ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
127-115 |
127-310 |
0-195 |
0.5% |
128-195 |
| High |
128-080 |
128-080 |
0-000 |
0.0% |
129-035 |
| Low |
127-020 |
127-160 |
0-140 |
0.3% |
127-275 |
| Close |
128-005 |
127-190 |
-0-135 |
-0.3% |
128-075 |
| Range |
1-060 |
0-240 |
-0-140 |
-36.8% |
1-080 |
| ATR |
0-282 |
0-279 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,627,163 |
1,230,599 |
-396,564 |
-24.4% |
5,909,107 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-010 |
129-180 |
128-002 |
|
| R3 |
129-090 |
128-260 |
127-256 |
|
| R2 |
128-170 |
128-170 |
127-234 |
|
| R1 |
128-020 |
128-020 |
127-212 |
127-295 |
| PP |
127-250 |
127-250 |
127-250 |
127-228 |
| S1 |
127-100 |
127-100 |
127-168 |
127-055 |
| S2 |
127-010 |
127-010 |
127-146 |
|
| S3 |
126-090 |
126-180 |
127-124 |
|
| S4 |
125-170 |
125-260 |
127-058 |
|
|
| 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% |
0-283 |
0.7% |
35% |
False |
False |
1,382,641 |
| 10 |
130-200 |
127-020 |
3-180 |
2.8% |
0-290 |
0.7% |
15% |
False |
False |
1,342,809 |
| 20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-286 |
0.7% |
13% |
False |
False |
1,342,817 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-262 |
0.6% |
35% |
False |
False |
1,191,154 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-245 |
0.6% |
36% |
False |
False |
1,196,296 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-220 |
0.5% |
41% |
False |
False |
900,403 |
| 100 |
131-055 |
123-110 |
7-265 |
6.1% |
0-219 |
0.5% |
54% |
False |
False |
720,601 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-186 |
0.5% |
58% |
False |
False |
600,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-140 |
|
2.618 |
130-068 |
|
1.618 |
129-148 |
|
1.000 |
129-000 |
|
0.618 |
128-228 |
|
HIGH |
128-080 |
|
0.618 |
127-308 |
|
0.500 |
127-280 |
|
0.382 |
127-252 |
|
LOW |
127-160 |
|
0.618 |
127-012 |
|
1.000 |
126-240 |
|
1.618 |
126-092 |
|
2.618 |
125-172 |
|
4.250 |
124-100 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-280 |
127-240 |
| PP |
127-250 |
127-223 |
| S1 |
127-220 |
127-207 |
|