ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-260 |
127-165 |
-0-095 |
-0.2% |
127-160 |
| High |
127-275 |
127-240 |
-0-035 |
-0.1% |
129-010 |
| Low |
127-140 |
127-125 |
-0-015 |
0.0% |
127-135 |
| Close |
127-150 |
127-180 |
0-030 |
0.1% |
128-135 |
| Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
1-195 |
| ATR |
0-255 |
0-245 |
-0-010 |
-3.9% |
0-000 |
| Volume |
62,209 |
61,727 |
-482 |
-0.8% |
7,668,428 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-207 |
128-148 |
127-243 |
|
| R3 |
128-092 |
128-033 |
127-212 |
|
| R2 |
127-297 |
127-297 |
127-201 |
|
| R1 |
127-238 |
127-238 |
127-191 |
127-268 |
| PP |
127-182 |
127-182 |
127-182 |
127-196 |
| S1 |
127-123 |
127-123 |
127-169 |
127-152 |
| S2 |
127-067 |
127-067 |
127-159 |
|
| S3 |
126-272 |
127-008 |
127-148 |
|
| S4 |
126-157 |
126-213 |
127-117 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-038 |
132-122 |
129-098 |
|
| R3 |
131-163 |
130-247 |
128-277 |
|
| R2 |
129-288 |
129-288 |
128-229 |
|
| R1 |
129-052 |
129-052 |
128-182 |
129-170 |
| PP |
128-093 |
128-093 |
128-093 |
128-152 |
| S1 |
127-177 |
127-177 |
128-088 |
127-295 |
| S2 |
126-218 |
126-218 |
128-041 |
|
| S3 |
125-023 |
125-302 |
127-313 |
|
| S4 |
123-148 |
124-107 |
127-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-010 |
127-125 |
1-205 |
1.3% |
0-192 |
0.5% |
10% |
False |
True |
418,166 |
| 10 |
129-010 |
127-100 |
1-230 |
1.3% |
0-220 |
0.5% |
15% |
False |
False |
1,074,038 |
| 20 |
130-200 |
127-020 |
3-180 |
2.8% |
0-258 |
0.6% |
14% |
False |
False |
1,224,245 |
| 40 |
131-055 |
127-020 |
4-035 |
3.2% |
0-272 |
0.7% |
12% |
False |
False |
1,322,017 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-255 |
0.6% |
36% |
False |
False |
1,197,797 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-230 |
0.6% |
40% |
False |
False |
1,018,905 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-228 |
0.6% |
40% |
False |
False |
815,636 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-202 |
0.5% |
58% |
False |
False |
679,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-089 |
|
2.618 |
128-221 |
|
1.618 |
128-106 |
|
1.000 |
128-035 |
|
0.618 |
127-311 |
|
HIGH |
127-240 |
|
0.618 |
127-196 |
|
0.500 |
127-182 |
|
0.382 |
127-169 |
|
LOW |
127-125 |
|
0.618 |
127-054 |
|
1.000 |
127-010 |
|
1.618 |
126-259 |
|
2.618 |
126-144 |
|
4.250 |
125-276 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-182 |
127-302 |
| PP |
127-182 |
127-262 |
| S1 |
127-181 |
127-221 |
|