ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-225 |
128-075 |
-0-150 |
-0.4% |
127-160 |
| High |
129-010 |
128-155 |
-0-175 |
-0.4% |
129-010 |
| Low |
128-030 |
128-005 |
-0-025 |
-0.1% |
127-135 |
| Close |
128-090 |
128-135 |
0-045 |
0.1% |
128-135 |
| Range |
0-300 |
0-150 |
-0-150 |
-50.0% |
1-195 |
| ATR |
0-273 |
0-265 |
-0-009 |
-3.2% |
0-000 |
| Volume |
1,442,286 |
354,793 |
-1,087,493 |
-75.4% |
7,668,428 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-228 |
129-172 |
128-218 |
|
| R3 |
129-078 |
129-022 |
128-176 |
|
| R2 |
128-248 |
128-248 |
128-162 |
|
| R1 |
128-192 |
128-192 |
128-149 |
128-220 |
| PP |
128-098 |
128-098 |
128-098 |
128-112 |
| S1 |
128-042 |
128-042 |
128-121 |
128-070 |
| S2 |
127-268 |
127-268 |
128-108 |
|
| S3 |
127-118 |
127-212 |
128-094 |
|
| S4 |
126-288 |
127-062 |
128-052 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-038 |
132-122 |
129-098 |
|
| R3 |
131-163 |
130-247 |
128-277 |
|
| R2 |
129-288 |
129-288 |
128-229 |
|
| R1 |
129-052 |
129-052 |
128-182 |
129-170 |
| PP |
128-093 |
128-093 |
128-093 |
128-152 |
| S1 |
127-177 |
127-177 |
128-088 |
127-295 |
| S2 |
126-218 |
126-218 |
128-041 |
|
| S3 |
125-023 |
125-302 |
127-313 |
|
| S4 |
123-148 |
124-107 |
127-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-010 |
127-135 |
1-195 |
1.3% |
0-231 |
0.6% |
62% |
False |
False |
1,533,685 |
| 10 |
129-010 |
127-020 |
1-310 |
1.5% |
0-263 |
0.6% |
69% |
False |
False |
1,464,300 |
| 20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-276 |
0.7% |
33% |
False |
False |
1,426,759 |
| 40 |
131-055 |
126-130 |
4-245 |
3.7% |
0-275 |
0.7% |
42% |
False |
False |
1,363,174 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-254 |
0.6% |
51% |
False |
False |
1,252,148 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-229 |
0.6% |
54% |
False |
False |
1,015,397 |
| 100 |
131-055 |
124-080 |
6-295 |
5.4% |
0-228 |
0.6% |
60% |
False |
False |
812,723 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-198 |
0.5% |
68% |
False |
False |
677,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-152 |
|
2.618 |
129-228 |
|
1.618 |
129-078 |
|
1.000 |
128-305 |
|
0.618 |
128-248 |
|
HIGH |
128-155 |
|
0.618 |
128-098 |
|
0.500 |
128-080 |
|
0.382 |
128-062 |
|
LOW |
128-005 |
|
0.618 |
127-232 |
|
1.000 |
127-175 |
|
1.618 |
127-082 |
|
2.618 |
126-252 |
|
4.250 |
126-008 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-117 |
128-168 |
| PP |
128-098 |
128-157 |
| S1 |
128-080 |
128-146 |
|