ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
131-015 |
130-295 |
-0-040 |
-0.1% |
130-000 |
High |
131-035 |
131-015 |
-0-020 |
0.0% |
131-055 |
Low |
130-180 |
129-285 |
-0-215 |
-0.5% |
129-120 |
Close |
130-295 |
130-020 |
-0-275 |
-0.7% |
130-280 |
Range |
0-175 |
1-050 |
0-195 |
111.4% |
1-255 |
ATR |
0-260 |
0-268 |
0-008 |
3.0% |
0-000 |
Volume |
1,255,126 |
1,369,366 |
114,240 |
9.1% |
6,378,882 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-257 |
133-028 |
130-224 |
|
R3 |
132-207 |
131-298 |
130-122 |
|
R2 |
131-157 |
131-157 |
130-088 |
|
R1 |
130-248 |
130-248 |
130-054 |
130-178 |
PP |
130-107 |
130-107 |
130-107 |
130-071 |
S1 |
129-198 |
129-198 |
129-306 |
129-128 |
S2 |
129-057 |
129-057 |
129-272 |
|
S3 |
128-007 |
128-148 |
129-238 |
|
S4 |
126-277 |
127-098 |
129-136 |
|
|
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% |
0-288 |
0.7% |
34% |
False |
False |
1,383,079 |
10 |
131-055 |
128-235 |
2-140 |
1.9% |
0-280 |
0.7% |
54% |
False |
False |
1,344,885 |
20 |
131-055 |
127-235 |
3-140 |
2.6% |
0-287 |
0.7% |
68% |
False |
False |
1,419,789 |
40 |
131-055 |
125-175 |
5-200 |
4.3% |
0-254 |
0.6% |
80% |
False |
False |
1,184,573 |
60 |
131-055 |
125-050 |
6-005 |
4.6% |
0-221 |
0.5% |
82% |
False |
False |
950,458 |
80 |
131-055 |
125-050 |
6-005 |
4.6% |
0-220 |
0.5% |
82% |
False |
False |
713,484 |
100 |
131-055 |
122-210 |
8-165 |
6.5% |
0-191 |
0.5% |
87% |
False |
False |
570,871 |
120 |
131-055 |
122-210 |
8-165 |
6.5% |
0-160 |
0.4% |
87% |
False |
False |
475,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-308 |
2.618 |
134-024 |
1.618 |
132-294 |
1.000 |
132-065 |
0.618 |
131-244 |
HIGH |
131-015 |
0.618 |
130-194 |
0.500 |
130-150 |
0.382 |
130-106 |
LOW |
129-285 |
0.618 |
129-056 |
1.000 |
128-235 |
1.618 |
128-006 |
2.618 |
126-276 |
4.250 |
124-312 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
130-150 |
130-170 |
PP |
130-107 |
130-120 |
S1 |
130-063 |
130-070 |
|