ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
129-255 |
128-195 |
-1-060 |
-0.9% |
131-015 |
| High |
130-115 |
129-035 |
-1-080 |
-1.0% |
131-035 |
| Low |
128-150 |
128-110 |
-0-040 |
-0.1% |
128-150 |
| Close |
128-230 |
128-195 |
-0-035 |
-0.1% |
128-230 |
| Range |
1-285 |
0-245 |
-1-040 |
-59.5% |
2-205 |
| ATR |
0-296 |
0-293 |
-0-004 |
-1.2% |
0-000 |
| Volume |
1,812,969 |
1,127,292 |
-685,677 |
-37.8% |
7,180,682 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-315 |
130-180 |
129-010 |
|
| R3 |
130-070 |
129-255 |
128-262 |
|
| R2 |
129-145 |
129-145 |
128-240 |
|
| R1 |
129-010 |
129-010 |
128-217 |
128-318 |
| PP |
128-220 |
128-220 |
128-220 |
128-214 |
| S1 |
128-085 |
128-085 |
128-173 |
128-072 |
| S2 |
127-295 |
127-295 |
128-150 |
|
| S3 |
127-050 |
127-160 |
128-128 |
|
| S4 |
126-125 |
126-235 |
128-060 |
|
|
| 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 |
131-015 |
128-110 |
2-225 |
2.1% |
1-044 |
0.9% |
10% |
False |
True |
1,410,569 |
| 10 |
131-055 |
128-110 |
2-265 |
2.2% |
0-310 |
0.8% |
9% |
False |
True |
1,378,187 |
| 20 |
131-055 |
128-110 |
2-265 |
2.2% |
0-308 |
0.7% |
9% |
False |
True |
1,423,204 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-264 |
0.6% |
54% |
False |
False |
1,189,522 |
| 60 |
131-055 |
125-140 |
5-235 |
4.5% |
0-233 |
0.6% |
55% |
False |
False |
1,044,658 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-231 |
0.6% |
57% |
False |
False |
784,478 |
| 100 |
131-055 |
122-210 |
8-165 |
6.6% |
0-205 |
0.5% |
70% |
False |
False |
627,704 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-172 |
0.4% |
70% |
False |
False |
523,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-116 |
|
2.618 |
131-036 |
|
1.618 |
130-111 |
|
1.000 |
129-280 |
|
0.618 |
129-186 |
|
HIGH |
129-035 |
|
0.618 |
128-261 |
|
0.500 |
128-232 |
|
0.382 |
128-204 |
|
LOW |
128-110 |
|
0.618 |
127-279 |
|
1.000 |
127-185 |
|
1.618 |
127-034 |
|
2.618 |
126-109 |
|
4.250 |
125-029 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-232 |
129-155 |
| PP |
128-220 |
129-062 |
| S1 |
128-208 |
128-288 |
|