ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
128-225 |
128-225 |
0-000 |
0.0% |
128-015 |
| High |
128-285 |
129-010 |
0-045 |
0.1% |
128-140 |
| Low |
128-165 |
128-030 |
-0-135 |
-0.3% |
127-020 |
| Close |
128-230 |
128-090 |
-0-140 |
-0.3% |
127-130 |
| Range |
0-120 |
0-300 |
0-180 |
150.0% |
1-120 |
| ATR |
0-271 |
0-273 |
0-002 |
0.8% |
0-000 |
| Volume |
2,019,821 |
1,442,286 |
-577,535 |
-28.6% |
6,057,423 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-090 |
130-230 |
128-255 |
|
| R3 |
130-110 |
129-250 |
128-172 |
|
| R2 |
129-130 |
129-130 |
128-145 |
|
| R1 |
128-270 |
128-270 |
128-118 |
128-210 |
| PP |
128-150 |
128-150 |
128-150 |
128-120 |
| S1 |
127-290 |
127-290 |
128-062 |
127-230 |
| S2 |
127-170 |
127-170 |
128-035 |
|
| S3 |
126-190 |
126-310 |
128-008 |
|
| S4 |
125-210 |
126-010 |
127-245 |
|
|
| 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 |
129-010 |
127-100 |
1-230 |
1.3% |
0-260 |
0.6% |
56% |
True |
False |
1,772,248 |
| 10 |
129-010 |
127-020 |
1-310 |
1.5% |
0-272 |
0.7% |
62% |
True |
False |
1,577,445 |
| 20 |
131-055 |
127-020 |
4-035 |
3.2% |
0-279 |
0.7% |
30% |
False |
False |
1,473,148 |
| 40 |
131-055 |
126-120 |
4-255 |
3.7% |
0-275 |
0.7% |
40% |
False |
False |
1,364,780 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-255 |
0.6% |
49% |
False |
False |
1,269,867 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-228 |
0.6% |
52% |
False |
False |
1,011,017 |
| 100 |
131-055 |
123-280 |
7-095 |
5.7% |
0-228 |
0.6% |
60% |
False |
False |
809,181 |
| 120 |
131-055 |
122-210 |
8-165 |
6.6% |
0-197 |
0.5% |
66% |
False |
False |
674,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-005 |
|
2.618 |
131-155 |
|
1.618 |
130-175 |
|
1.000 |
129-310 |
|
0.618 |
129-195 |
|
HIGH |
129-010 |
|
0.618 |
128-215 |
|
0.500 |
128-180 |
|
0.382 |
128-145 |
|
LOW |
128-030 |
|
0.618 |
127-165 |
|
1.000 |
127-050 |
|
1.618 |
126-185 |
|
2.618 |
125-205 |
|
4.250 |
124-035 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-180 |
128-098 |
| PP |
128-150 |
128-095 |
| S1 |
128-120 |
128-092 |
|