ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
129-175 |
129-210 |
0-035 |
0.1% |
129-260 |
| High |
130-055 |
130-200 |
0-145 |
0.3% |
130-110 |
| Low |
129-160 |
129-160 |
0-000 |
0.0% |
128-235 |
| Close |
129-210 |
130-150 |
0-260 |
0.6% |
129-215 |
| Range |
0-215 |
1-040 |
0-145 |
67.4% |
1-195 |
| ATR |
0-259 |
0-266 |
0-007 |
2.8% |
0-000 |
| Volume |
1,182,996 |
1,288,777 |
105,781 |
8.9% |
5,795,174 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-183 |
133-047 |
131-028 |
|
| R3 |
132-143 |
132-007 |
130-249 |
|
| R2 |
131-103 |
131-103 |
130-216 |
|
| R1 |
130-287 |
130-287 |
130-183 |
131-035 |
| PP |
130-063 |
130-063 |
130-063 |
130-098 |
| S1 |
129-247 |
129-247 |
130-117 |
129-315 |
| S2 |
129-023 |
129-023 |
130-084 |
|
| S3 |
127-303 |
128-207 |
130-051 |
|
| S4 |
126-263 |
127-167 |
129-272 |
|
|
| 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 |
130-200 |
128-235 |
1-285 |
1.4% |
0-289 |
0.7% |
92% |
True |
False |
1,250,922 |
| 10 |
130-300 |
128-235 |
2-065 |
1.7% |
1-000 |
0.8% |
79% |
False |
False |
1,465,203 |
| 20 |
130-300 |
126-120 |
4-180 |
3.5% |
0-270 |
0.6% |
90% |
False |
False |
1,256,412 |
| 40 |
130-300 |
125-175 |
5-125 |
4.1% |
0-243 |
0.6% |
91% |
False |
False |
1,168,226 |
| 60 |
130-300 |
125-050 |
5-250 |
4.4% |
0-211 |
0.5% |
92% |
False |
False |
856,973 |
| 80 |
130-300 |
123-280 |
7-020 |
5.4% |
0-215 |
0.5% |
93% |
False |
False |
643,189 |
| 100 |
130-300 |
122-210 |
8-090 |
6.3% |
0-180 |
0.4% |
94% |
False |
False |
514,604 |
| 120 |
130-300 |
122-210 |
8-090 |
6.3% |
0-151 |
0.4% |
94% |
False |
False |
428,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-130 |
|
2.618 |
133-182 |
|
1.618 |
132-142 |
|
1.000 |
131-240 |
|
0.618 |
131-102 |
|
HIGH |
130-200 |
|
0.618 |
130-062 |
|
0.500 |
130-020 |
|
0.382 |
129-298 |
|
LOW |
129-160 |
|
0.618 |
128-258 |
|
1.000 |
128-120 |
|
1.618 |
127-218 |
|
2.618 |
126-178 |
|
4.250 |
124-230 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
130-107 |
130-100 |
| PP |
130-063 |
130-050 |
| S1 |
130-020 |
130-000 |
|