ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
127-050 |
127-240 |
0-190 |
0.5% |
126-000 |
| High |
127-270 |
129-035 |
1-085 |
1.0% |
127-105 |
| Low |
127-015 |
127-235 |
0-220 |
0.5% |
125-310 |
| Close |
127-245 |
128-115 |
0-190 |
0.5% |
127-050 |
| Range |
0-255 |
1-120 |
0-185 |
72.5% |
1-115 |
| ATR |
0-196 |
0-214 |
0-017 |
8.9% |
0-000 |
| Volume |
901,819 |
1,739,806 |
837,987 |
92.9% |
1,891,458 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-168 |
131-262 |
129-037 |
|
| R3 |
131-048 |
130-142 |
128-236 |
|
| R2 |
129-248 |
129-248 |
128-196 |
|
| R1 |
129-022 |
129-022 |
128-155 |
129-135 |
| PP |
128-128 |
128-128 |
128-128 |
128-185 |
| S1 |
127-222 |
127-222 |
128-075 |
128-015 |
| S2 |
127-008 |
127-008 |
128-034 |
|
| S3 |
125-208 |
126-102 |
127-314 |
|
| S4 |
124-088 |
124-302 |
127-193 |
|
|
| 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 |
129-035 |
126-120 |
2-235 |
2.1% |
0-238 |
0.6% |
73% |
True |
False |
819,775 |
| 10 |
129-035 |
125-210 |
3-145 |
2.7% |
0-197 |
0.5% |
78% |
True |
False |
601,507 |
| 20 |
129-035 |
125-175 |
3-180 |
2.8% |
0-228 |
0.6% |
79% |
True |
False |
954,011 |
| 40 |
129-035 |
125-050 |
3-305 |
3.1% |
0-195 |
0.5% |
81% |
True |
False |
759,149 |
| 60 |
129-280 |
125-050 |
4-230 |
3.7% |
0-202 |
0.5% |
68% |
False |
False |
507,017 |
| 80 |
129-280 |
122-210 |
7-070 |
5.6% |
0-172 |
0.4% |
79% |
False |
False |
380,388 |
| 100 |
129-280 |
122-210 |
7-070 |
5.6% |
0-138 |
0.3% |
79% |
False |
False |
304,311 |
| 120 |
129-280 |
122-210 |
7-070 |
5.6% |
0-115 |
0.3% |
79% |
False |
False |
253,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-305 |
|
2.618 |
132-227 |
|
1.618 |
131-107 |
|
1.000 |
130-155 |
|
0.618 |
129-307 |
|
HIGH |
129-035 |
|
0.618 |
128-187 |
|
0.500 |
128-135 |
|
0.382 |
128-083 |
|
LOW |
127-235 |
|
0.618 |
126-283 |
|
1.000 |
126-115 |
|
1.618 |
125-163 |
|
2.618 |
124-043 |
|
4.250 |
121-285 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-135 |
128-051 |
| PP |
128-128 |
127-307 |
| S1 |
128-122 |
127-242 |
|