ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
126-310 |
127-010 |
0-020 |
0.0% |
126-025 |
| High |
127-215 |
127-120 |
-0-095 |
-0.2% |
127-215 |
| Low |
126-285 |
126-250 |
-0-035 |
-0.1% |
125-305 |
| Close |
127-065 |
127-035 |
-0-030 |
-0.1% |
127-035 |
| Range |
0-250 |
0-190 |
-0-060 |
-24.0% |
1-230 |
| ATR |
0-241 |
0-237 |
-0-004 |
-1.5% |
0-000 |
| Volume |
1,471,505 |
1,012,210 |
-459,295 |
-31.2% |
6,244,042 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-278 |
128-187 |
127-140 |
|
| R3 |
128-088 |
127-317 |
127-087 |
|
| R2 |
127-218 |
127-218 |
127-070 |
|
| R1 |
127-127 |
127-127 |
127-052 |
127-172 |
| PP |
127-028 |
127-028 |
127-028 |
127-051 |
| S1 |
126-257 |
126-257 |
127-018 |
126-302 |
| S2 |
126-158 |
126-158 |
127-000 |
|
| S3 |
125-288 |
126-067 |
126-303 |
|
| S4 |
125-098 |
125-197 |
126-250 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-022 |
131-098 |
128-018 |
|
| R3 |
130-112 |
129-188 |
127-186 |
|
| R2 |
128-202 |
128-202 |
127-136 |
|
| R1 |
127-278 |
127-278 |
127-085 |
128-080 |
| PP |
126-292 |
126-292 |
126-292 |
127-032 |
| S1 |
126-048 |
126-048 |
126-305 |
126-170 |
| S2 |
125-062 |
125-062 |
126-254 |
|
| S3 |
123-152 |
124-138 |
126-204 |
|
| S4 |
121-242 |
122-228 |
126-052 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-288 |
|
2.618 |
128-297 |
|
1.618 |
128-107 |
|
1.000 |
127-310 |
|
0.618 |
127-237 |
|
HIGH |
127-120 |
|
0.618 |
127-047 |
|
0.500 |
127-025 |
|
0.382 |
127-003 |
|
LOW |
126-250 |
|
0.618 |
126-133 |
|
1.000 |
126-060 |
|
1.618 |
125-263 |
|
2.618 |
125-073 |
|
4.250 |
124-082 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-032 |
127-048 |
| PP |
127-028 |
127-043 |
| S1 |
127-025 |
127-039 |
|