ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
126-235 |
127-035 |
0-120 |
0.3% |
128-130 |
| High |
127-050 |
127-225 |
0-175 |
0.4% |
128-160 |
| Low |
126-215 |
127-005 |
0-110 |
0.3% |
126-200 |
| Close |
127-030 |
127-180 |
0-150 |
0.4% |
126-240 |
| Range |
0-155 |
0-220 |
0-065 |
41.9% |
1-280 |
| ATR |
0-248 |
0-246 |
-0-002 |
-0.8% |
0-000 |
| Volume |
49,660 |
29,938 |
-19,722 |
-39.7% |
406,979 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-157 |
129-068 |
127-301 |
|
| R3 |
128-257 |
128-168 |
127-240 |
|
| R2 |
128-037 |
128-037 |
127-220 |
|
| R1 |
127-268 |
127-268 |
127-200 |
127-312 |
| PP |
127-137 |
127-137 |
127-137 |
127-159 |
| S1 |
127-048 |
127-048 |
127-160 |
127-092 |
| S2 |
126-237 |
126-237 |
127-140 |
|
| S3 |
126-017 |
126-148 |
127-120 |
|
| S4 |
125-117 |
125-248 |
127-059 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-293 |
131-227 |
127-250 |
|
| R3 |
131-013 |
129-267 |
127-085 |
|
| R2 |
129-053 |
129-053 |
127-030 |
|
| R1 |
127-307 |
127-307 |
126-295 |
127-200 |
| PP |
127-093 |
127-093 |
127-093 |
127-040 |
| S1 |
126-027 |
126-027 |
126-185 |
125-240 |
| S2 |
125-133 |
125-133 |
126-130 |
|
| S3 |
123-173 |
124-067 |
126-075 |
|
| S4 |
121-213 |
122-107 |
125-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-055 |
126-200 |
1-175 |
1.2% |
0-224 |
0.5% |
61% |
False |
False |
50,910 |
| 10 |
129-010 |
126-200 |
2-130 |
1.9% |
0-208 |
0.5% |
39% |
False |
False |
430,347 |
| 20 |
129-010 |
126-200 |
2-130 |
1.9% |
0-236 |
0.6% |
39% |
False |
False |
949,712 |
| 40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-272 |
0.7% |
21% |
False |
False |
1,186,458 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-255 |
0.6% |
35% |
False |
False |
1,109,585 |
| 80 |
131-055 |
125-140 |
5-235 |
4.5% |
0-234 |
0.6% |
37% |
False |
False |
1,020,921 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-232 |
0.6% |
40% |
False |
False |
817,525 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-210 |
0.5% |
58% |
False |
False |
681,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-200 |
|
2.618 |
129-161 |
|
1.618 |
128-261 |
|
1.000 |
128-125 |
|
0.618 |
128-041 |
|
HIGH |
127-225 |
|
0.618 |
127-141 |
|
0.500 |
127-115 |
|
0.382 |
127-089 |
|
LOW |
127-005 |
|
0.618 |
126-189 |
|
1.000 |
126-105 |
|
1.618 |
125-289 |
|
2.618 |
125-069 |
|
4.250 |
124-030 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-158 |
127-162 |
| PP |
127-137 |
127-145 |
| S1 |
127-115 |
127-128 |
|