ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-140 |
128-120 |
-0-020 |
0.0% |
131-015 |
| High |
128-180 |
128-190 |
0-010 |
0.0% |
131-035 |
| Low |
128-040 |
128-000 |
-0-040 |
-0.1% |
128-150 |
| Close |
128-115 |
128-115 |
0-000 |
0.0% |
128-230 |
| Range |
0-140 |
0-190 |
0-050 |
35.7% |
2-205 |
| ATR |
0-283 |
0-276 |
-0-007 |
-2.3% |
0-000 |
| Volume |
1,261,813 |
1,116,608 |
-145,205 |
-11.5% |
7,180,682 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-032 |
129-263 |
128-220 |
|
| R3 |
129-162 |
129-073 |
128-167 |
|
| R2 |
128-292 |
128-292 |
128-150 |
|
| R1 |
128-203 |
128-203 |
128-132 |
128-152 |
| PP |
128-102 |
128-102 |
128-102 |
128-076 |
| S1 |
128-013 |
128-013 |
128-098 |
127-282 |
| S2 |
127-232 |
127-232 |
128-080 |
|
| S3 |
127-042 |
127-143 |
128-063 |
|
| S4 |
126-172 |
126-273 |
128-010 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-113 |
135-217 |
130-055 |
|
| R3 |
134-228 |
133-012 |
129-142 |
|
| R2 |
132-023 |
132-023 |
129-065 |
|
| R1 |
130-127 |
130-127 |
128-307 |
129-292 |
| PP |
129-138 |
129-138 |
129-138 |
129-061 |
| S1 |
127-242 |
127-242 |
128-153 |
127-088 |
| S2 |
126-253 |
126-253 |
128-075 |
|
| S3 |
124-048 |
125-037 |
127-318 |
|
| S4 |
121-163 |
122-152 |
127-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-200 |
128-000 |
2-200 |
2.0% |
0-298 |
0.7% |
14% |
False |
True |
1,302,977 |
| 10 |
131-055 |
128-000 |
3-055 |
2.5% |
0-286 |
0.7% |
11% |
False |
True |
1,368,852 |
| 20 |
131-055 |
128-000 |
3-055 |
2.5% |
0-303 |
0.7% |
11% |
False |
True |
1,417,027 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-259 |
0.6% |
49% |
False |
False |
1,173,085 |
| 60 |
131-055 |
125-150 |
5-225 |
4.4% |
0-234 |
0.6% |
51% |
False |
False |
1,084,124 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-217 |
0.5% |
53% |
False |
False |
814,116 |
| 100 |
131-055 |
122-250 |
8-125 |
6.5% |
0-208 |
0.5% |
66% |
False |
False |
651,488 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-174 |
0.4% |
67% |
False |
False |
542,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-038 |
|
2.618 |
130-047 |
|
1.618 |
129-177 |
|
1.000 |
129-060 |
|
0.618 |
128-307 |
|
HIGH |
128-190 |
|
0.618 |
128-117 |
|
0.500 |
128-095 |
|
0.382 |
128-073 |
|
LOW |
128-000 |
|
0.618 |
127-203 |
|
1.000 |
127-130 |
|
1.618 |
127-013 |
|
2.618 |
126-143 |
|
4.250 |
125-152 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-108 |
128-178 |
| PP |
128-102 |
128-157 |
| S1 |
128-095 |
128-136 |
|