ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
127-175 |
127-160 |
-0-015 |
0.0% |
128-015 |
| High |
128-075 |
128-015 |
-0-060 |
-0.1% |
128-140 |
| Low |
127-100 |
127-135 |
0-035 |
0.1% |
127-020 |
| Close |
127-130 |
128-005 |
0-195 |
0.5% |
127-130 |
| Range |
0-295 |
0-200 |
-0-095 |
-32.2% |
1-120 |
| ATR |
0-280 |
0-275 |
-0-005 |
-1.9% |
0-000 |
| Volume |
1,547,608 |
1,380,103 |
-167,505 |
-10.8% |
6,057,423 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-225 |
129-155 |
128-115 |
|
| R3 |
129-025 |
128-275 |
128-060 |
|
| R2 |
128-145 |
128-145 |
128-042 |
|
| R1 |
128-075 |
128-075 |
128-023 |
128-110 |
| PP |
127-265 |
127-265 |
127-265 |
127-282 |
| S1 |
127-195 |
127-195 |
127-307 |
127-230 |
| S2 |
127-065 |
127-065 |
127-288 |
|
| S3 |
126-185 |
126-315 |
127-270 |
|
| S4 |
125-305 |
126-115 |
127-215 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-243 |
130-307 |
128-052 |
|
| R3 |
130-123 |
129-187 |
127-251 |
|
| R2 |
129-003 |
129-003 |
127-211 |
|
| R1 |
128-067 |
128-067 |
127-170 |
127-295 |
| PP |
127-203 |
127-203 |
127-203 |
127-158 |
| S1 |
126-267 |
126-267 |
127-090 |
126-175 |
| S2 |
126-083 |
126-083 |
127-049 |
|
| S3 |
124-283 |
125-147 |
127-009 |
|
| S4 |
123-163 |
124-027 |
126-208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-140 |
127-020 |
1-120 |
1.1% |
0-306 |
0.7% |
69% |
False |
False |
1,487,505 |
| 10 |
129-035 |
127-020 |
2-015 |
1.6% |
0-248 |
0.6% |
47% |
False |
False |
1,334,663 |
| 20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-280 |
0.7% |
23% |
False |
False |
1,345,309 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-264 |
0.6% |
43% |
False |
False |
1,239,961 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-249 |
0.6% |
44% |
False |
False |
1,235,667 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-224 |
0.5% |
48% |
False |
False |
936,956 |
| 100 |
131-055 |
123-190 |
7-185 |
5.9% |
0-223 |
0.5% |
58% |
False |
False |
749,866 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-190 |
0.5% |
63% |
False |
False |
624,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-225 |
|
2.618 |
129-219 |
|
1.618 |
129-019 |
|
1.000 |
128-215 |
|
0.618 |
128-139 |
|
HIGH |
128-015 |
|
0.618 |
127-259 |
|
0.500 |
127-235 |
|
0.382 |
127-211 |
|
LOW |
127-135 |
|
0.618 |
127-011 |
|
1.000 |
126-255 |
|
1.618 |
126-131 |
|
2.618 |
125-251 |
|
4.250 |
124-245 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-295 |
127-300 |
| PP |
127-265 |
127-275 |
| S1 |
127-235 |
127-250 |
|