ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
130-140 |
129-255 |
-0-205 |
-0.5% |
131-015 |
High |
130-200 |
130-115 |
-0-085 |
-0.2% |
131-035 |
Low |
129-210 |
128-150 |
-1-060 |
-0.9% |
128-150 |
Close |
129-275 |
128-230 |
-1-045 |
-0.9% |
128-230 |
Range |
0-310 |
1-285 |
0-295 |
95.2% |
2-205 |
ATR |
0-273 |
0-296 |
0-024 |
8.7% |
0-000 |
Volume |
1,196,206 |
1,812,969 |
616,763 |
51.6% |
7,180,682 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-273 |
133-217 |
129-243 |
|
R3 |
132-308 |
131-252 |
129-076 |
|
R2 |
131-023 |
131-023 |
129-021 |
|
R1 |
129-287 |
129-287 |
128-285 |
129-172 |
PP |
129-058 |
129-058 |
129-058 |
129-001 |
S1 |
128-002 |
128-002 |
128-175 |
127-208 |
S2 |
127-093 |
127-093 |
128-119 |
|
S3 |
125-128 |
126-037 |
128-064 |
|
S4 |
123-163 |
124-072 |
127-217 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-113 |
135-217 |
130-055 |
|
R3 |
134-228 |
133-012 |
129-142 |
|
R2 |
132-023 |
132-023 |
129-065 |
|
R1 |
130-127 |
130-127 |
128-307 |
129-292 |
PP |
129-138 |
129-138 |
129-138 |
129-061 |
S1 |
127-242 |
127-242 |
128-153 |
127-088 |
S2 |
126-253 |
126-253 |
128-075 |
|
S3 |
124-048 |
125-037 |
127-318 |
|
S4 |
121-163 |
122-152 |
127-085 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-035 |
128-150 |
2-205 |
2.1% |
1-030 |
0.8% |
9% |
False |
True |
1,436,136 |
10 |
131-055 |
128-150 |
2-225 |
2.1% |
0-312 |
0.8% |
9% |
False |
True |
1,355,956 |
20 |
131-055 |
128-020 |
3-035 |
2.4% |
0-308 |
0.7% |
21% |
False |
False |
1,439,434 |
40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-264 |
0.6% |
56% |
False |
False |
1,193,443 |
60 |
131-055 |
125-120 |
5-255 |
4.5% |
0-230 |
0.6% |
58% |
False |
False |
1,025,933 |
80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-230 |
0.6% |
59% |
False |
False |
770,389 |
100 |
131-055 |
122-210 |
8-165 |
6.6% |
0-203 |
0.5% |
71% |
False |
False |
616,432 |
120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-170 |
0.4% |
71% |
False |
False |
513,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-126 |
2.618 |
135-099 |
1.618 |
133-134 |
1.000 |
132-080 |
0.618 |
131-169 |
HIGH |
130-115 |
0.618 |
129-204 |
0.500 |
129-132 |
0.382 |
129-061 |
LOW |
128-150 |
0.618 |
127-096 |
1.000 |
126-185 |
1.618 |
125-131 |
2.618 |
123-166 |
4.250 |
120-139 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
129-132 |
129-175 |
PP |
129-058 |
129-087 |
S1 |
128-304 |
128-318 |
|