ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
130-000 |
129-175 |
-0-145 |
-0.3% |
129-260 |
High |
130-060 |
130-055 |
-0-005 |
0.0% |
130-110 |
Low |
129-120 |
129-160 |
0-040 |
0.1% |
128-235 |
Close |
129-160 |
129-210 |
0-050 |
0.1% |
129-215 |
Range |
0-260 |
0-215 |
-0-045 |
-17.3% |
1-195 |
ATR |
0-262 |
0-259 |
-0-003 |
-1.3% |
0-000 |
Volume |
904,980 |
1,182,996 |
278,016 |
30.7% |
5,795,174 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-253 |
131-127 |
130-008 |
|
R3 |
131-038 |
130-232 |
129-269 |
|
R2 |
130-143 |
130-143 |
129-249 |
|
R1 |
130-017 |
130-017 |
129-230 |
130-080 |
PP |
129-248 |
129-248 |
129-248 |
129-280 |
S1 |
129-122 |
129-122 |
129-190 |
129-185 |
S2 |
129-033 |
129-033 |
129-171 |
|
S3 |
128-138 |
128-227 |
129-151 |
|
S4 |
127-243 |
128-012 |
129-092 |
|
|
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 |
130-060 |
128-235 |
1-145 |
1.1% |
0-271 |
0.7% |
63% |
False |
False |
1,306,691 |
10 |
130-300 |
128-235 |
2-065 |
1.7% |
0-307 |
0.7% |
42% |
False |
False |
1,502,472 |
20 |
130-300 |
125-310 |
4-310 |
3.8% |
0-261 |
0.6% |
74% |
False |
False |
1,213,683 |
40 |
130-300 |
125-175 |
5-125 |
4.2% |
0-238 |
0.6% |
76% |
False |
False |
1,154,259 |
60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-207 |
0.5% |
78% |
False |
False |
835,568 |
80 |
130-300 |
123-280 |
7-020 |
5.4% |
0-211 |
0.5% |
82% |
False |
False |
627,103 |
100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-177 |
0.4% |
85% |
False |
False |
501,717 |
120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-148 |
0.4% |
85% |
False |
False |
418,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-009 |
2.618 |
131-298 |
1.618 |
131-083 |
1.000 |
130-270 |
0.618 |
130-188 |
HIGH |
130-055 |
0.618 |
129-293 |
0.500 |
129-268 |
0.382 |
129-242 |
LOW |
129-160 |
0.618 |
129-027 |
1.000 |
128-265 |
1.618 |
128-132 |
2.618 |
127-237 |
4.250 |
126-206 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
129-268 |
129-225 |
PP |
129-248 |
129-220 |
S1 |
129-229 |
129-215 |
|