ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
129-115 |
129-100 |
-0-015 |
0.0% |
129-260 |
High |
129-270 |
130-005 |
0-055 |
0.1% |
130-110 |
Low |
128-235 |
129-070 |
0-155 |
0.4% |
128-235 |
Close |
129-040 |
129-215 |
0-175 |
0.4% |
129-215 |
Range |
1-035 |
0-255 |
-0-100 |
-28.2% |
1-195 |
ATR |
0-261 |
0-263 |
0-002 |
0.7% |
0-000 |
Volume |
1,698,494 |
1,179,367 |
-519,127 |
-30.6% |
5,795,174 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-008 |
131-207 |
130-035 |
|
R3 |
131-073 |
130-272 |
129-285 |
|
R2 |
130-138 |
130-138 |
129-262 |
|
R1 |
130-017 |
130-017 |
129-238 |
130-078 |
PP |
129-203 |
129-203 |
129-203 |
129-234 |
S1 |
129-082 |
129-082 |
129-192 |
129-142 |
S2 |
128-268 |
128-268 |
129-168 |
|
S3 |
128-013 |
128-147 |
129-145 |
|
S4 |
127-078 |
127-212 |
129-075 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-132 |
133-208 |
130-178 |
|
R3 |
132-257 |
132-013 |
130-037 |
|
R2 |
131-062 |
131-062 |
129-309 |
|
R1 |
130-138 |
130-138 |
129-262 |
130-002 |
PP |
129-187 |
129-187 |
129-187 |
129-119 |
S1 |
128-263 |
128-263 |
129-168 |
128-128 |
S2 |
127-312 |
127-312 |
129-121 |
|
S3 |
126-117 |
127-068 |
129-073 |
|
S4 |
124-242 |
125-193 |
128-252 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-300 |
128-235 |
2-065 |
1.7% |
0-297 |
0.7% |
43% |
False |
False |
1,481,006 |
10 |
130-300 |
128-020 |
2-280 |
2.2% |
0-304 |
0.7% |
56% |
False |
False |
1,522,911 |
20 |
130-300 |
125-210 |
5-090 |
4.1% |
0-248 |
0.6% |
76% |
False |
False |
1,134,612 |
40 |
130-300 |
125-175 |
5-125 |
4.2% |
0-234 |
0.6% |
77% |
False |
False |
1,180,846 |
60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-205 |
0.5% |
78% |
False |
False |
800,838 |
80 |
130-300 |
123-190 |
7-110 |
5.7% |
0-208 |
0.5% |
83% |
False |
False |
601,005 |
100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-172 |
0.4% |
85% |
False |
False |
480,837 |
120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-144 |
0.3% |
85% |
False |
False |
400,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-129 |
2.618 |
132-033 |
1.618 |
131-098 |
1.000 |
130-260 |
0.618 |
130-163 |
HIGH |
130-005 |
0.618 |
129-228 |
0.500 |
129-198 |
0.382 |
129-167 |
LOW |
129-070 |
0.618 |
128-232 |
1.000 |
128-135 |
1.618 |
127-297 |
2.618 |
127-042 |
4.250 |
125-266 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
129-209 |
129-189 |
PP |
129-203 |
129-163 |
S1 |
129-198 |
129-138 |
|