ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
127-160 |
128-010 |
0-170 |
0.4% |
128-015 |
High |
128-015 |
128-250 |
0-235 |
0.6% |
128-140 |
Low |
127-135 |
127-185 |
0-050 |
0.1% |
127-020 |
Close |
128-005 |
128-220 |
0-215 |
0.5% |
127-130 |
Range |
0-200 |
1-065 |
0-185 |
92.5% |
1-120 |
ATR |
0-275 |
0-283 |
0-008 |
2.9% |
0-000 |
Volume |
1,380,103 |
2,471,425 |
1,091,322 |
79.1% |
6,057,423 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-307 |
131-168 |
129-112 |
|
R3 |
130-242 |
130-103 |
129-006 |
|
R2 |
129-177 |
129-177 |
128-291 |
|
R1 |
129-038 |
129-038 |
128-255 |
129-108 |
PP |
128-112 |
128-112 |
128-112 |
128-146 |
S1 |
127-293 |
127-293 |
128-185 |
128-042 |
S2 |
127-047 |
127-047 |
128-149 |
|
S3 |
125-302 |
126-228 |
128-114 |
|
S4 |
124-237 |
125-163 |
128-008 |
|
|
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 |
128-250 |
127-020 |
1-230 |
1.3% |
0-300 |
0.7% |
95% |
True |
False |
1,651,379 |
10 |
128-250 |
127-020 |
1-230 |
1.3% |
0-262 |
0.6% |
95% |
True |
False |
1,469,076 |
20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-286 |
0.7% |
40% |
False |
False |
1,423,632 |
40 |
131-055 |
125-295 |
5-080 |
4.1% |
0-270 |
0.7% |
53% |
False |
False |
1,293,209 |
60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-253 |
0.6% |
56% |
False |
False |
1,244,190 |
80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-227 |
0.6% |
59% |
False |
False |
967,839 |
100 |
131-055 |
123-280 |
7-095 |
5.7% |
0-226 |
0.6% |
66% |
False |
False |
774,580 |
120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-193 |
0.5% |
71% |
False |
False |
645,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-286 |
2.618 |
131-298 |
1.618 |
130-233 |
1.000 |
129-315 |
0.618 |
129-168 |
HIGH |
128-250 |
0.618 |
128-103 |
0.500 |
128-058 |
0.382 |
128-012 |
LOW |
127-185 |
0.618 |
126-267 |
1.000 |
126-120 |
1.618 |
125-202 |
2.618 |
124-137 |
4.250 |
122-149 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
128-166 |
128-152 |
PP |
128-112 |
128-083 |
S1 |
128-058 |
128-015 |
|