ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
127-150 |
127-250 |
0-100 |
0.2% |
126-200 |
High |
127-160 |
128-050 |
0-210 |
0.5% |
128-110 |
Low |
127-100 |
127-200 |
0-100 |
0.2% |
126-200 |
Close |
127-140 |
127-290 |
0-150 |
0.4% |
127-290 |
Range |
0-060 |
0-170 |
0-110 |
183.3% |
1-230 |
ATR |
|
|
|
|
|
Volume |
2,753 |
2,910 |
157 |
5.7% |
7,606 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-157 |
129-073 |
128-064 |
|
R3 |
128-307 |
128-223 |
128-017 |
|
R2 |
128-137 |
128-137 |
128-001 |
|
R1 |
128-053 |
128-053 |
127-306 |
128-095 |
PP |
127-287 |
127-287 |
127-287 |
127-308 |
S1 |
127-203 |
127-203 |
127-274 |
127-245 |
S2 |
127-117 |
127-117 |
127-259 |
|
S3 |
126-267 |
127-033 |
127-243 |
|
S4 |
126-097 |
126-183 |
127-196 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-250 |
132-020 |
128-272 |
|
R3 |
131-020 |
130-110 |
128-121 |
|
R2 |
129-110 |
129-110 |
128-071 |
|
R1 |
128-200 |
128-200 |
128-020 |
128-315 |
PP |
127-200 |
127-200 |
127-200 |
127-258 |
S1 |
126-290 |
126-290 |
127-240 |
127-085 |
S2 |
125-290 |
125-290 |
127-189 |
|
S3 |
124-060 |
125-060 |
127-139 |
|
S4 |
122-150 |
123-150 |
126-308 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-132 |
2.618 |
129-175 |
1.618 |
129-005 |
1.000 |
128-220 |
0.618 |
128-155 |
HIGH |
128-050 |
0.618 |
127-305 |
0.500 |
127-285 |
0.382 |
127-265 |
LOW |
127-200 |
0.618 |
127-095 |
1.000 |
127-030 |
1.618 |
126-245 |
2.618 |
126-075 |
4.250 |
125-118 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
127-288 |
127-272 |
PP |
127-287 |
127-253 |
S1 |
127-285 |
127-235 |
|