ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
127-250 |
128-040 |
0-110 |
0.3% |
126-200 |
| High |
128-050 |
128-150 |
0-100 |
0.2% |
128-110 |
| Low |
127-200 |
128-040 |
0-160 |
0.4% |
126-200 |
| Close |
127-290 |
128-140 |
0-170 |
0.4% |
127-290 |
| Range |
0-170 |
0-110 |
-0-060 |
-35.3% |
1-230 |
| ATR |
0-000 |
0-161 |
0-161 |
|
0-000 |
| Volume |
2,910 |
179 |
-2,731 |
-93.8% |
7,606 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-120 |
129-080 |
128-200 |
|
| R3 |
129-010 |
128-290 |
128-170 |
|
| R2 |
128-220 |
128-220 |
128-160 |
|
| R1 |
128-180 |
128-180 |
128-150 |
128-200 |
| PP |
128-110 |
128-110 |
128-110 |
128-120 |
| S1 |
128-070 |
128-070 |
128-130 |
128-090 |
| S2 |
128-000 |
128-000 |
128-120 |
|
| S3 |
127-210 |
127-280 |
128-110 |
|
| S4 |
127-100 |
127-170 |
128-080 |
|
|
| 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 |
129-298 |
|
2.618 |
129-118 |
|
1.618 |
129-008 |
|
1.000 |
128-260 |
|
0.618 |
128-218 |
|
HIGH |
128-150 |
|
0.618 |
128-108 |
|
0.500 |
128-095 |
|
0.382 |
128-082 |
|
LOW |
128-040 |
|
0.618 |
127-292 |
|
1.000 |
127-250 |
|
1.618 |
127-182 |
|
2.618 |
127-072 |
|
4.250 |
126-212 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-125 |
128-082 |
| PP |
128-110 |
128-023 |
| S1 |
128-095 |
127-285 |
|