ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-260 |
127-315 |
0-055 |
0.1% |
126-235 |
| High |
128-045 |
128-090 |
0-045 |
0.1% |
128-090 |
| Low |
127-250 |
127-315 |
0-065 |
0.2% |
126-215 |
| Close |
127-270 |
128-035 |
0-085 |
0.2% |
127-245 |
| Range |
0-115 |
0-095 |
-0-020 |
-17.4% |
1-195 |
| ATR |
0-226 |
0-220 |
-0-006 |
-2.7% |
0-000 |
| Volume |
11,409 |
15,806 |
4,397 |
38.5% |
107,326 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-005 |
128-275 |
128-087 |
|
| R3 |
128-230 |
128-180 |
128-061 |
|
| R2 |
128-135 |
128-135 |
128-052 |
|
| R1 |
128-085 |
128-085 |
128-044 |
128-110 |
| PP |
128-040 |
128-040 |
128-040 |
128-052 |
| S1 |
127-310 |
127-310 |
128-026 |
128-015 |
| S2 |
127-265 |
127-265 |
128-018 |
|
| S3 |
127-170 |
127-215 |
128-009 |
|
| S4 |
127-075 |
127-120 |
127-303 |
|
|
| 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 |
127-085 |
1-005 |
0.8% |
0-154 |
0.4% |
83% |
True |
False |
10,988 |
| 10 |
128-090 |
126-200 |
1-210 |
1.3% |
0-189 |
0.5% |
90% |
True |
False |
30,949 |
| 20 |
129-010 |
126-200 |
2-130 |
1.9% |
0-218 |
0.5% |
62% |
False |
False |
630,765 |
| 40 |
131-055 |
126-200 |
4-175 |
3.5% |
0-249 |
0.6% |
33% |
False |
False |
988,280 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-244 |
0.6% |
44% |
False |
False |
990,762 |
| 80 |
131-055 |
125-170 |
5-205 |
4.4% |
0-234 |
0.6% |
46% |
False |
False |
1,020,476 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-218 |
0.5% |
49% |
False |
False |
817,935 |
| 120 |
131-055 |
123-070 |
7-305 |
6.2% |
0-215 |
0.5% |
61% |
False |
False |
681,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-174 |
|
2.618 |
129-019 |
|
1.618 |
128-244 |
|
1.000 |
128-185 |
|
0.618 |
128-149 |
|
HIGH |
128-090 |
|
0.618 |
128-054 |
|
0.500 |
128-042 |
|
0.382 |
128-031 |
|
LOW |
127-315 |
|
0.618 |
127-256 |
|
1.000 |
127-220 |
|
1.618 |
127-161 |
|
2.618 |
127-066 |
|
4.250 |
126-231 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-042 |
128-008 |
| PP |
128-040 |
127-302 |
| S1 |
128-038 |
127-275 |
|