ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-195 |
128-140 |
-0-055 |
-0.1% |
131-015 |
| High |
129-035 |
128-180 |
-0-175 |
-0.4% |
131-035 |
| Low |
128-110 |
128-040 |
-0-070 |
-0.2% |
128-150 |
| Close |
128-195 |
128-115 |
-0-080 |
-0.2% |
128-230 |
| Range |
0-245 |
0-140 |
-0-105 |
-42.9% |
2-205 |
| ATR |
0-293 |
0-283 |
-0-010 |
-3.4% |
0-000 |
| Volume |
1,127,292 |
1,261,813 |
134,521 |
11.9% |
7,180,682 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-212 |
129-143 |
128-192 |
|
| R3 |
129-072 |
129-003 |
128-154 |
|
| R2 |
128-252 |
128-252 |
128-141 |
|
| R1 |
128-183 |
128-183 |
128-128 |
128-148 |
| PP |
128-112 |
128-112 |
128-112 |
128-094 |
| S1 |
128-043 |
128-043 |
128-102 |
128-008 |
| S2 |
127-292 |
127-292 |
128-089 |
|
| S3 |
127-152 |
127-223 |
128-076 |
|
| S4 |
127-012 |
127-083 |
128-038 |
|
|
| 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 |
130-200 |
128-040 |
2-160 |
1.9% |
0-318 |
0.8% |
9% |
False |
True |
1,389,059 |
| 10 |
131-055 |
128-040 |
3-015 |
2.4% |
0-303 |
0.7% |
8% |
False |
True |
1,386,069 |
| 20 |
131-055 |
128-040 |
3-015 |
2.4% |
0-305 |
0.7% |
8% |
False |
True |
1,444,271 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-261 |
0.6% |
49% |
False |
False |
1,183,301 |
| 60 |
131-055 |
125-150 |
5-225 |
4.4% |
0-233 |
0.6% |
51% |
False |
False |
1,065,665 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-220 |
0.5% |
53% |
False |
False |
800,223 |
| 100 |
131-055 |
122-210 |
8-165 |
6.6% |
0-207 |
0.5% |
67% |
False |
False |
640,322 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-173 |
0.4% |
67% |
False |
False |
533,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-135 |
|
2.618 |
129-227 |
|
1.618 |
129-087 |
|
1.000 |
129-000 |
|
0.618 |
128-267 |
|
HIGH |
128-180 |
|
0.618 |
128-127 |
|
0.500 |
128-110 |
|
0.382 |
128-093 |
|
LOW |
128-040 |
|
0.618 |
127-273 |
|
1.000 |
127-220 |
|
1.618 |
127-133 |
|
2.618 |
126-313 |
|
4.250 |
126-085 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-113 |
129-078 |
| PP |
128-112 |
128-303 |
| S1 |
128-110 |
128-209 |
|