ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
129-300 |
129-115 |
-0-185 |
-0.4% |
128-250 |
| High |
130-040 |
129-270 |
-0-090 |
-0.2% |
130-300 |
| Low |
129-090 |
128-235 |
-0-175 |
-0.4% |
128-170 |
| Close |
129-140 |
129-040 |
-0-100 |
-0.2% |
129-275 |
| Range |
0-270 |
1-035 |
0-085 |
31.5% |
2-130 |
| ATR |
0-254 |
0-261 |
0-007 |
2.9% |
0-000 |
| Volume |
1,567,621 |
1,698,494 |
130,873 |
8.3% |
7,982,068 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-180 |
131-305 |
129-235 |
|
| R3 |
131-145 |
130-270 |
129-138 |
|
| R2 |
130-110 |
130-110 |
129-105 |
|
| R1 |
129-235 |
129-235 |
129-073 |
129-155 |
| PP |
129-075 |
129-075 |
129-075 |
129-035 |
| S1 |
128-200 |
128-200 |
129-007 |
128-120 |
| S2 |
128-040 |
128-040 |
128-295 |
|
| S3 |
127-005 |
127-165 |
128-262 |
|
| S4 |
125-290 |
126-130 |
128-165 |
|
|
| 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 |
128-235 |
2-065 |
1.7% |
1-037 |
0.9% |
18% |
False |
True |
1,620,397 |
| 10 |
130-300 |
127-310 |
2-310 |
2.3% |
0-292 |
0.7% |
39% |
False |
False |
1,499,149 |
| 20 |
130-300 |
125-210 |
5-090 |
4.1% |
0-250 |
0.6% |
66% |
False |
False |
1,103,039 |
| 40 |
130-300 |
125-175 |
5-125 |
4.2% |
0-230 |
0.6% |
66% |
False |
False |
1,159,381 |
| 60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-203 |
0.5% |
69% |
False |
False |
781,199 |
| 80 |
130-300 |
123-190 |
7-110 |
5.7% |
0-205 |
0.5% |
75% |
False |
False |
586,265 |
| 100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-170 |
0.4% |
78% |
False |
False |
469,043 |
| 120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-141 |
0.3% |
78% |
False |
False |
390,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-179 |
|
2.618 |
132-239 |
|
1.618 |
131-204 |
|
1.000 |
130-305 |
|
0.618 |
130-169 |
|
HIGH |
129-270 |
|
0.618 |
129-134 |
|
0.500 |
129-092 |
|
0.382 |
129-051 |
|
LOW |
128-235 |
|
0.618 |
128-016 |
|
1.000 |
127-200 |
|
1.618 |
126-301 |
|
2.618 |
125-266 |
|
4.250 |
124-006 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-092 |
129-172 |
| PP |
129-075 |
129-128 |
| S1 |
129-058 |
129-084 |
|