ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
129-210 |
130-135 |
0-245 |
0.6% |
129-260 |
| High |
130-200 |
130-170 |
-0-030 |
-0.1% |
130-110 |
| Low |
129-160 |
129-290 |
0-130 |
0.3% |
128-235 |
| Close |
130-150 |
130-060 |
-0-090 |
-0.2% |
129-215 |
| Range |
1-040 |
0-200 |
-0-160 |
-44.4% |
1-195 |
| ATR |
0-266 |
0-262 |
-0-005 |
-1.8% |
0-000 |
| Volume |
1,288,777 |
1,282,574 |
-6,203 |
-0.5% |
5,795,174 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-027 |
131-243 |
130-170 |
|
| R3 |
131-147 |
131-043 |
130-115 |
|
| R2 |
130-267 |
130-267 |
130-097 |
|
| R1 |
130-163 |
130-163 |
130-078 |
130-115 |
| PP |
130-067 |
130-067 |
130-067 |
130-042 |
| S1 |
129-283 |
129-283 |
130-042 |
129-235 |
| S2 |
129-187 |
129-187 |
130-023 |
|
| S3 |
128-307 |
129-083 |
130-005 |
|
| S4 |
128-107 |
128-203 |
129-270 |
|
|
| 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 |
129-070 |
1-130 |
1.1% |
0-258 |
0.6% |
69% |
False |
False |
1,167,738 |
| 10 |
130-300 |
128-235 |
2-065 |
1.7% |
0-308 |
0.7% |
66% |
False |
False |
1,394,068 |
| 20 |
130-300 |
126-130 |
4-170 |
3.5% |
0-274 |
0.7% |
83% |
False |
False |
1,299,588 |
| 40 |
130-300 |
125-175 |
5-125 |
4.1% |
0-242 |
0.6% |
86% |
False |
False |
1,164,842 |
| 60 |
130-300 |
125-050 |
5-250 |
4.4% |
0-213 |
0.5% |
87% |
False |
False |
878,277 |
| 80 |
130-300 |
124-080 |
6-220 |
5.1% |
0-215 |
0.5% |
89% |
False |
False |
659,214 |
| 100 |
130-300 |
122-210 |
8-090 |
6.4% |
0-182 |
0.4% |
91% |
False |
False |
527,430 |
| 120 |
130-300 |
122-210 |
8-090 |
6.4% |
0-152 |
0.4% |
91% |
False |
False |
439,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-060 |
|
2.618 |
132-054 |
|
1.618 |
131-174 |
|
1.000 |
131-050 |
|
0.618 |
130-294 |
|
HIGH |
130-170 |
|
0.618 |
130-094 |
|
0.500 |
130-070 |
|
0.382 |
130-046 |
|
LOW |
129-290 |
|
0.618 |
129-166 |
|
1.000 |
129-090 |
|
1.618 |
128-286 |
|
2.618 |
128-086 |
|
4.250 |
127-080 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
130-070 |
130-047 |
| PP |
130-067 |
130-033 |
| S1 |
130-063 |
130-020 |
|