ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-140 |
128-015 |
-0-125 |
-0.3% |
128-195 |
| High |
128-160 |
128-140 |
-0-020 |
0.0% |
129-035 |
| Low |
128-015 |
127-045 |
-0-290 |
-0.7% |
127-275 |
| Close |
128-075 |
127-080 |
-0-315 |
-0.8% |
128-075 |
| Range |
0-145 |
1-095 |
0-270 |
186.2% |
1-080 |
| ATR |
0-264 |
0-275 |
0-011 |
4.1% |
0-000 |
| Volume |
917,149 |
1,652,053 |
734,904 |
80.1% |
5,909,107 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-160 |
130-215 |
127-308 |
|
| R3 |
130-065 |
129-120 |
127-194 |
|
| R2 |
128-290 |
128-290 |
127-156 |
|
| R1 |
128-025 |
128-025 |
127-118 |
127-270 |
| PP |
127-195 |
127-195 |
127-195 |
127-158 |
| S1 |
126-250 |
126-250 |
127-042 |
126-175 |
| S2 |
126-100 |
126-100 |
127-004 |
|
| S3 |
125-005 |
125-155 |
126-286 |
|
| S4 |
123-230 |
124-060 |
126-172 |
|
|
| 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 |
128-190 |
127-045 |
1-145 |
1.1% |
0-225 |
0.6% |
8% |
False |
True |
1,286,773 |
| 10 |
131-015 |
127-045 |
3-290 |
3.1% |
0-294 |
0.7% |
3% |
False |
True |
1,348,671 |
| 20 |
131-055 |
127-045 |
4-010 |
3.2% |
0-280 |
0.7% |
3% |
False |
True |
1,345,794 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-258 |
0.6% |
29% |
False |
False |
1,170,760 |
| 60 |
131-055 |
125-170 |
5-205 |
4.4% |
0-239 |
0.6% |
30% |
False |
False |
1,150,380 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-218 |
0.5% |
35% |
False |
False |
864,727 |
| 100 |
131-055 |
123-070 |
7-305 |
6.3% |
0-215 |
0.5% |
51% |
False |
False |
692,039 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-181 |
0.4% |
54% |
False |
False |
576,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-304 |
|
2.618 |
131-266 |
|
1.618 |
130-171 |
|
1.000 |
129-235 |
|
0.618 |
129-076 |
|
HIGH |
128-140 |
|
0.618 |
127-301 |
|
0.500 |
127-252 |
|
0.382 |
127-204 |
|
LOW |
127-045 |
|
0.618 |
126-109 |
|
1.000 |
125-270 |
|
1.618 |
125-014 |
|
2.618 |
123-239 |
|
4.250 |
121-201 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-252 |
127-278 |
| PP |
127-195 |
127-212 |
| S1 |
127-138 |
127-146 |
|