ECBOT 10 Year T-Note Future June 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 |
127-025 |
127-120 |
0-095 |
0.2% |
126-025 |
| High |
127-165 |
127-225 |
0-060 |
0.1% |
127-215 |
| Low |
127-015 |
127-100 |
0-085 |
0.2% |
125-305 |
| Close |
127-070 |
127-160 |
0-090 |
0.2% |
127-035 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
1-230 |
| ATR |
0-231 |
0-226 |
-0-005 |
-2.4% |
0-000 |
| Volume |
758,004 |
782,331 |
24,327 |
3.2% |
6,244,042 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-217 |
128-153 |
127-229 |
|
| R3 |
128-092 |
128-028 |
127-194 |
|
| R2 |
127-287 |
127-287 |
127-183 |
|
| R1 |
127-223 |
127-223 |
127-171 |
127-255 |
| PP |
127-162 |
127-162 |
127-162 |
127-178 |
| S1 |
127-098 |
127-098 |
127-149 |
127-130 |
| S2 |
127-037 |
127-037 |
127-137 |
|
| S3 |
126-232 |
126-293 |
127-126 |
|
| S4 |
126-107 |
126-168 |
127-091 |
|
|
| 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 |
129-116 |
|
2.618 |
128-232 |
|
1.618 |
128-107 |
|
1.000 |
128-030 |
|
0.618 |
127-302 |
|
HIGH |
127-225 |
|
0.618 |
127-177 |
|
0.500 |
127-162 |
|
0.382 |
127-148 |
|
LOW |
127-100 |
|
0.618 |
127-023 |
|
1.000 |
126-295 |
|
1.618 |
126-218 |
|
2.618 |
126-093 |
|
4.250 |
125-209 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-162 |
127-132 |
| PP |
127-162 |
127-105 |
| S1 |
127-161 |
127-078 |
|