ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
126-305 |
127-015 |
0-030 |
0.1% |
127-255 |
| High |
127-060 |
127-160 |
0-100 |
0.2% |
127-280 |
| Low |
126-235 |
125-295 |
-0-260 |
-0.6% |
125-295 |
| Close |
127-020 |
126-020 |
-1-000 |
-0.8% |
126-020 |
| Range |
0-145 |
1-185 |
1-040 |
248.3% |
1-305 |
| ATR |
0-230 |
0-250 |
0-020 |
8.5% |
0-000 |
| Volume |
1,086,746 |
1,727,978 |
641,232 |
59.0% |
6,114,560 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-073 |
130-072 |
126-298 |
|
| R3 |
129-208 |
128-207 |
126-159 |
|
| R2 |
128-023 |
128-023 |
126-113 |
|
| R1 |
127-022 |
127-022 |
126-066 |
126-250 |
| PP |
126-158 |
126-158 |
126-158 |
126-112 |
| S1 |
125-157 |
125-157 |
125-294 |
125-065 |
| S2 |
124-293 |
124-293 |
125-247 |
|
| S3 |
123-108 |
123-292 |
125-201 |
|
| S4 |
121-243 |
122-107 |
125-062 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-153 |
131-072 |
127-044 |
|
| R3 |
130-168 |
129-087 |
126-192 |
|
| R2 |
128-183 |
128-183 |
126-135 |
|
| R1 |
127-102 |
127-102 |
126-077 |
126-310 |
| PP |
126-198 |
126-198 |
126-198 |
126-142 |
| S1 |
125-117 |
125-117 |
125-283 |
125-005 |
| S2 |
124-213 |
124-213 |
125-225 |
|
| S3 |
122-228 |
123-132 |
125-168 |
|
| S4 |
120-243 |
121-147 |
124-316 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-066 |
|
2.618 |
131-202 |
|
1.618 |
130-017 |
|
1.000 |
129-025 |
|
0.618 |
128-152 |
|
HIGH |
127-160 |
|
0.618 |
126-287 |
|
0.500 |
126-228 |
|
0.382 |
126-168 |
|
LOW |
125-295 |
|
0.618 |
124-303 |
|
1.000 |
124-110 |
|
1.618 |
123-118 |
|
2.618 |
121-253 |
|
4.250 |
119-069 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-228 |
126-228 |
| PP |
126-158 |
126-158 |
| S1 |
126-089 |
126-089 |
|