ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
130-295 |
129-310 |
-0-305 |
-0.7% |
130-000 |
High |
131-015 |
130-155 |
-0-180 |
-0.4% |
131-055 |
Low |
129-285 |
129-185 |
-0-100 |
-0.2% |
129-120 |
Close |
130-020 |
130-000 |
-0-020 |
0.0% |
130-280 |
Range |
1-050 |
0-290 |
-0-080 |
-21.6% |
1-255 |
ATR |
0-268 |
0-270 |
0-002 |
0.6% |
0-000 |
Volume |
1,369,366 |
1,547,015 |
177,649 |
13.0% |
6,378,882 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-237 |
132-088 |
130-160 |
|
R3 |
131-267 |
131-118 |
130-080 |
|
R2 |
130-297 |
130-297 |
130-053 |
|
R1 |
130-148 |
130-148 |
130-027 |
130-222 |
PP |
130-007 |
130-007 |
130-007 |
130-044 |
S1 |
129-178 |
129-178 |
129-293 |
129-252 |
S2 |
129-037 |
129-037 |
129-267 |
|
S3 |
128-067 |
128-208 |
129-240 |
|
S4 |
127-097 |
127-238 |
129-160 |
|
|
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 |
129-185 |
1-190 |
1.2% |
0-274 |
0.7% |
26% |
False |
True |
1,434,727 |
10 |
131-055 |
128-235 |
2-140 |
1.9% |
0-282 |
0.7% |
52% |
False |
False |
1,342,825 |
20 |
131-055 |
127-310 |
3-065 |
2.5% |
0-280 |
0.7% |
63% |
False |
False |
1,410,150 |
40 |
131-055 |
125-175 |
5-200 |
4.3% |
0-254 |
0.6% |
79% |
False |
False |
1,182,080 |
60 |
131-055 |
125-050 |
6-005 |
4.6% |
0-223 |
0.5% |
81% |
False |
False |
976,150 |
80 |
131-055 |
125-050 |
6-005 |
4.6% |
0-222 |
0.5% |
81% |
False |
False |
732,800 |
100 |
131-055 |
122-210 |
8-165 |
6.6% |
0-194 |
0.5% |
86% |
False |
False |
586,340 |
120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-162 |
0.4% |
86% |
False |
False |
488,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-108 |
2.618 |
132-274 |
1.618 |
131-304 |
1.000 |
131-125 |
0.618 |
131-014 |
HIGH |
130-155 |
0.618 |
130-044 |
0.500 |
130-010 |
0.382 |
129-296 |
LOW |
129-185 |
0.618 |
129-006 |
1.000 |
128-215 |
1.618 |
128-036 |
2.618 |
127-066 |
4.250 |
125-232 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
130-010 |
130-110 |
PP |
130-007 |
130-073 |
S1 |
130-003 |
130-037 |
|