ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
128-010 |
128-225 |
0-215 |
0.5% |
128-015 |
High |
128-250 |
128-285 |
0-035 |
0.1% |
128-140 |
Low |
127-185 |
128-165 |
0-300 |
0.7% |
127-020 |
Close |
128-220 |
128-230 |
0-010 |
0.0% |
127-130 |
Range |
1-065 |
0-120 |
-0-265 |
-68.8% |
1-120 |
ATR |
0-283 |
0-271 |
-0-012 |
-4.1% |
0-000 |
Volume |
2,471,425 |
2,019,821 |
-451,604 |
-18.3% |
6,057,423 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-267 |
129-208 |
128-296 |
|
R3 |
129-147 |
129-088 |
128-263 |
|
R2 |
129-027 |
129-027 |
128-252 |
|
R1 |
128-288 |
128-288 |
128-241 |
128-318 |
PP |
128-227 |
128-227 |
128-227 |
128-241 |
S1 |
128-168 |
128-168 |
128-219 |
128-198 |
S2 |
128-107 |
128-107 |
128-208 |
|
S3 |
127-307 |
128-048 |
128-197 |
|
S4 |
127-187 |
127-248 |
128-164 |
|
|
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 |
128-285 |
127-100 |
1-185 |
1.2% |
0-248 |
0.6% |
89% |
True |
False |
1,729,911 |
10 |
128-285 |
127-020 |
1-265 |
1.4% |
0-260 |
0.6% |
91% |
True |
False |
1,544,877 |
20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-282 |
0.7% |
40% |
False |
False |
1,465,473 |
40 |
131-055 |
125-310 |
5-065 |
4.0% |
0-271 |
0.7% |
53% |
False |
False |
1,339,578 |
60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-253 |
0.6% |
56% |
False |
False |
1,257,997 |
80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-226 |
0.5% |
59% |
False |
False |
993,044 |
100 |
131-055 |
123-280 |
7-095 |
5.7% |
0-226 |
0.5% |
66% |
False |
False |
794,777 |
120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-194 |
0.5% |
71% |
False |
False |
662,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-155 |
2.618 |
129-279 |
1.618 |
129-159 |
1.000 |
129-085 |
0.618 |
129-039 |
HIGH |
128-285 |
0.618 |
128-239 |
0.500 |
128-225 |
0.382 |
128-211 |
LOW |
128-165 |
0.618 |
128-091 |
1.000 |
128-045 |
1.618 |
127-291 |
2.618 |
127-171 |
4.250 |
126-295 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
128-228 |
128-170 |
PP |
128-227 |
128-110 |
S1 |
128-225 |
128-050 |
|