ECBOT 10 Year T-Note Future June 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 |
127-045 |
126-275 |
-0-090 |
-0.2% |
126-260 |
| High |
127-075 |
127-035 |
-0-040 |
-0.1% |
128-125 |
| Low |
126-245 |
126-230 |
-0-015 |
0.0% |
126-240 |
| Close |
126-260 |
126-290 |
0-030 |
0.1% |
127-255 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
1-205 |
| ATR |
0-245 |
0-237 |
-0-009 |
-3.5% |
0-000 |
| Volume |
1,181,111 |
935,199 |
-245,912 |
-20.8% |
5,079,376 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-027 |
127-283 |
127-039 |
|
| R3 |
127-222 |
127-158 |
127-004 |
|
| R2 |
127-097 |
127-097 |
126-313 |
|
| R1 |
127-033 |
127-033 |
126-301 |
127-065 |
| PP |
126-292 |
126-292 |
126-292 |
126-308 |
| S1 |
126-228 |
126-228 |
126-279 |
126-260 |
| S2 |
126-167 |
126-167 |
126-267 |
|
| S3 |
126-042 |
126-103 |
126-256 |
|
| S4 |
125-237 |
125-298 |
126-221 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-182 |
131-263 |
128-224 |
|
| R3 |
130-297 |
130-058 |
128-079 |
|
| R2 |
129-092 |
129-092 |
128-031 |
|
| R1 |
128-173 |
128-173 |
127-303 |
128-292 |
| PP |
127-207 |
127-207 |
127-207 |
127-266 |
| S1 |
126-288 |
126-288 |
127-207 |
127-088 |
| S2 |
126-002 |
126-002 |
127-159 |
|
| S3 |
124-117 |
125-083 |
127-111 |
|
| S4 |
122-232 |
123-198 |
126-286 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-246 |
|
2.618 |
128-042 |
|
1.618 |
127-237 |
|
1.000 |
127-160 |
|
0.618 |
127-112 |
|
HIGH |
127-035 |
|
0.618 |
126-307 |
|
0.500 |
126-292 |
|
0.382 |
126-278 |
|
LOW |
126-230 |
|
0.618 |
126-153 |
|
1.000 |
126-105 |
|
1.618 |
126-028 |
|
2.618 |
125-223 |
|
4.250 |
125-019 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-292 |
127-095 |
| PP |
126-292 |
127-053 |
| S1 |
126-291 |
127-012 |
|