100 |
127-020 |
|
| S4 |
125-120 |
125-200 |
126-279 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-195 |
132-255 |
128-246 |
|
| R3 |
131-125 |
130-185 |
128-050 |
|
| R2 |
129-055 |
129-055 |
127-305 |
|
| R1 |
128-115 |
128-115 |
127-240 |
128-245 |
| PP |
126-305 |
126-305 |
126-305 |
127-050 |
| S1 |
126-045 |
126-045 |
127-110 |
126-175 |
| S2 |
124-235 |
124-235 |
127-045 |
|
| S3 |
122-165 |
123-295 |
126-300 |
|
| S4 |
120-095 |
121-225 |
126-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-280 |
126-035 |
1-245 |
1.4% |
0-244 |
0.6% |
65% |
True |
False |
1,436,519 |
| 10 |
127-280 |
125-175 |
2-105 |
1.8% |
0-220 |
0.5% |
73% |
True |
False |
1,346,757 |
| 20 |
127-280 |
125-170 |
2-110 |
1.8% |
0-185 |
0.5% |
73% |
True |
False |
974,764 |
| 40 |
127-280 |
125-050 |
2-230 |
2.1% |
0-173 |
0.4% |
77% |
True |
False |
489,880 |
| 60 |
129-280 |
123-060 |
6-220 |
5.3% |
0-177 |
0.4% |
61% |
False |
False |
326,946 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-135 |
0.3% |
64% |
False |
False |
245,211 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-108 |
0.3% |
64% |
False |
False |
196,169 |
| 120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-092 |
0.2% |
65% |
False |
False |
163,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-255 |
|
2.618 |
129-216 |
|
1.618 |
128-316 |
|
1.000 |
128-180 |
|
0.618 |
128-096 |
|
HIGH |
127-280 |
|
0.618 |
127-196 |
|
0.500 |
127-170 |
|
0.382 |
127-144 |
|
LOW |
127-060 |
|
0.618 |
126-244 |
|
1.000 |
126-160 |
|
1.618 |
126-024 |
|
2.618 |
125-124 |
|
4.250 |
124-085 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-170 |
127-078 |
| PP |
127-140 |
127-077 |
| S1 |
127-110 |
127-075 |
|