ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
126-230 |
125-315 |
-0-235 |
-0.6% |
127-200 |
| High |
126-255 |
126-060 |
-0-195 |
-0.5% |
128-125 |
| Low |
125-290 |
125-210 |
-0-080 |
-0.2% |
126-090 |
| Close |
126-000 |
125-305 |
-0-015 |
0.0% |
126-205 |
| Range |
0-285 |
0-170 |
-0-115 |
-40.4% |
2-035 |
| ATR |
0-214 |
0-211 |
-0-003 |
-1.5% |
0-000 |
| Volume |
547,909 |
341,493 |
-206,416 |
-37.7% |
6,190,450 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-168 |
127-087 |
126-078 |
|
| R3 |
126-318 |
126-237 |
126-032 |
|
| R2 |
126-148 |
126-148 |
126-016 |
|
| R1 |
126-067 |
126-067 |
126-001 |
126-022 |
| PP |
125-298 |
125-298 |
125-298 |
125-276 |
| S1 |
125-217 |
125-217 |
125-289 |
125-172 |
| S2 |
125-128 |
125-128 |
125-274 |
|
| S3 |
124-278 |
125-047 |
125-258 |
|
| S4 |
124-108 |
124-197 |
125-212 |
|
|
| 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 |
127-075 |
125-210 |
1-185 |
1.3% |
0-202 |
0.5% |
19% |
False |
True |
671,788 |
| 10 |
128-125 |
125-210 |
2-235 |
2.2% |
0-240 |
0.6% |
11% |
False |
True |
1,054,329 |
| 20 |
128-125 |
125-175 |
2-270 |
2.3% |
0-219 |
0.5% |
14% |
False |
False |
1,146,151 |
| 40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-185 |
0.5% |
25% |
False |
False |
642,469 |
| 60 |
129-280 |
123-280 |
6-000 |
4.8% |
0-198 |
0.5% |
35% |
False |
False |
428,827 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-155 |
0.4% |
46% |
False |
False |
321,662 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-124 |
0.3% |
46% |
False |
False |
257,330 |
| 120 |
129-280 |
122-210 |
7-070 |
5.7% |
0-104 |
0.3% |
46% |
False |
False |
214,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-142 |
|
2.618 |
127-185 |
|
1.618 |
127-015 |
|
1.000 |
126-230 |
|
0.618 |
126-165 |
|
HIGH |
126-060 |
|
0.618 |
125-315 |
|
0.500 |
125-295 |
|
0.382 |
125-275 |
|
LOW |
125-210 |
|
0.618 |
125-105 |
|
1.000 |
125-040 |
|
1.618 |
124-255 |
|
2.618 |
124-085 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
126-078 |
| PP |
125-298 |
126-047 |
| S1 |
125-295 |
126-016 |
|