ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
129-190 |
130-240 |
1-050 |
0.9% |
128-250 |
High |
130-300 |
130-300 |
0-000 |
0.0% |
130-300 |
Low |
129-065 |
129-235 |
0-170 |
0.4% |
128-170 |
Close |
130-110 |
129-275 |
-0-155 |
-0.4% |
129-275 |
Range |
1-235 |
1-065 |
-0-170 |
-30.6% |
2-130 |
ATR |
0-245 |
0-255 |
0-010 |
4.1% |
0-000 |
Volume |
1,876,323 |
1,609,859 |
-266,464 |
-14.2% |
7,982,068 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-252 |
133-008 |
130-167 |
|
R3 |
132-187 |
131-263 |
130-061 |
|
R2 |
131-122 |
131-122 |
130-026 |
|
R1 |
130-198 |
130-198 |
129-310 |
130-128 |
PP |
130-057 |
130-057 |
130-057 |
130-021 |
S1 |
129-133 |
129-133 |
129-240 |
129-062 |
S2 |
128-312 |
128-312 |
129-204 |
|
S3 |
127-247 |
128-068 |
129-169 |
|
S4 |
126-182 |
127-003 |
129-063 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-318 |
135-267 |
131-058 |
|
R3 |
134-188 |
133-137 |
130-167 |
|
R2 |
132-058 |
132-058 |
130-096 |
|
R1 |
131-007 |
131-007 |
130-026 |
131-192 |
PP |
129-248 |
129-248 |
129-248 |
130-021 |
S1 |
128-197 |
128-197 |
129-204 |
129-062 |
S2 |
127-118 |
127-118 |
129-134 |
|
S3 |
124-308 |
126-067 |
129-063 |
|
S4 |
122-178 |
123-257 |
128-172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-300 |
128-170 |
2-130 |
1.9% |
1-018 |
0.8% |
55% |
True |
False |
1,596,413 |
10 |
130-300 |
127-015 |
3-285 |
3.0% |
0-298 |
0.7% |
72% |
True |
False |
1,449,906 |
20 |
130-300 |
125-210 |
5-090 |
4.1% |
0-236 |
0.6% |
80% |
True |
False |
995,726 |
40 |
130-300 |
125-170 |
5-130 |
4.2% |
0-219 |
0.5% |
80% |
True |
False |
1,052,672 |
60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-198 |
0.5% |
81% |
True |
False |
704,372 |
80 |
130-300 |
123-070 |
7-230 |
5.9% |
0-198 |
0.5% |
86% |
True |
False |
528,601 |
100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-161 |
0.4% |
87% |
True |
False |
422,885 |
120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-134 |
0.3% |
87% |
True |
False |
352,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-016 |
2.618 |
134-028 |
1.618 |
132-283 |
1.000 |
132-045 |
0.618 |
131-218 |
HIGH |
130-300 |
0.618 |
130-153 |
0.500 |
130-108 |
0.382 |
130-062 |
LOW |
129-235 |
0.618 |
128-317 |
1.000 |
128-170 |
1.618 |
127-252 |
2.618 |
126-187 |
4.250 |
124-199 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
130-108 |
130-022 |
PP |
130-057 |
130-000 |
S1 |
130-006 |
129-298 |
|