ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
125-315 |
125-315 |
0-000 |
0.0% |
126-220 |
| High |
126-060 |
126-035 |
-0-025 |
-0.1% |
126-265 |
| Low |
125-210 |
125-295 |
0-085 |
0.2% |
125-210 |
| Close |
125-305 |
126-005 |
0-020 |
0.0% |
126-005 |
| Range |
0-170 |
0-060 |
-0-110 |
-64.7% |
1-055 |
| ATR |
0-211 |
0-200 |
-0-011 |
-5.1% |
0-000 |
| Volume |
341,493 |
165,055 |
-176,438 |
-51.7% |
1,481,994 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-185 |
126-155 |
126-038 |
|
| R3 |
126-125 |
126-095 |
126-022 |
|
| R2 |
126-065 |
126-065 |
126-016 |
|
| R1 |
126-035 |
126-035 |
126-010 |
126-050 |
| PP |
126-005 |
126-005 |
126-005 |
126-012 |
| S1 |
125-295 |
125-295 |
126-000 |
125-310 |
| S2 |
125-265 |
125-265 |
125-314 |
|
| S3 |
125-205 |
125-235 |
125-308 |
|
| S4 |
125-145 |
125-175 |
125-292 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-218 |
129-007 |
126-211 |
|
| R3 |
128-163 |
127-272 |
126-108 |
|
| R2 |
127-108 |
127-108 |
126-074 |
|
| R1 |
126-217 |
126-217 |
126-039 |
126-135 |
| PP |
126-053 |
126-053 |
126-053 |
126-012 |
| S1 |
125-162 |
125-162 |
125-291 |
125-080 |
| S2 |
124-318 |
124-318 |
125-256 |
|
| S3 |
123-263 |
124-107 |
125-222 |
|
| S4 |
122-208 |
123-052 |
125-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-265 |
125-210 |
1-055 |
0.9% |
0-155 |
0.4% |
31% |
False |
False |
457,626 |
| 10 |
128-125 |
125-210 |
2-235 |
2.2% |
0-221 |
0.5% |
13% |
False |
False |
919,770 |
| 20 |
128-125 |
125-175 |
2-270 |
2.3% |
0-216 |
0.5% |
16% |
False |
False |
1,094,834 |
| 40 |
128-125 |
125-050 |
3-075 |
2.6% |
0-180 |
0.4% |
27% |
False |
False |
646,510 |
| 60 |
129-280 |
123-280 |
6-000 |
4.8% |
0-195 |
0.5% |
36% |
False |
False |
431,576 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-156 |
0.4% |
47% |
False |
False |
323,725 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-125 |
0.3% |
47% |
False |
False |
258,980 |
| 120 |
129-280 |
122-210 |
7-070 |
5.7% |
0-105 |
0.3% |
47% |
False |
False |
215,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-290 |
|
2.618 |
126-192 |
|
1.618 |
126-132 |
|
1.000 |
126-095 |
|
0.618 |
126-072 |
|
HIGH |
126-035 |
|
0.618 |
126-012 |
|
0.500 |
126-005 |
|
0.382 |
125-318 |
|
LOW |
125-295 |
|
0.618 |
125-258 |
|
1.000 |
125-235 |
|
1.618 |
125-198 |
|
2.618 |
125-138 |
|
4.250 |
125-040 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
126-005 |
126-072 |
| PP |
126-005 |
126-050 |
| S1 |
126-005 |
126-028 |
|