ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
129-170 |
129-020 |
-0-150 |
-0.4% |
129-090 |
| High |
129-170 |
129-190 |
0-020 |
0.0% |
129-250 |
| Low |
128-300 |
129-000 |
0-020 |
0.0% |
128-070 |
| Close |
128-300 |
129-020 |
0-040 |
0.1% |
129-040 |
| Range |
0-190 |
0-190 |
0-000 |
0.0% |
1-180 |
| ATR |
0-212 |
0-212 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,319 |
2,132 |
-187 |
-8.1% |
5,339 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-000 |
130-200 |
129-124 |
|
| R3 |
130-130 |
130-010 |
129-072 |
|
| R2 |
129-260 |
129-260 |
129-055 |
|
| R1 |
129-140 |
129-140 |
129-037 |
129-115 |
| PP |
129-070 |
129-070 |
129-070 |
129-058 |
| S1 |
128-270 |
128-270 |
129-003 |
128-245 |
| S2 |
128-200 |
128-200 |
128-305 |
|
| S3 |
128-010 |
128-080 |
128-288 |
|
| S4 |
127-140 |
127-210 |
128-236 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-233 |
132-317 |
129-315 |
|
| R3 |
132-053 |
131-137 |
129-178 |
|
| R2 |
130-193 |
130-193 |
129-132 |
|
| R1 |
129-277 |
129-277 |
129-086 |
129-145 |
| PP |
129-013 |
129-013 |
129-013 |
128-268 |
| S1 |
128-097 |
128-097 |
128-314 |
127-285 |
| S2 |
127-153 |
127-153 |
128-268 |
|
| S3 |
125-293 |
126-237 |
128-222 |
|
| S4 |
124-113 |
125-057 |
128-085 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-038 |
|
2.618 |
131-047 |
|
1.618 |
130-177 |
|
1.000 |
130-060 |
|
0.618 |
129-307 |
|
HIGH |
129-190 |
|
0.618 |
129-117 |
|
0.500 |
129-095 |
|
0.382 |
129-073 |
|
LOW |
129-000 |
|
0.618 |
128-203 |
|
1.000 |
128-130 |
|
1.618 |
128-013 |
|
2.618 |
127-143 |
|
4.250 |
126-152 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-095 |
129-055 |
| PP |
129-070 |
129-043 |
| S1 |
129-045 |
129-032 |
|