ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-195 |
127-195 |
0-000 |
0.0% |
128-130 |
| High |
127-230 |
128-090 |
0-180 |
0.4% |
128-160 |
| Low |
127-085 |
127-175 |
0-090 |
0.2% |
126-200 |
| Close |
127-195 |
127-275 |
0-080 |
0.2% |
126-240 |
| Range |
0-145 |
0-235 |
0-090 |
62.1% |
1-280 |
| ATR |
0-239 |
0-239 |
0-000 |
-0.1% |
0-000 |
| Volume |
5,650 |
15,933 |
10,283 |
182.0% |
406,979 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-032 |
129-228 |
128-084 |
|
| R3 |
129-117 |
128-313 |
128-020 |
|
| R2 |
128-202 |
128-202 |
127-318 |
|
| R1 |
128-078 |
128-078 |
127-297 |
128-140 |
| PP |
127-287 |
127-287 |
127-287 |
127-318 |
| S1 |
127-163 |
127-163 |
127-253 |
127-225 |
| S2 |
127-052 |
127-052 |
127-232 |
|
| S3 |
126-137 |
126-248 |
127-210 |
|
| S4 |
125-222 |
126-013 |
127-146 |
|
|
| 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 |
128-090 |
126-200 |
1-210 |
1.3% |
0-250 |
0.6% |
75% |
True |
False |
27,988 |
| 10 |
128-160 |
126-200 |
1-280 |
1.5% |
0-204 |
0.5% |
66% |
False |
False |
86,295 |
| 20 |
129-010 |
126-200 |
2-130 |
1.9% |
0-238 |
0.6% |
51% |
False |
False |
831,870 |
| 40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-271 |
0.7% |
27% |
False |
False |
1,124,449 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-252 |
0.6% |
40% |
False |
False |
1,059,347 |
| 80 |
131-055 |
125-150 |
5-225 |
4.5% |
0-235 |
0.6% |
42% |
False |
False |
1,021,060 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-221 |
0.5% |
45% |
False |
False |
817,667 |
| 120 |
131-055 |
122-250 |
8-125 |
6.6% |
0-213 |
0.5% |
61% |
False |
False |
681,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-129 |
|
2.618 |
130-065 |
|
1.618 |
129-150 |
|
1.000 |
129-005 |
|
0.618 |
128-235 |
|
HIGH |
128-090 |
|
0.618 |
128-000 |
|
0.500 |
127-292 |
|
0.382 |
127-265 |
|
LOW |
127-175 |
|
0.618 |
127-030 |
|
1.000 |
126-260 |
|
1.618 |
126-115 |
|
2.618 |
125-200 |
|
4.250 |
124-136 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-292 |
127-252 |
| PP |
127-287 |
127-230 |
| S1 |
127-281 |
127-208 |
|