ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
130-240 |
129-260 |
-0-300 |
-0.7% |
128-250 |
| High |
130-300 |
130-110 |
-0-190 |
-0.5% |
130-300 |
| Low |
129-235 |
129-210 |
-0-025 |
-0.1% |
128-170 |
| Close |
129-275 |
129-275 |
0-000 |
0.0% |
129-275 |
| Range |
1-065 |
0-220 |
-0-165 |
-42.9% |
2-130 |
| ATR |
0-255 |
0-252 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,609,859 |
1,349,692 |
-260,167 |
-16.2% |
7,982,068 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-005 |
131-200 |
130-076 |
|
| R3 |
131-105 |
130-300 |
130-016 |
|
| R2 |
130-205 |
130-205 |
129-315 |
|
| R1 |
130-080 |
130-080 |
129-295 |
130-142 |
| PP |
129-305 |
129-305 |
129-305 |
130-016 |
| S1 |
129-180 |
129-180 |
129-255 |
129-242 |
| S2 |
129-085 |
129-085 |
129-235 |
|
| S3 |
128-185 |
128-280 |
129-214 |
|
| S4 |
127-285 |
128-060 |
129-154 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-318 |
135-267 |
131-058 |
|
| R3 |
134-188 |
133-137 |
130-167 |
|
| R2 |
132-058 |
132-058 |
130-096 |
|
| R1 |
131-007 |
131-007 |
130-026 |
131-192 |
| PP |
129-248 |
129-248 |
129-248 |
130-021 |
| S1 |
128-197 |
128-197 |
129-204 |
129-062 |
| S2 |
127-118 |
127-118 |
129-134 |
|
| S3 |
124-308 |
126-067 |
129-063 |
|
| S4 |
122-178 |
123-257 |
128-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-300 |
128-270 |
2-030 |
1.6% |
1-023 |
0.8% |
49% |
False |
False |
1,698,254 |
| 10 |
130-300 |
127-235 |
3-065 |
2.5% |
0-294 |
0.7% |
66% |
False |
False |
1,494,694 |
| 20 |
130-300 |
125-210 |
5-090 |
4.1% |
0-232 |
0.6% |
80% |
False |
False |
1,001,417 |
| 40 |
130-300 |
125-175 |
5-125 |
4.2% |
0-221 |
0.5% |
80% |
False |
False |
1,085,610 |
| 60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-198 |
0.5% |
81% |
False |
False |
726,830 |
| 80 |
130-300 |
123-110 |
7-190 |
5.8% |
0-200 |
0.5% |
86% |
False |
False |
545,471 |
| 100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-163 |
0.4% |
87% |
False |
False |
436,382 |
| 120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-136 |
0.3% |
87% |
False |
False |
363,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-085 |
|
2.618 |
132-046 |
|
1.618 |
131-146 |
|
1.000 |
131-010 |
|
0.618 |
130-246 |
|
HIGH |
130-110 |
|
0.618 |
130-026 |
|
0.500 |
130-000 |
|
0.382 |
129-294 |
|
LOW |
129-210 |
|
0.618 |
129-074 |
|
1.000 |
128-310 |
|
1.618 |
128-174 |
|
2.618 |
127-274 |
|
4.250 |
126-235 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
130-000 |
130-022 |
| PP |
129-305 |
130-000 |
| S1 |
129-290 |
129-298 |
|