ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
128-250 |
129-035 |
0-105 |
0.3% |
127-050 |
| High |
129-045 |
129-175 |
0-130 |
0.3% |
129-035 |
| Low |
128-170 |
128-270 |
0-100 |
0.2% |
127-015 |
| Close |
129-020 |
129-100 |
0-080 |
0.2% |
128-185 |
| Range |
0-195 |
0-225 |
0-030 |
15.4% |
2-020 |
| ATR |
0-212 |
0-213 |
0-001 |
0.4% |
0-000 |
| Volume |
840,490 |
1,661,473 |
820,983 |
97.7% |
6,517,000 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-110 |
131-010 |
129-224 |
|
| R3 |
130-205 |
130-105 |
129-162 |
|
| R2 |
129-300 |
129-300 |
129-141 |
|
| R1 |
129-200 |
129-200 |
129-121 |
129-250 |
| PP |
129-075 |
129-075 |
129-075 |
129-100 |
| S1 |
128-295 |
128-295 |
129-079 |
129-025 |
| S2 |
128-170 |
128-170 |
129-059 |
|
| S3 |
127-265 |
128-070 |
129-038 |
|
| S4 |
127-040 |
127-165 |
128-296 |
|
|
| 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 |
129-175 |
127-310 |
1-185 |
1.2% |
0-203 |
0.5% |
85% |
True |
False |
1,275,467 |
| 10 |
129-175 |
126-120 |
3-055 |
2.5% |
0-220 |
0.5% |
93% |
True |
False |
1,047,621 |
| 20 |
129-175 |
125-210 |
3-285 |
3.0% |
0-215 |
0.5% |
94% |
True |
False |
929,143 |
| 40 |
129-175 |
125-150 |
4-025 |
3.2% |
0-199 |
0.5% |
94% |
True |
False |
917,672 |
| 60 |
129-175 |
125-050 |
4-125 |
3.4% |
0-188 |
0.5% |
95% |
True |
False |
613,146 |
| 80 |
129-280 |
122-250 |
7-030 |
5.5% |
0-184 |
0.4% |
92% |
False |
False |
460,103 |
| 100 |
129-280 |
122-210 |
7-070 |
5.6% |
0-149 |
0.4% |
92% |
False |
False |
368,084 |
| 120 |
129-280 |
122-210 |
7-070 |
5.6% |
0-124 |
0.3% |
92% |
False |
False |
306,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-171 |
|
2.618 |
131-124 |
|
1.618 |
130-219 |
|
1.000 |
130-080 |
|
0.618 |
129-314 |
|
HIGH |
129-175 |
|
0.618 |
129-089 |
|
0.500 |
129-062 |
|
0.382 |
129-036 |
|
LOW |
128-270 |
|
0.618 |
128-131 |
|
1.000 |
128-045 |
|
1.618 |
127-226 |
|
2.618 |
127-001 |
|
4.250 |
125-274 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-088 |
129-046 |
| PP |
129-075 |
128-312 |
| S1 |
129-062 |
128-258 |
|