ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
128-035 |
128-250 |
0-215 |
0.5% |
127-050 |
| High |
128-270 |
129-045 |
0-095 |
0.2% |
129-035 |
| Low |
128-020 |
128-170 |
0-150 |
0.4% |
127-015 |
| Close |
128-185 |
129-020 |
0-155 |
0.4% |
128-185 |
| Range |
0-250 |
0-195 |
-0-055 |
-22.0% |
2-020 |
| ATR |
0-213 |
0-212 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,451,875 |
840,490 |
-611,385 |
-42.1% |
6,517,000 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-237 |
130-163 |
129-127 |
|
| R3 |
130-042 |
129-288 |
129-074 |
|
| R2 |
129-167 |
129-167 |
129-056 |
|
| R1 |
129-093 |
129-093 |
129-038 |
129-130 |
| PP |
128-292 |
128-292 |
128-292 |
128-310 |
| S1 |
128-218 |
128-218 |
129-002 |
128-255 |
| S2 |
128-097 |
128-097 |
128-304 |
|
| S3 |
127-222 |
128-023 |
128-286 |
|
| S4 |
127-027 |
127-148 |
128-233 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-138 |
133-182 |
129-228 |
|
| R3 |
132-118 |
131-162 |
129-046 |
|
| R2 |
130-098 |
130-098 |
128-306 |
|
| R1 |
129-142 |
129-142 |
128-246 |
129-280 |
| PP |
128-078 |
128-078 |
128-078 |
128-148 |
| S1 |
127-122 |
127-122 |
128-124 |
127-260 |
| S2 |
126-058 |
126-058 |
128-064 |
|
| S3 |
124-038 |
125-102 |
128-004 |
|
| S4 |
122-018 |
123-082 |
127-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-045 |
127-235 |
1-130 |
1.1% |
0-246 |
0.6% |
94% |
True |
False |
1,291,134 |
| 10 |
129-045 |
125-310 |
3-055 |
2.5% |
0-214 |
0.5% |
98% |
True |
False |
924,894 |
| 20 |
129-045 |
125-210 |
3-155 |
2.7% |
0-218 |
0.5% |
98% |
True |
False |
922,332 |
| 40 |
129-045 |
125-150 |
3-215 |
2.8% |
0-197 |
0.5% |
98% |
True |
False |
876,362 |
| 60 |
129-045 |
125-050 |
3-315 |
3.1% |
0-192 |
0.5% |
98% |
True |
False |
585,541 |
| 80 |
129-280 |
122-210 |
7-070 |
5.6% |
0-182 |
0.4% |
89% |
False |
False |
439,335 |
| 100 |
129-280 |
122-210 |
7-070 |
5.6% |
0-146 |
0.4% |
89% |
False |
False |
351,469 |
| 120 |
129-280 |
122-210 |
7-070 |
5.6% |
0-122 |
0.3% |
89% |
False |
False |
292,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-234 |
|
2.618 |
130-236 |
|
1.618 |
130-041 |
|
1.000 |
129-240 |
|
0.618 |
129-166 |
|
HIGH |
129-045 |
|
0.618 |
128-291 |
|
0.500 |
128-268 |
|
0.382 |
128-244 |
|
LOW |
128-170 |
|
0.618 |
128-049 |
|
1.000 |
127-295 |
|
1.618 |
127-174 |
|
2.618 |
126-299 |
|
4.250 |
125-301 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-316 |
128-286 |
| PP |
128-292 |
128-232 |
| S1 |
128-268 |
128-178 |
|