ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
128-160 |
128-100 |
-0-060 |
-0.1% |
126-000 |
High |
128-220 |
128-120 |
-0-100 |
-0.2% |
127-105 |
Low |
128-005 |
127-310 |
-0-015 |
0.0% |
125-310 |
Close |
128-150 |
128-035 |
-0-115 |
-0.3% |
127-050 |
Range |
0-215 |
0-130 |
-0-085 |
-39.5% |
1-115 |
ATR |
0-214 |
0-210 |
-0-004 |
-1.8% |
0-000 |
Volume |
1,481,757 |
941,743 |
-540,014 |
-36.4% |
1,891,458 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-118 |
129-047 |
128-106 |
|
R3 |
128-308 |
128-237 |
128-071 |
|
R2 |
128-178 |
128-178 |
128-059 |
|
R1 |
128-107 |
128-107 |
128-047 |
128-078 |
PP |
128-048 |
128-048 |
128-048 |
128-034 |
S1 |
127-297 |
127-297 |
128-023 |
127-268 |
S2 |
127-238 |
127-238 |
128-011 |
|
S3 |
127-108 |
127-167 |
127-319 |
|
S4 |
126-298 |
127-037 |
127-284 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-287 |
130-123 |
127-289 |
|
R3 |
129-172 |
129-008 |
127-170 |
|
R2 |
128-057 |
128-057 |
127-130 |
|
R1 |
127-213 |
127-213 |
127-090 |
127-295 |
PP |
126-262 |
126-262 |
126-262 |
126-302 |
S1 |
126-098 |
126-098 |
127-010 |
126-180 |
S2 |
125-147 |
125-147 |
126-290 |
|
S3 |
124-032 |
124-303 |
126-250 |
|
S4 |
122-237 |
123-188 |
126-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-035 |
126-130 |
2-225 |
2.1% |
0-267 |
0.7% |
63% |
False |
False |
1,166,640 |
10 |
129-035 |
125-210 |
3-145 |
2.7% |
0-193 |
0.5% |
71% |
False |
False |
746,313 |
20 |
129-035 |
125-210 |
3-145 |
2.7% |
0-220 |
0.5% |
71% |
False |
False |
947,453 |
40 |
129-035 |
125-120 |
3-235 |
2.9% |
0-191 |
0.5% |
73% |
False |
False |
819,183 |
60 |
129-280 |
125-050 |
4-230 |
3.7% |
0-203 |
0.5% |
63% |
False |
False |
547,374 |
80 |
129-280 |
122-210 |
7-070 |
5.6% |
0-176 |
0.4% |
76% |
False |
False |
410,681 |
100 |
129-280 |
122-210 |
7-070 |
5.6% |
0-142 |
0.3% |
76% |
False |
False |
328,546 |
120 |
129-280 |
122-210 |
7-070 |
5.6% |
0-118 |
0.3% |
76% |
False |
False |
273,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-032 |
2.618 |
129-140 |
1.618 |
129-010 |
1.000 |
128-250 |
0.618 |
128-200 |
HIGH |
128-120 |
0.618 |
128-070 |
0.500 |
128-055 |
0.382 |
128-040 |
LOW |
127-310 |
0.618 |
127-230 |
1.000 |
127-180 |
1.618 |
127-100 |
2.618 |
126-290 |
4.250 |
126-078 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
128-055 |
128-135 |
PP |
128-048 |
128-102 |
S1 |
128-042 |
128-068 |
|