ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
126-195 |
127-050 |
0-175 |
0.4% |
126-000 |
| High |
127-105 |
127-270 |
0-165 |
0.4% |
127-105 |
| Low |
126-130 |
127-015 |
0-205 |
0.5% |
125-310 |
| Close |
127-050 |
127-245 |
0-195 |
0.5% |
127-050 |
| Range |
0-295 |
0-255 |
-0-040 |
-13.6% |
1-115 |
| ATR |
0-192 |
0-196 |
0-005 |
2.3% |
0-000 |
| Volume |
768,078 |
901,819 |
133,741 |
17.4% |
1,891,458 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-302 |
129-208 |
128-065 |
|
| R3 |
129-047 |
128-273 |
127-315 |
|
| R2 |
128-112 |
128-112 |
127-292 |
|
| R1 |
128-018 |
128-018 |
127-268 |
128-065 |
| PP |
127-177 |
127-177 |
127-177 |
127-200 |
| S1 |
127-083 |
127-083 |
127-222 |
127-130 |
| S2 |
126-242 |
126-242 |
127-198 |
|
| S3 |
125-307 |
126-148 |
127-175 |
|
| S4 |
125-052 |
125-213 |
127-105 |
|
|
| 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 |
127-270 |
125-310 |
1-280 |
1.5% |
0-183 |
0.4% |
96% |
True |
False |
558,655 |
| 10 |
127-270 |
125-210 |
2-060 |
1.7% |
0-169 |
0.4% |
96% |
True |
False |
508,140 |
| 20 |
128-125 |
125-175 |
2-270 |
2.2% |
0-220 |
0.5% |
78% |
False |
False |
949,357 |
| 40 |
128-125 |
125-050 |
3-075 |
2.5% |
0-188 |
0.5% |
81% |
False |
False |
715,792 |
| 60 |
129-280 |
125-050 |
4-230 |
3.7% |
0-198 |
0.5% |
55% |
False |
False |
478,049 |
| 80 |
129-280 |
122-210 |
7-070 |
5.6% |
0-167 |
0.4% |
71% |
False |
False |
358,641 |
| 100 |
129-280 |
122-210 |
7-070 |
5.6% |
0-134 |
0.3% |
71% |
False |
False |
286,913 |
| 120 |
129-280 |
122-210 |
7-070 |
5.6% |
0-112 |
0.3% |
71% |
False |
False |
239,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-074 |
|
2.618 |
129-298 |
|
1.618 |
129-043 |
|
1.000 |
128-205 |
|
0.618 |
128-108 |
|
HIGH |
127-270 |
|
0.618 |
127-173 |
|
0.500 |
127-142 |
|
0.382 |
127-112 |
|
LOW |
127-015 |
|
0.618 |
126-177 |
|
1.000 |
126-080 |
|
1.618 |
125-242 |
|
2.618 |
124-307 |
|
4.250 |
123-211 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-211 |
127-177 |
| PP |
127-177 |
127-108 |
| S1 |
127-142 |
127-040 |
|