ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
130-060 |
129-090 |
-0-290 |
-0.7% |
128-040 |
High |
130-060 |
129-250 |
-0-130 |
-0.3% |
130-100 |
Low |
129-080 |
129-080 |
0-000 |
0.0% |
128-040 |
Close |
129-090 |
129-090 |
0-000 |
0.0% |
129-090 |
Range |
0-300 |
0-170 |
-0-130 |
-43.3% |
2-060 |
ATR |
0-202 |
0-199 |
-0-002 |
-1.1% |
0-000 |
Volume |
2,810 |
1,473 |
-1,337 |
-47.6% |
5,299 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-010 |
130-220 |
129-184 |
|
R3 |
130-160 |
130-050 |
129-137 |
|
R2 |
129-310 |
129-310 |
129-121 |
|
R1 |
129-200 |
129-200 |
129-106 |
129-175 |
PP |
129-140 |
129-140 |
129-140 |
129-128 |
S1 |
129-030 |
129-030 |
129-074 |
129-005 |
S2 |
128-290 |
128-290 |
129-059 |
|
S3 |
128-120 |
128-180 |
129-043 |
|
S4 |
127-270 |
128-010 |
128-316 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-257 |
134-233 |
130-155 |
|
R3 |
133-197 |
132-173 |
129-282 |
|
R2 |
131-137 |
131-137 |
129-218 |
|
R1 |
130-113 |
130-113 |
129-154 |
130-285 |
PP |
129-077 |
129-077 |
129-077 |
129-162 |
S1 |
128-053 |
128-053 |
129-026 |
128-225 |
S2 |
127-017 |
127-017 |
128-282 |
|
S3 |
124-277 |
125-313 |
128-218 |
|
S4 |
122-217 |
123-253 |
128-025 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-012 |
2.618 |
131-055 |
1.618 |
130-205 |
1.000 |
130-100 |
0.618 |
130-035 |
HIGH |
129-250 |
0.618 |
129-185 |
0.500 |
129-165 |
0.382 |
129-145 |
LOW |
129-080 |
0.618 |
128-295 |
1.000 |
128-230 |
1.618 |
128-125 |
2.618 |
127-275 |
4.250 |
126-318 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
129-165 |
129-175 |
PP |
129-140 |
129-147 |
S1 |
129-115 |
129-118 |
|