ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
126-220 |
126-230 |
0-010 |
0.0% |
127-200 |
| High |
126-265 |
126-255 |
-0-010 |
0.0% |
128-125 |
| Low |
126-165 |
125-290 |
-0-195 |
-0.5% |
126-090 |
| Close |
126-225 |
126-000 |
-0-225 |
-0.6% |
126-205 |
| Range |
0-100 |
0-285 |
0-185 |
185.0% |
2-035 |
| ATR |
0-209 |
0-214 |
0-005 |
2.6% |
0-000 |
| Volume |
427,537 |
547,909 |
120,372 |
28.2% |
6,190,450 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-290 |
128-110 |
126-157 |
|
| R3 |
128-005 |
127-145 |
126-078 |
|
| R2 |
127-040 |
127-040 |
126-052 |
|
| R1 |
126-180 |
126-180 |
126-026 |
126-128 |
| PP |
126-075 |
126-075 |
126-075 |
126-049 |
| S1 |
125-215 |
125-215 |
125-294 |
125-162 |
| S2 |
125-110 |
125-110 |
125-268 |
|
| S3 |
124-145 |
124-250 |
125-242 |
|
| S4 |
123-180 |
123-285 |
125-163 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-138 |
132-047 |
127-256 |
|
| R3 |
131-103 |
130-012 |
127-071 |
|
| R2 |
129-068 |
129-068 |
127-009 |
|
| R1 |
127-297 |
127-297 |
126-267 |
127-165 |
| PP |
127-033 |
127-033 |
127-033 |
126-288 |
| S1 |
125-262 |
125-262 |
126-143 |
125-130 |
| S2 |
124-318 |
124-318 |
126-081 |
|
| S3 |
122-283 |
123-227 |
126-019 |
|
| S4 |
120-248 |
121-192 |
125-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-270 |
125-290 |
1-300 |
1.5% |
0-225 |
0.6% |
5% |
False |
True |
862,894 |
| 10 |
128-125 |
125-290 |
2-155 |
2.0% |
0-246 |
0.6% |
4% |
False |
True |
1,148,594 |
| 20 |
128-125 |
125-175 |
2-270 |
2.3% |
0-218 |
0.5% |
16% |
False |
False |
1,227,080 |
| 40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-184 |
0.5% |
26% |
False |
False |
633,952 |
| 60 |
129-280 |
123-190 |
6-090 |
5.0% |
0-195 |
0.5% |
38% |
False |
False |
423,136 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-153 |
0.4% |
46% |
False |
False |
317,393 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-123 |
0.3% |
46% |
False |
False |
253,915 |
| 120 |
129-280 |
122-170 |
7-110 |
5.8% |
0-103 |
0.3% |
47% |
False |
False |
211,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-186 |
|
2.618 |
129-041 |
|
1.618 |
128-076 |
|
1.000 |
127-220 |
|
0.618 |
127-111 |
|
HIGH |
126-255 |
|
0.618 |
126-146 |
|
0.500 |
126-112 |
|
0.382 |
126-079 |
|
LOW |
125-290 |
|
0.618 |
125-114 |
|
1.000 |
125-005 |
|
1.618 |
124-149 |
|
2.618 |
123-184 |
|
4.250 |
122-039 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-112 |
126-118 |
| PP |
126-075 |
126-078 |
| S1 |
126-038 |
126-039 |
|