ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
129-100 |
130-000 |
0-220 |
0.5% |
129-260 |
| High |
130-005 |
130-060 |
0-055 |
0.1% |
130-110 |
| Low |
129-070 |
129-120 |
0-050 |
0.1% |
128-235 |
| Close |
129-215 |
129-160 |
-0-055 |
-0.1% |
129-215 |
| Range |
0-255 |
0-260 |
0-005 |
2.0% |
1-195 |
| ATR |
0-263 |
0-262 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,179,367 |
904,980 |
-274,387 |
-23.3% |
5,795,174 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-040 |
131-200 |
129-303 |
|
| R3 |
131-100 |
130-260 |
129-232 |
|
| R2 |
130-160 |
130-160 |
129-208 |
|
| R1 |
130-000 |
130-000 |
129-184 |
129-270 |
| PP |
129-220 |
129-220 |
129-220 |
129-195 |
| S1 |
129-060 |
129-060 |
129-136 |
129-010 |
| S2 |
128-280 |
128-280 |
129-112 |
|
| S3 |
128-020 |
128-120 |
129-088 |
|
| S4 |
127-080 |
127-180 |
129-017 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-132 |
133-208 |
130-178 |
|
| R3 |
132-257 |
132-013 |
130-037 |
|
| R2 |
131-062 |
131-062 |
129-309 |
|
| R1 |
130-138 |
130-138 |
129-262 |
130-002 |
| PP |
129-187 |
129-187 |
129-187 |
129-119 |
| S1 |
128-263 |
128-263 |
129-168 |
128-128 |
| S2 |
127-312 |
127-312 |
129-121 |
|
| S3 |
126-117 |
127-068 |
129-073 |
|
| S4 |
124-242 |
125-193 |
128-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-110 |
128-235 |
1-195 |
1.2% |
0-272 |
0.7% |
48% |
False |
False |
1,340,030 |
| 10 |
130-300 |
128-170 |
2-130 |
1.9% |
0-305 |
0.7% |
40% |
False |
False |
1,468,222 |
| 20 |
130-300 |
125-295 |
5-005 |
3.9% |
0-253 |
0.6% |
71% |
False |
False |
1,162,786 |
| 40 |
130-300 |
125-175 |
5-125 |
4.2% |
0-236 |
0.6% |
73% |
False |
False |
1,154,469 |
| 60 |
130-300 |
125-050 |
5-250 |
4.5% |
0-208 |
0.5% |
75% |
False |
False |
815,908 |
| 80 |
130-300 |
123-280 |
7-020 |
5.5% |
0-212 |
0.5% |
80% |
False |
False |
612,317 |
| 100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-175 |
0.4% |
83% |
False |
False |
489,887 |
| 120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-146 |
0.4% |
83% |
False |
False |
408,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-205 |
|
2.618 |
132-101 |
|
1.618 |
131-161 |
|
1.000 |
131-000 |
|
0.618 |
130-221 |
|
HIGH |
130-060 |
|
0.618 |
129-281 |
|
0.500 |
129-250 |
|
0.382 |
129-219 |
|
LOW |
129-120 |
|
0.618 |
128-279 |
|
1.000 |
128-180 |
|
1.618 |
128-019 |
|
2.618 |
127-079 |
|
4.250 |
125-295 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-250 |
129-156 |
| PP |
129-220 |
129-152 |
| S1 |
129-190 |
129-148 |
|