ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-165 |
128-240 |
1-075 |
1.0% |
126-025 |
| High |
128-305 |
129-005 |
0-020 |
0.0% |
127-215 |
| Low |
127-160 |
128-025 |
0-185 |
0.5% |
125-305 |
| Close |
128-180 |
128-070 |
-0-110 |
-0.3% |
127-035 |
| Range |
1-145 |
0-300 |
-0-165 |
-35.5% |
1-230 |
| ATR |
0-243 |
0-247 |
0-004 |
1.7% |
0-000 |
| Volume |
1,400,092 |
1,356,190 |
-43,902 |
-3.1% |
6,244,042 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-080 |
130-215 |
128-235 |
|
| R3 |
130-100 |
129-235 |
128-152 |
|
| R2 |
129-120 |
129-120 |
128-125 |
|
| R1 |
128-255 |
128-255 |
128-098 |
128-198 |
| PP |
128-140 |
128-140 |
128-140 |
128-111 |
| S1 |
127-275 |
127-275 |
128-042 |
127-218 |
| S2 |
127-160 |
127-160 |
128-015 |
|
| S3 |
126-180 |
126-295 |
127-308 |
|
| S4 |
125-200 |
125-315 |
127-225 |
|
|
| 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 |
133-000 |
|
2.618 |
131-150 |
|
1.618 |
130-170 |
|
1.000 |
129-305 |
|
0.618 |
129-190 |
|
HIGH |
129-005 |
|
0.618 |
128-210 |
|
0.500 |
128-175 |
|
0.382 |
128-140 |
|
LOW |
128-025 |
|
0.618 |
127-160 |
|
1.000 |
127-045 |
|
1.618 |
126-180 |
|
2.618 |
125-200 |
|
4.250 |
124-030 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-175 |
128-064 |
| PP |
128-140 |
128-058 |
| S1 |
128-105 |
128-052 |
|