ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
127-220 |
127-150 |
-0-070 |
-0.2% |
125-200 |
| High |
127-300 |
127-160 |
-0-140 |
-0.3% |
126-170 |
| Low |
127-120 |
127-100 |
-0-020 |
0.0% |
125-200 |
| Close |
127-260 |
127-140 |
-0-120 |
-0.3% |
126-140 |
| Range |
0-180 |
0-060 |
-0-120 |
-66.7% |
0-290 |
| ATR |
|
|
|
|
|
| Volume |
1,836 |
2,753 |
917 |
49.9% |
4,947 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-313 |
127-287 |
127-173 |
|
| R3 |
127-253 |
127-227 |
127-156 |
|
| R2 |
127-193 |
127-193 |
127-151 |
|
| R1 |
127-167 |
127-167 |
127-146 |
127-150 |
| PP |
127-133 |
127-133 |
127-133 |
127-125 |
| S1 |
127-107 |
127-107 |
127-134 |
127-090 |
| S2 |
127-073 |
127-073 |
127-129 |
|
| S3 |
127-013 |
127-047 |
127-124 |
|
| S4 |
126-273 |
126-307 |
127-107 |
|
|
| 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 |
128-095 |
|
2.618 |
127-317 |
|
1.618 |
127-257 |
|
1.000 |
127-220 |
|
0.618 |
127-197 |
|
HIGH |
127-160 |
|
0.618 |
127-137 |
|
0.500 |
127-130 |
|
0.382 |
127-123 |
|
LOW |
127-100 |
|
0.618 |
127-063 |
|
1.000 |
127-040 |
|
1.618 |
127-003 |
|
2.618 |
126-263 |
|
4.250 |
126-165 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-137 |
127-265 |
| PP |
127-133 |
127-223 |
| S1 |
127-130 |
127-182 |
|