ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
126-195 |
126-195 |
0-000 |
0.0% |
126-000 |
| High |
126-260 |
127-105 |
0-165 |
0.4% |
127-105 |
| Low |
126-180 |
126-130 |
-0-050 |
-0.1% |
125-310 |
| Close |
126-255 |
127-050 |
0-115 |
0.3% |
127-050 |
| Range |
0-080 |
0-295 |
0-215 |
268.8% |
1-115 |
| ATR |
0-184 |
0-192 |
0-008 |
4.3% |
0-000 |
| Volume |
270,132 |
768,078 |
497,946 |
184.3% |
1,891,458 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-233 |
129-117 |
127-212 |
|
| R3 |
128-258 |
128-142 |
127-131 |
|
| R2 |
127-283 |
127-283 |
127-104 |
|
| R1 |
127-167 |
127-167 |
127-077 |
127-225 |
| PP |
126-308 |
126-308 |
126-308 |
127-018 |
| S1 |
126-192 |
126-192 |
127-023 |
126-250 |
| S2 |
126-013 |
126-013 |
126-316 |
|
| S3 |
125-038 |
125-217 |
126-289 |
|
| S4 |
124-063 |
124-242 |
126-208 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-287 |
130-123 |
127-289 |
|
| R3 |
129-172 |
129-008 |
127-170 |
|
| R2 |
128-057 |
128-057 |
127-130 |
|
| R1 |
127-213 |
127-213 |
127-090 |
127-295 |
| PP |
126-262 |
126-262 |
126-262 |
126-302 |
| S1 |
126-098 |
126-098 |
127-010 |
126-180 |
| S2 |
125-147 |
125-147 |
126-290 |
|
| S3 |
124-032 |
124-303 |
126-250 |
|
| S4 |
122-237 |
123-188 |
126-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-105 |
125-295 |
1-130 |
1.1% |
0-144 |
0.4% |
88% |
True |
False |
411,302 |
| 10 |
127-105 |
125-210 |
1-215 |
1.3% |
0-173 |
0.4% |
90% |
True |
False |
541,545 |
| 20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-215 |
0.5% |
57% |
False |
False |
960,596 |
| 40 |
128-125 |
125-050 |
3-075 |
2.5% |
0-184 |
0.5% |
62% |
False |
False |
693,377 |
| 60 |
129-280 |
125-000 |
4-280 |
3.8% |
0-196 |
0.5% |
44% |
False |
False |
463,050 |
| 80 |
129-280 |
122-210 |
7-070 |
5.7% |
0-164 |
0.4% |
62% |
False |
False |
347,368 |
| 100 |
129-280 |
122-210 |
7-070 |
5.7% |
0-132 |
0.3% |
62% |
False |
False |
277,895 |
| 120 |
129-280 |
122-210 |
7-070 |
5.7% |
0-110 |
0.3% |
62% |
False |
False |
231,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-079 |
|
2.618 |
129-237 |
|
1.618 |
128-262 |
|
1.000 |
128-080 |
|
0.618 |
127-287 |
|
HIGH |
127-105 |
|
0.618 |
126-312 |
|
0.500 |
126-278 |
|
0.382 |
126-243 |
|
LOW |
126-130 |
|
0.618 |
125-268 |
|
1.000 |
125-155 |
|
1.618 |
124-293 |
|
2.618 |
123-318 |
|
4.250 |
122-156 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-019 |
127-018 |
| PP |
126-308 |
126-305 |
| S1 |
126-278 |
126-272 |
|