ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-050 |
128-140 |
0-090 |
0.2% |
128-195 |
| High |
128-190 |
128-160 |
-0-030 |
-0.1% |
129-035 |
| Low |
127-275 |
128-015 |
0-060 |
0.1% |
127-275 |
| Close |
128-135 |
128-075 |
-0-060 |
-0.1% |
128-075 |
| Range |
0-235 |
0-145 |
-0-090 |
-38.3% |
1-080 |
| ATR |
0-273 |
0-264 |
-0-009 |
-3.4% |
0-000 |
| Volume |
1,486,245 |
917,149 |
-569,096 |
-38.3% |
5,909,107 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-198 |
129-122 |
128-155 |
|
| R3 |
129-053 |
128-297 |
128-115 |
|
| R2 |
128-228 |
128-228 |
128-102 |
|
| R1 |
128-152 |
128-152 |
128-088 |
128-118 |
| PP |
128-083 |
128-083 |
128-083 |
128-066 |
| S1 |
128-007 |
128-007 |
128-062 |
127-292 |
| S2 |
127-258 |
127-258 |
128-048 |
|
| S3 |
127-113 |
127-182 |
128-035 |
|
| S4 |
126-288 |
127-037 |
127-315 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-048 |
131-142 |
128-295 |
|
| R3 |
130-288 |
130-062 |
128-185 |
|
| R2 |
129-208 |
129-208 |
128-148 |
|
| R1 |
128-302 |
128-302 |
128-112 |
128-215 |
| PP |
128-128 |
128-128 |
128-128 |
128-085 |
| S1 |
127-222 |
127-222 |
128-038 |
127-135 |
| S2 |
127-048 |
127-048 |
128-002 |
|
| S3 |
125-288 |
126-142 |
127-285 |
|
| S4 |
124-208 |
125-062 |
127-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-035 |
127-275 |
1-080 |
1.0% |
0-191 |
0.5% |
30% |
False |
False |
1,181,821 |
| 10 |
131-035 |
127-275 |
3-080 |
2.5% |
0-270 |
0.7% |
12% |
False |
False |
1,308,978 |
| 20 |
131-055 |
127-275 |
3-100 |
2.6% |
0-278 |
0.7% |
11% |
False |
False |
1,343,685 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-254 |
0.6% |
47% |
False |
False |
1,161,884 |
| 60 |
131-055 |
125-170 |
5-205 |
4.4% |
0-234 |
0.6% |
48% |
False |
False |
1,123,419 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-216 |
0.5% |
51% |
False |
False |
844,107 |
| 100 |
131-055 |
123-070 |
7-305 |
6.2% |
0-211 |
0.5% |
63% |
False |
False |
675,521 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-178 |
0.4% |
66% |
False |
False |
562,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-136 |
|
2.618 |
129-220 |
|
1.618 |
129-075 |
|
1.000 |
128-305 |
|
0.618 |
128-250 |
|
HIGH |
128-160 |
|
0.618 |
128-105 |
|
0.500 |
128-088 |
|
0.382 |
128-070 |
|
LOW |
128-015 |
|
0.618 |
127-245 |
|
1.000 |
127-190 |
|
1.618 |
127-100 |
|
2.618 |
126-275 |
|
4.250 |
126-039 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-088 |
128-074 |
| PP |
128-083 |
128-073 |
| S1 |
128-079 |
128-072 |
|