ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
129-085 |
129-190 |
0-105 |
0.3% |
127-050 |
High |
130-075 |
130-300 |
0-225 |
0.5% |
129-035 |
Low |
129-065 |
129-065 |
0-000 |
0.0% |
127-015 |
Close |
129-245 |
130-110 |
0-185 |
0.4% |
128-185 |
Range |
1-010 |
1-235 |
0-225 |
68.2% |
2-020 |
ATR |
0-221 |
0-245 |
0-024 |
10.8% |
0-000 |
Volume |
1,993,923 |
1,876,323 |
-117,600 |
-5.9% |
6,517,000 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-117 |
134-188 |
131-095 |
|
R3 |
133-202 |
132-273 |
130-263 |
|
R2 |
131-287 |
131-287 |
130-212 |
|
R1 |
131-038 |
131-038 |
130-161 |
131-162 |
PP |
130-052 |
130-052 |
130-052 |
130-114 |
S1 |
129-123 |
129-123 |
130-059 |
129-248 |
S2 |
128-137 |
128-137 |
130-008 |
|
S3 |
126-222 |
127-208 |
129-277 |
|
S4 |
124-307 |
125-293 |
129-125 |
|
|
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 |
130-300 |
128-020 |
2-280 |
2.2% |
0-311 |
0.7% |
79% |
True |
False |
1,564,816 |
10 |
130-300 |
126-130 |
4-170 |
3.5% |
0-289 |
0.7% |
87% |
True |
False |
1,365,728 |
20 |
130-300 |
125-210 |
5-090 |
4.1% |
0-230 |
0.6% |
89% |
True |
False |
980,084 |
40 |
130-300 |
125-170 |
5-130 |
4.1% |
0-212 |
0.5% |
89% |
True |
False |
1,013,286 |
60 |
130-300 |
125-050 |
5-250 |
4.4% |
0-195 |
0.5% |
90% |
True |
False |
677,581 |
80 |
130-300 |
123-070 |
7-230 |
5.9% |
0-195 |
0.5% |
92% |
True |
False |
508,480 |
100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-157 |
0.4% |
93% |
True |
False |
406,787 |
120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-131 |
0.3% |
93% |
True |
False |
338,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-099 |
2.618 |
135-153 |
1.618 |
133-238 |
1.000 |
132-215 |
0.618 |
132-003 |
HIGH |
130-300 |
0.618 |
130-088 |
0.500 |
130-022 |
0.382 |
129-277 |
LOW |
129-065 |
0.618 |
128-042 |
1.000 |
127-150 |
1.618 |
126-127 |
2.618 |
124-212 |
4.250 |
121-266 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
130-081 |
130-062 |
PP |
130-052 |
130-013 |
S1 |
130-022 |
129-285 |
|