ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-120 |
128-050 |
-0-070 |
-0.2% |
131-015 |
| High |
128-190 |
128-190 |
0-000 |
0.0% |
131-035 |
| Low |
128-000 |
127-275 |
-0-045 |
-0.1% |
128-150 |
| Close |
128-115 |
128-135 |
0-020 |
0.0% |
128-230 |
| Range |
0-190 |
0-235 |
0-045 |
23.7% |
2-205 |
| ATR |
0-276 |
0-273 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,116,608 |
1,486,245 |
369,637 |
33.1% |
7,180,682 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-158 |
130-062 |
128-264 |
|
| R3 |
129-243 |
129-147 |
128-200 |
|
| R2 |
129-008 |
129-008 |
128-178 |
|
| R1 |
128-232 |
128-232 |
128-157 |
128-280 |
| PP |
128-093 |
128-093 |
128-093 |
128-118 |
| S1 |
127-317 |
127-317 |
128-113 |
128-045 |
| S2 |
127-178 |
127-178 |
128-092 |
|
| S3 |
126-263 |
127-082 |
128-070 |
|
| S4 |
126-028 |
126-167 |
128-006 |
|
|
| 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 |
130-115 |
127-275 |
2-160 |
1.9% |
0-283 |
0.7% |
23% |
False |
True |
1,360,985 |
| 10 |
131-055 |
127-275 |
3-100 |
2.6% |
0-290 |
0.7% |
17% |
False |
True |
1,389,219 |
| 20 |
131-055 |
127-275 |
3-100 |
2.6% |
0-298 |
0.7% |
17% |
False |
True |
1,391,643 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-260 |
0.6% |
50% |
False |
False |
1,175,457 |
| 60 |
131-055 |
125-170 |
5-205 |
4.4% |
0-235 |
0.6% |
51% |
False |
False |
1,108,560 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-216 |
0.5% |
54% |
False |
False |
832,669 |
| 100 |
131-055 |
123-060 |
7-315 |
6.2% |
0-210 |
0.5% |
66% |
False |
False |
666,351 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-176 |
0.4% |
68% |
False |
False |
555,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-229 |
|
2.618 |
130-165 |
|
1.618 |
129-250 |
|
1.000 |
129-105 |
|
0.618 |
129-015 |
|
HIGH |
128-190 |
|
0.618 |
128-100 |
|
0.500 |
128-072 |
|
0.382 |
128-045 |
|
LOW |
127-275 |
|
0.618 |
127-130 |
|
1.000 |
127-040 |
|
1.618 |
126-215 |
|
2.618 |
125-300 |
|
4.250 |
124-236 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-114 |
128-114 |
| PP |
128-093 |
128-093 |
| S1 |
128-072 |
128-072 |
|