ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
129-260 |
129-300 |
0-040 |
0.1% |
128-250 |
High |
130-110 |
130-040 |
-0-070 |
-0.2% |
130-300 |
Low |
129-210 |
129-090 |
-0-120 |
-0.3% |
128-170 |
Close |
129-275 |
129-140 |
-0-135 |
-0.3% |
129-275 |
Range |
0-220 |
0-270 |
0-050 |
22.7% |
2-130 |
ATR |
0-252 |
0-254 |
0-001 |
0.5% |
0-000 |
Volume |
1,349,692 |
1,567,621 |
217,929 |
16.1% |
7,982,068 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-047 |
131-203 |
129-288 |
|
R3 |
131-097 |
130-253 |
129-214 |
|
R2 |
130-147 |
130-147 |
129-190 |
|
R1 |
129-303 |
129-303 |
129-165 |
129-250 |
PP |
129-197 |
129-197 |
129-197 |
129-170 |
S1 |
129-033 |
129-033 |
129-115 |
128-300 |
S2 |
128-247 |
128-247 |
129-090 |
|
S3 |
127-297 |
128-083 |
129-066 |
|
S4 |
127-027 |
127-133 |
128-312 |
|
|
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 |
129-065 |
1-235 |
1.3% |
1-032 |
0.8% |
14% |
False |
False |
1,679,483 |
10 |
130-300 |
127-310 |
2-310 |
2.3% |
0-278 |
0.7% |
49% |
False |
False |
1,477,475 |
20 |
130-300 |
125-210 |
5-090 |
4.1% |
0-237 |
0.6% |
72% |
False |
False |
1,039,491 |
40 |
130-300 |
125-175 |
5-125 |
4.2% |
0-224 |
0.5% |
72% |
False |
False |
1,123,035 |
60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-198 |
0.5% |
74% |
False |
False |
752,932 |
80 |
130-300 |
123-110 |
7-190 |
5.9% |
0-203 |
0.5% |
80% |
False |
False |
565,047 |
100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-166 |
0.4% |
82% |
False |
False |
452,058 |
120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-138 |
0.3% |
82% |
False |
False |
376,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-228 |
2.618 |
132-107 |
1.618 |
131-157 |
1.000 |
130-310 |
0.618 |
130-207 |
HIGH |
130-040 |
0.618 |
129-257 |
0.500 |
129-225 |
0.382 |
129-193 |
LOW |
129-090 |
0.618 |
128-243 |
1.000 |
128-140 |
1.618 |
127-293 |
2.618 |
127-023 |
4.250 |
125-222 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
129-225 |
130-035 |
PP |
129-197 |
129-283 |
S1 |
129-168 |
129-212 |
|