ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
127-310 |
127-175 |
-0-135 |
-0.3% |
128-015 |
| High |
128-080 |
128-075 |
-0-005 |
0.0% |
128-140 |
| Low |
127-160 |
127-100 |
-0-060 |
-0.1% |
127-020 |
| Close |
127-190 |
127-130 |
-0-060 |
-0.1% |
127-130 |
| Range |
0-240 |
0-295 |
0-055 |
22.9% |
1-120 |
| ATR |
0-279 |
0-280 |
0-001 |
0.4% |
0-000 |
| Volume |
1,230,599 |
1,547,608 |
317,009 |
25.8% |
6,057,423 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-133 |
129-267 |
127-292 |
|
| R3 |
129-158 |
128-292 |
127-211 |
|
| R2 |
128-183 |
128-183 |
127-184 |
|
| R1 |
127-317 |
127-317 |
127-157 |
127-262 |
| PP |
127-208 |
127-208 |
127-208 |
127-181 |
| S1 |
127-022 |
127-022 |
127-103 |
126-288 |
| S2 |
126-233 |
126-233 |
127-076 |
|
| S3 |
125-258 |
126-047 |
127-049 |
|
| S4 |
124-283 |
125-072 |
126-288 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-243 |
130-307 |
128-052 |
|
| R3 |
130-123 |
129-187 |
127-251 |
|
| R2 |
129-003 |
129-003 |
127-211 |
|
| R1 |
128-067 |
128-067 |
127-170 |
127-295 |
| PP |
127-203 |
127-203 |
127-203 |
127-158 |
| S1 |
126-267 |
126-267 |
127-090 |
126-175 |
| S2 |
126-083 |
126-083 |
127-049 |
|
| S3 |
124-283 |
125-147 |
127-009 |
|
| S4 |
123-163 |
124-027 |
126-208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-160 |
127-020 |
1-140 |
1.1% |
0-295 |
0.7% |
24% |
False |
False |
1,394,914 |
| 10 |
130-115 |
127-020 |
3-095 |
2.6% |
0-289 |
0.7% |
10% |
False |
False |
1,377,949 |
| 20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-283 |
0.7% |
8% |
False |
False |
1,335,273 |
| 40 |
131-055 |
125-210 |
5-165 |
4.3% |
0-266 |
0.7% |
32% |
False |
False |
1,219,156 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-248 |
0.6% |
33% |
False |
False |
1,218,012 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-223 |
0.5% |
37% |
False |
False |
919,717 |
| 100 |
131-055 |
123-190 |
7-185 |
5.9% |
0-221 |
0.5% |
50% |
False |
False |
736,067 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-189 |
0.5% |
56% |
False |
False |
613,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-049 |
|
2.618 |
130-207 |
|
1.618 |
129-232 |
|
1.000 |
129-050 |
|
0.618 |
128-257 |
|
HIGH |
128-075 |
|
0.618 |
127-282 |
|
0.500 |
127-248 |
|
0.382 |
127-213 |
|
LOW |
127-100 |
|
0.618 |
126-238 |
|
1.000 |
126-125 |
|
1.618 |
125-263 |
|
2.618 |
124-288 |
|
4.250 |
123-126 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-248 |
127-210 |
| PP |
127-208 |
127-183 |
| S1 |
127-169 |
127-157 |
|