ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
128-230 |
128-300 |
0-070 |
0.2% |
126-200 |
High |
129-190 |
130-100 |
0-230 |
0.6% |
128-110 |
Low |
128-230 |
128-250 |
0-020 |
0.0% |
126-200 |
Close |
129-040 |
129-240 |
0-200 |
0.5% |
127-290 |
Range |
0-280 |
1-170 |
0-210 |
75.0% |
1-230 |
ATR |
0-171 |
0-194 |
0-023 |
13.3% |
0-000 |
Volume |
617 |
1,514 |
897 |
145.4% |
7,606 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-067 |
133-163 |
130-190 |
|
R3 |
132-217 |
131-313 |
130-055 |
|
R2 |
131-047 |
131-047 |
130-010 |
|
R1 |
130-143 |
130-143 |
129-285 |
130-255 |
PP |
129-197 |
129-197 |
129-197 |
129-252 |
S1 |
128-293 |
128-293 |
129-195 |
129-085 |
S2 |
128-027 |
128-027 |
129-150 |
|
S3 |
126-177 |
127-123 |
129-105 |
|
S4 |
125-007 |
125-273 |
128-290 |
|
|
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 |
136-262 |
2.618 |
134-103 |
1.618 |
132-253 |
1.000 |
131-270 |
0.618 |
131-083 |
HIGH |
130-100 |
0.618 |
129-233 |
0.500 |
129-175 |
0.382 |
129-117 |
LOW |
128-250 |
0.618 |
127-267 |
1.000 |
127-080 |
1.618 |
126-097 |
2.618 |
124-247 |
4.250 |
122-088 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
129-218 |
129-188 |
PP |
129-197 |
129-137 |
S1 |
129-175 |
129-085 |
|