ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
130-135 |
130-065 |
-0-070 |
-0.2% |
130-000 |
High |
130-170 |
131-055 |
0-205 |
0.5% |
131-055 |
Low |
129-290 |
130-040 |
0-070 |
0.2% |
129-120 |
Close |
130-060 |
130-280 |
0-220 |
0.5% |
130-280 |
Range |
0-200 |
1-015 |
0-135 |
67.5% |
1-255 |
ATR |
0-262 |
0-267 |
0-005 |
2.0% |
0-000 |
Volume |
1,282,574 |
1,719,555 |
436,981 |
34.1% |
6,378,882 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-277 |
133-133 |
131-144 |
|
R3 |
132-262 |
132-118 |
131-052 |
|
R2 |
131-247 |
131-247 |
131-021 |
|
R1 |
131-103 |
131-103 |
130-311 |
131-175 |
PP |
130-232 |
130-232 |
130-232 |
130-268 |
S1 |
130-088 |
130-088 |
130-249 |
130-160 |
S2 |
129-217 |
129-217 |
130-219 |
|
S3 |
128-202 |
129-073 |
130-188 |
|
S4 |
127-187 |
128-058 |
130-096 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-277 |
135-053 |
131-276 |
|
R3 |
134-022 |
133-118 |
131-118 |
|
R2 |
132-087 |
132-087 |
131-065 |
|
R1 |
131-183 |
131-183 |
131-013 |
131-295 |
PP |
130-152 |
130-152 |
130-152 |
130-208 |
S1 |
129-248 |
129-248 |
130-227 |
130-040 |
S2 |
128-217 |
128-217 |
130-175 |
|
S3 |
126-282 |
127-313 |
130-122 |
|
S4 |
125-027 |
126-058 |
129-284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-055 |
129-120 |
1-255 |
1.4% |
0-274 |
0.7% |
83% |
True |
False |
1,275,776 |
10 |
131-055 |
128-235 |
2-140 |
1.9% |
0-286 |
0.7% |
88% |
True |
False |
1,378,391 |
20 |
131-055 |
126-130 |
4-245 |
3.6% |
0-287 |
0.7% |
94% |
True |
False |
1,372,060 |
40 |
131-055 |
125-175 |
5-200 |
4.3% |
0-246 |
0.6% |
95% |
True |
False |
1,175,668 |
60 |
131-055 |
125-050 |
6-005 |
4.6% |
0-216 |
0.5% |
95% |
True |
False |
906,864 |
80 |
131-055 |
124-150 |
6-225 |
5.1% |
0-218 |
0.5% |
96% |
True |
False |
680,703 |
100 |
131-055 |
122-210 |
8-165 |
6.5% |
0-185 |
0.4% |
97% |
True |
False |
544,626 |
120 |
131-055 |
122-210 |
8-165 |
6.5% |
0-155 |
0.4% |
97% |
True |
False |
453,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-199 |
2.618 |
133-292 |
1.618 |
132-277 |
1.000 |
132-070 |
0.618 |
131-262 |
HIGH |
131-055 |
0.618 |
130-247 |
0.500 |
130-208 |
0.382 |
130-168 |
LOW |
130-040 |
0.618 |
129-153 |
1.000 |
129-025 |
1.618 |
128-138 |
2.618 |
127-123 |
4.250 |
125-216 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
130-256 |
130-222 |
PP |
130-232 |
130-165 |
S1 |
130-208 |
130-108 |
|