ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
130-065 |
131-015 |
0-270 |
0.6% |
130-000 |
High |
131-055 |
131-035 |
-0-020 |
0.0% |
131-055 |
Low |
130-040 |
130-180 |
0-140 |
0.3% |
129-120 |
Close |
130-280 |
130-295 |
0-015 |
0.0% |
130-280 |
Range |
1-015 |
0-175 |
-0-160 |
-47.8% |
1-255 |
ATR |
0-267 |
0-260 |
-0-007 |
-2.5% |
0-000 |
Volume |
1,719,555 |
1,255,126 |
-464,429 |
-27.0% |
6,378,882 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-162 |
132-083 |
131-071 |
|
R3 |
131-307 |
131-228 |
131-023 |
|
R2 |
131-132 |
131-132 |
131-007 |
|
R1 |
131-053 |
131-053 |
130-311 |
131-005 |
PP |
130-277 |
130-277 |
130-277 |
130-252 |
S1 |
130-198 |
130-198 |
130-279 |
130-150 |
S2 |
130-102 |
130-102 |
130-263 |
|
S3 |
129-247 |
130-023 |
130-247 |
|
S4 |
129-072 |
129-168 |
130-199 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-277 |
135-053 |
131-276 |
|
R3 |
134-022 |
133-118 |
131-118 |
|
R2 |
132-087 |
132-087 |
131-065 |
|
R1 |
131-183 |
131-183 |
131-013 |
131-295 |
PP |
130-152 |
130-152 |
130-152 |
130-208 |
S1 |
129-248 |
129-248 |
130-227 |
130-040 |
S2 |
128-217 |
128-217 |
130-175 |
|
S3 |
126-282 |
127-313 |
130-122 |
|
S4 |
125-027 |
126-058 |
129-284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-055 |
129-160 |
1-215 |
1.3% |
0-257 |
0.6% |
85% |
False |
False |
1,345,805 |
10 |
131-055 |
128-235 |
2-140 |
1.9% |
0-264 |
0.6% |
90% |
False |
False |
1,342,918 |
20 |
131-055 |
127-015 |
4-040 |
3.2% |
0-281 |
0.7% |
94% |
False |
False |
1,396,412 |
40 |
131-055 |
125-175 |
5-200 |
4.3% |
0-248 |
0.6% |
96% |
False |
False |
1,178,504 |
60 |
131-055 |
125-050 |
6-005 |
4.6% |
0-217 |
0.5% |
96% |
False |
False |
927,722 |
80 |
131-055 |
125-000 |
6-055 |
4.7% |
0-218 |
0.5% |
96% |
False |
False |
696,391 |
100 |
131-055 |
122-210 |
8-165 |
6.5% |
0-187 |
0.4% |
97% |
False |
False |
557,177 |
120 |
131-055 |
122-210 |
8-165 |
6.5% |
0-156 |
0.4% |
97% |
False |
False |
464,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-139 |
2.618 |
132-173 |
1.618 |
131-318 |
1.000 |
131-210 |
0.618 |
131-143 |
HIGH |
131-035 |
0.618 |
130-288 |
0.500 |
130-268 |
0.382 |
130-247 |
LOW |
130-180 |
0.618 |
130-072 |
1.000 |
130-005 |
1.618 |
129-217 |
2.618 |
129-042 |
4.250 |
128-076 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
130-286 |
130-254 |
PP |
130-277 |
130-213 |
S1 |
130-268 |
130-172 |
|