ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-015 |
127-115 |
-0-220 |
-0.5% |
128-195 |
| High |
128-140 |
128-080 |
-0-060 |
-0.1% |
129-035 |
| Low |
127-045 |
127-020 |
-0-025 |
-0.1% |
127-275 |
| Close |
127-080 |
128-005 |
0-245 |
0.6% |
128-075 |
| Range |
1-095 |
1-060 |
-0-035 |
-8.4% |
1-080 |
| ATR |
0-275 |
0-282 |
0-008 |
2.7% |
0-000 |
| Volume |
1,652,053 |
1,627,163 |
-24,890 |
-1.5% |
5,909,107 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-108 |
130-277 |
128-214 |
|
| R3 |
130-048 |
129-217 |
128-110 |
|
| R2 |
128-308 |
128-308 |
128-075 |
|
| R1 |
128-157 |
128-157 |
128-040 |
128-232 |
| PP |
127-248 |
127-248 |
127-248 |
127-286 |
| S1 |
127-097 |
127-097 |
127-290 |
127-172 |
| S2 |
126-188 |
126-188 |
127-255 |
|
| S3 |
125-128 |
126-037 |
127-220 |
|
| S4 |
124-068 |
124-297 |
127-116 |
|
|
| 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 |
127-020 |
1-170 |
1.2% |
0-273 |
0.7% |
62% |
False |
True |
1,359,843 |
| 10 |
130-200 |
127-020 |
3-180 |
2.8% |
0-296 |
0.7% |
27% |
False |
True |
1,374,451 |
| 20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-288 |
0.7% |
23% |
False |
True |
1,359,668 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-260 |
0.6% |
43% |
False |
False |
1,180,542 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-243 |
0.6% |
44% |
False |
False |
1,176,962 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-221 |
0.5% |
48% |
False |
False |
885,039 |
| 100 |
131-055 |
123-110 |
7-265 |
6.1% |
0-218 |
0.5% |
60% |
False |
False |
708,311 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-184 |
0.4% |
63% |
False |
False |
590,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-095 |
|
2.618 |
131-115 |
|
1.618 |
130-055 |
|
1.000 |
129-140 |
|
0.618 |
128-315 |
|
HIGH |
128-080 |
|
0.618 |
127-255 |
|
0.500 |
127-210 |
|
0.382 |
127-165 |
|
LOW |
127-020 |
|
0.618 |
126-105 |
|
1.000 |
125-280 |
|
1.618 |
125-045 |
|
2.618 |
123-305 |
|
4.250 |
122-005 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-287 |
127-300 |
| PP |
127-248 |
127-275 |
| S1 |
127-210 |
127-250 |
|