ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
128-100 |
128-035 |
-0-065 |
-0.2% |
127-050 |
| High |
128-120 |
128-270 |
0-150 |
0.4% |
129-035 |
| Low |
127-310 |
128-020 |
0-030 |
0.1% |
127-015 |
| Close |
128-035 |
128-185 |
0-150 |
0.4% |
128-185 |
| Range |
0-130 |
0-250 |
0-120 |
92.3% |
2-020 |
| ATR |
0-210 |
0-213 |
0-003 |
1.4% |
0-000 |
| Volume |
941,743 |
1,451,875 |
510,132 |
54.2% |
6,517,000 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-268 |
130-157 |
129-002 |
|
| R3 |
130-018 |
129-227 |
128-254 |
|
| R2 |
129-088 |
129-088 |
128-231 |
|
| R1 |
128-297 |
128-297 |
128-208 |
129-032 |
| PP |
128-158 |
128-158 |
128-158 |
128-186 |
| S1 |
128-047 |
128-047 |
128-162 |
128-102 |
| S2 |
127-228 |
127-228 |
128-139 |
|
| S3 |
126-298 |
127-117 |
128-116 |
|
| S4 |
126-048 |
126-187 |
128-048 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-138 |
133-182 |
129-228 |
|
| R3 |
132-118 |
131-162 |
129-046 |
|
| R2 |
130-098 |
130-098 |
128-306 |
|
| R1 |
129-142 |
129-142 |
128-246 |
129-280 |
| PP |
128-078 |
128-078 |
128-078 |
128-148 |
| S1 |
127-122 |
127-122 |
128-124 |
127-260 |
| S2 |
126-058 |
126-058 |
128-064 |
|
| S3 |
124-038 |
125-102 |
128-004 |
|
| S4 |
122-018 |
123-082 |
127-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-035 |
127-015 |
2-020 |
1.6% |
0-258 |
0.6% |
74% |
False |
False |
1,303,400 |
| 10 |
129-035 |
125-295 |
3-060 |
2.5% |
0-201 |
0.5% |
83% |
False |
False |
857,351 |
| 20 |
129-035 |
125-210 |
3-145 |
2.7% |
0-220 |
0.5% |
85% |
False |
False |
955,840 |
| 40 |
129-035 |
125-140 |
3-215 |
2.9% |
0-196 |
0.5% |
86% |
False |
False |
855,384 |
| 60 |
129-280 |
125-050 |
4-230 |
3.7% |
0-206 |
0.5% |
73% |
False |
False |
571,569 |
| 80 |
129-280 |
122-210 |
7-070 |
5.6% |
0-180 |
0.4% |
82% |
False |
False |
428,829 |
| 100 |
129-280 |
122-210 |
7-070 |
5.6% |
0-144 |
0.4% |
82% |
False |
False |
343,065 |
| 120 |
129-280 |
122-210 |
7-070 |
5.6% |
0-120 |
0.3% |
82% |
False |
False |
285,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-052 |
|
2.618 |
130-284 |
|
1.618 |
130-034 |
|
1.000 |
129-200 |
|
0.618 |
129-104 |
|
HIGH |
128-270 |
|
0.618 |
128-174 |
|
0.500 |
128-145 |
|
0.382 |
128-116 |
|
LOW |
128-020 |
|
0.618 |
127-186 |
|
1.000 |
127-090 |
|
1.618 |
126-256 |
|
2.618 |
126-006 |
|
4.250 |
124-238 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-172 |
128-167 |
| PP |
128-158 |
128-148 |
| S1 |
128-145 |
128-130 |
|