ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-090 |
127-230 |
0-140 |
0.3% |
125-270 |
| High |
128-125 |
127-270 |
-0-175 |
-0.4% |
127-245 |
| Low |
127-085 |
126-305 |
-0-100 |
-0.2% |
125-175 |
| Close |
127-205 |
126-305 |
-0-220 |
-0.5% |
127-175 |
| Range |
1-040 |
0-285 |
-0-075 |
-20.8% |
2-070 |
| ATR |
0-210 |
0-216 |
0-005 |
2.5% |
0-000 |
| Volume |
1,460,070 |
1,297,023 |
-163,047 |
-11.2% |
6,874,698 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
129-105 |
127-142 |
|
| R3 |
129-010 |
128-140 |
127-063 |
|
| R2 |
128-045 |
128-045 |
127-037 |
|
| R1 |
127-175 |
127-175 |
127-011 |
127-128 |
| PP |
127-080 |
127-080 |
127-080 |
127-056 |
| S1 |
126-210 |
126-210 |
126-279 |
126-162 |
| S2 |
126-115 |
126-115 |
126-253 |
|
| S3 |
125-150 |
125-245 |
126-227 |
|
| S4 |
124-185 |
124-280 |
126-148 |
|
|
| 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 |
128-125 |
126-190 |
1-255 |
1.4% |
0-278 |
0.7% |
20% |
False |
False |
1,436,870 |
| 10 |
128-125 |
125-175 |
2-270 |
2.2% |
0-258 |
0.6% |
49% |
False |
False |
1,379,647 |
| 20 |
128-125 |
125-170 |
2-275 |
2.3% |
0-203 |
0.5% |
50% |
False |
False |
1,109,619 |
| 40 |
128-125 |
125-050 |
3-075 |
2.5% |
0-178 |
0.4% |
56% |
False |
False |
558,695 |
| 60 |
129-280 |
123-070 |
6-210 |
5.2% |
0-186 |
0.5% |
56% |
False |
False |
372,892 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-143 |
0.4% |
60% |
False |
False |
279,675 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-114 |
0.3% |
60% |
False |
False |
223,740 |
| 120 |
129-280 |
122-110 |
7-170 |
5.9% |
0-097 |
0.2% |
61% |
False |
False |
186,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-201 |
|
2.618 |
130-056 |
|
1.618 |
129-091 |
|
1.000 |
128-235 |
|
0.618 |
128-126 |
|
HIGH |
127-270 |
|
0.618 |
127-161 |
|
0.500 |
127-128 |
|
0.382 |
127-094 |
|
LOW |
126-305 |
|
0.618 |
126-129 |
|
1.000 |
126-020 |
|
1.618 |
125-164 |
|
2.618 |
124-199 |
|
4.250 |
123-054 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-128 |
127-215 |
| PP |
127-080 |
127-138 |
| S1 |
127-032 |
127-062 |
|