ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
127-250 |
127-220 |
-0-030 |
-0.1% |
125-200 |
| High |
128-110 |
127-300 |
-0-130 |
-0.3% |
126-170 |
| Low |
127-160 |
127-120 |
-0-040 |
-0.1% |
125-200 |
| Close |
127-220 |
127-260 |
0-040 |
0.1% |
126-140 |
| Range |
0-270 |
0-180 |
-0-090 |
-33.3% |
0-290 |
| ATR |
|
|
|
|
|
| Volume |
87 |
1,836 |
1,749 |
2,010.3% |
4,947 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-127 |
129-053 |
128-039 |
|
| R3 |
128-267 |
128-193 |
127-310 |
|
| R2 |
128-087 |
128-087 |
127-293 |
|
| R1 |
128-013 |
128-013 |
127-276 |
128-050 |
| PP |
127-227 |
127-227 |
127-227 |
127-245 |
| S1 |
127-153 |
127-153 |
127-244 |
127-190 |
| S2 |
127-047 |
127-047 |
127-227 |
|
| S3 |
126-187 |
126-293 |
127-210 |
|
| S4 |
126-007 |
126-113 |
127-161 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-293 |
128-187 |
126-300 |
|
| R3 |
128-003 |
127-217 |
126-220 |
|
| R2 |
127-033 |
127-033 |
126-193 |
|
| R1 |
126-247 |
126-247 |
126-167 |
126-300 |
| PP |
126-063 |
126-063 |
126-063 |
126-090 |
| S1 |
125-277 |
125-277 |
126-113 |
126-010 |
| S2 |
125-093 |
125-093 |
126-087 |
|
| S3 |
124-123 |
124-307 |
126-060 |
|
| S4 |
123-153 |
124-017 |
125-300 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-105 |
|
2.618 |
129-131 |
|
1.618 |
128-271 |
|
1.000 |
128-160 |
|
0.618 |
128-091 |
|
HIGH |
127-300 |
|
0.618 |
127-231 |
|
0.500 |
127-210 |
|
0.382 |
127-189 |
|
LOW |
127-120 |
|
0.618 |
127-009 |
|
1.000 |
126-260 |
|
1.618 |
126-149 |
|
2.618 |
125-289 |
|
4.250 |
124-315 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-243 |
127-225 |
| PP |
127-227 |
127-190 |
| S1 |
127-210 |
127-155 |
|