ECBOT 10 Year T-Note Future June 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 |
126-285 |
126-310 |
0-025 |
0.1% |
127-255 |
| High |
127-055 |
127-215 |
0-160 |
0.4% |
127-280 |
| Low |
126-200 |
126-285 |
0-085 |
0.2% |
125-295 |
| Close |
126-315 |
127-065 |
0-070 |
0.2% |
126-020 |
| Range |
0-175 |
0-250 |
0-075 |
42.9% |
1-305 |
| ATR |
0-240 |
0-241 |
0-001 |
0.3% |
0-000 |
| Volume |
1,413,444 |
1,471,505 |
58,061 |
4.1% |
6,114,560 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-192 |
129-058 |
127-202 |
|
| R3 |
128-262 |
128-128 |
127-134 |
|
| R2 |
128-012 |
128-012 |
127-111 |
|
| R1 |
127-198 |
127-198 |
127-088 |
127-265 |
| PP |
127-082 |
127-082 |
127-082 |
127-115 |
| S1 |
126-268 |
126-268 |
127-042 |
127-015 |
| S2 |
126-152 |
126-152 |
127-019 |
|
| S3 |
125-222 |
126-018 |
126-316 |
|
| S4 |
124-292 |
125-088 |
126-248 |
|
|
| 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 |
130-318 |
|
2.618 |
129-230 |
|
1.618 |
128-300 |
|
1.000 |
128-145 |
|
0.618 |
128-050 |
|
HIGH |
127-215 |
|
0.618 |
127-120 |
|
0.500 |
127-090 |
|
0.382 |
127-060 |
|
LOW |
126-285 |
|
0.618 |
126-130 |
|
1.000 |
126-035 |
|
1.618 |
125-200 |
|
2.618 |
124-270 |
|
4.250 |
123-182 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-090 |
127-041 |
| PP |
127-082 |
127-017 |
| S1 |
127-073 |
126-312 |
|