ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
129-310 |
130-140 |
0-150 |
0.4% |
130-000 |
| High |
130-155 |
130-200 |
0-045 |
0.1% |
131-055 |
| Low |
129-185 |
129-210 |
0-025 |
0.1% |
129-120 |
| Close |
130-000 |
129-275 |
-0-045 |
-0.1% |
130-280 |
| Range |
0-290 |
0-310 |
0-020 |
6.9% |
1-255 |
| ATR |
0-270 |
0-273 |
0-003 |
1.1% |
0-000 |
| Volume |
1,547,015 |
1,196,206 |
-350,809 |
-22.7% |
6,378,882 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-305 |
132-120 |
130-126 |
|
| R3 |
131-315 |
131-130 |
130-040 |
|
| R2 |
131-005 |
131-005 |
130-012 |
|
| R1 |
130-140 |
130-140 |
129-303 |
130-078 |
| PP |
130-015 |
130-015 |
130-015 |
129-304 |
| S1 |
129-150 |
129-150 |
129-247 |
129-088 |
| S2 |
129-025 |
129-025 |
129-218 |
|
| S3 |
128-035 |
128-160 |
129-190 |
|
| S4 |
127-045 |
127-170 |
129-104 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-277 |
135-053 |
131-276 |
|
| R3 |
134-022 |
133-118 |
131-118 |
|
| R2 |
132-087 |
132-087 |
131-065 |
|
| R1 |
131-183 |
131-183 |
131-013 |
131-295 |
| PP |
130-152 |
130-152 |
130-152 |
130-208 |
| S1 |
129-248 |
129-248 |
130-227 |
130-040 |
| S2 |
128-217 |
128-217 |
130-175 |
|
| S3 |
126-282 |
127-313 |
130-122 |
|
| S4 |
125-027 |
126-058 |
129-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-055 |
129-185 |
1-190 |
1.2% |
0-296 |
0.7% |
18% |
False |
False |
1,417,453 |
| 10 |
131-055 |
129-070 |
1-305 |
1.5% |
0-277 |
0.7% |
33% |
False |
False |
1,292,596 |
| 20 |
131-055 |
127-310 |
3-065 |
2.5% |
0-284 |
0.7% |
59% |
False |
False |
1,395,872 |
| 40 |
131-055 |
125-210 |
5-165 |
4.2% |
0-255 |
0.6% |
76% |
False |
False |
1,184,899 |
| 60 |
131-055 |
125-120 |
5-255 |
4.5% |
0-224 |
0.5% |
77% |
False |
False |
995,879 |
| 80 |
131-055 |
125-050 |
6-005 |
4.6% |
0-224 |
0.5% |
78% |
False |
False |
747,747 |
| 100 |
131-055 |
122-210 |
8-165 |
6.6% |
0-197 |
0.5% |
85% |
False |
False |
598,302 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-165 |
0.4% |
85% |
False |
False |
498,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-238 |
|
2.618 |
133-052 |
|
1.618 |
132-062 |
|
1.000 |
131-190 |
|
0.618 |
131-072 |
|
HIGH |
130-200 |
|
0.618 |
130-082 |
|
0.500 |
130-045 |
|
0.382 |
130-008 |
|
LOW |
129-210 |
|
0.618 |
129-018 |
|
1.000 |
128-220 |
|
1.618 |
128-028 |
|
2.618 |
127-038 |
|
4.250 |
125-172 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
130-045 |
130-100 |
| PP |
130-015 |
130-052 |
| S1 |
129-305 |
130-003 |
|