ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-195 |
127-260 |
0-065 |
0.2% |
126-235 |
| High |
128-000 |
128-045 |
0-045 |
0.1% |
128-090 |
| Low |
127-140 |
127-250 |
0-110 |
0.3% |
126-215 |
| Close |
127-245 |
127-270 |
0-025 |
0.1% |
127-245 |
| Range |
0-180 |
0-115 |
-0-065 |
-36.1% |
1-195 |
| ATR |
0-235 |
0-226 |
-0-008 |
-3.5% |
0-000 |
| Volume |
6,145 |
11,409 |
5,264 |
85.7% |
107,326 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-000 |
128-250 |
128-013 |
|
| R3 |
128-205 |
128-135 |
127-302 |
|
| R2 |
128-090 |
128-090 |
127-291 |
|
| R1 |
128-020 |
128-020 |
127-281 |
128-055 |
| PP |
127-295 |
127-295 |
127-295 |
127-312 |
| S1 |
127-225 |
127-225 |
127-259 |
127-260 |
| S2 |
127-180 |
127-180 |
127-249 |
|
| S3 |
127-065 |
127-110 |
127-238 |
|
| S4 |
126-270 |
126-315 |
127-207 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-128 |
131-222 |
128-208 |
|
| R3 |
130-253 |
130-027 |
128-067 |
|
| R2 |
129-058 |
129-058 |
128-019 |
|
| R1 |
128-152 |
128-152 |
127-292 |
128-265 |
| PP |
127-183 |
127-183 |
127-183 |
127-240 |
| S1 |
126-277 |
126-277 |
127-198 |
127-070 |
| S2 |
125-308 |
125-308 |
127-151 |
|
| S3 |
124-113 |
125-082 |
127-103 |
|
| S4 |
122-238 |
123-207 |
126-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-090 |
127-005 |
1-085 |
1.0% |
0-179 |
0.4% |
65% |
False |
False |
13,815 |
| 10 |
128-090 |
126-200 |
1-210 |
1.3% |
0-193 |
0.5% |
74% |
False |
False |
35,589 |
| 20 |
129-010 |
126-200 |
2-130 |
1.9% |
0-234 |
0.6% |
51% |
False |
False |
712,578 |
| 40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-256 |
0.6% |
27% |
False |
False |
1,028,131 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-247 |
0.6% |
40% |
False |
False |
1,012,115 |
| 80 |
131-055 |
125-170 |
5-205 |
4.4% |
0-234 |
0.6% |
41% |
False |
False |
1,020,709 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-219 |
0.5% |
45% |
False |
False |
817,801 |
| 120 |
131-055 |
123-070 |
7-305 |
6.2% |
0-215 |
0.5% |
58% |
False |
False |
681,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-214 |
|
2.618 |
129-026 |
|
1.618 |
128-231 |
|
1.000 |
128-160 |
|
0.618 |
128-116 |
|
HIGH |
128-045 |
|
0.618 |
128-001 |
|
0.500 |
127-308 |
|
0.382 |
127-294 |
|
LOW |
127-250 |
|
0.618 |
127-179 |
|
1.000 |
127-135 |
|
1.618 |
127-064 |
|
2.618 |
126-269 |
|
4.250 |
126-081 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-308 |
127-275 |
| PP |
127-295 |
127-273 |
| S1 |
127-282 |
127-272 |
|