ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-220 |
128-280 |
0-060 |
0.1% |
127-025 |
| High |
128-300 |
129-070 |
0-090 |
0.2% |
129-005 |
| Low |
128-195 |
128-240 |
0-045 |
0.1% |
127-015 |
| Close |
128-270 |
129-030 |
0-080 |
0.2% |
128-220 |
| Range |
0-105 |
0-150 |
0-045 |
42.9% |
1-310 |
| ATR |
0-232 |
0-226 |
-0-006 |
-2.5% |
0-000 |
| Volume |
745,365 |
975,935 |
230,570 |
30.9% |
5,092,371 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-137 |
130-073 |
129-112 |
|
| R3 |
129-307 |
129-243 |
129-071 |
|
| R2 |
129-157 |
129-157 |
129-058 |
|
| R1 |
129-093 |
129-093 |
129-044 |
129-125 |
| PP |
129-007 |
129-007 |
129-007 |
129-022 |
| S1 |
128-263 |
128-263 |
129-016 |
128-295 |
| S2 |
128-177 |
128-177 |
129-002 |
|
| S3 |
128-027 |
128-113 |
128-309 |
|
| S4 |
127-197 |
127-283 |
128-268 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-050 |
133-125 |
129-246 |
|
| R3 |
132-060 |
131-135 |
129-073 |
|
| R2 |
130-070 |
130-070 |
129-016 |
|
| R1 |
129-145 |
129-145 |
128-278 |
129-268 |
| PP |
128-080 |
128-080 |
128-080 |
128-141 |
| S1 |
127-155 |
127-155 |
128-162 |
127-278 |
| S2 |
126-090 |
126-090 |
128-104 |
|
| S3 |
124-100 |
125-165 |
128-047 |
|
| S4 |
122-110 |
123-175 |
127-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-070 |
127-160 |
1-230 |
1.3% |
0-238 |
0.6% |
93% |
True |
False |
1,054,667 |
| 10 |
129-070 |
126-200 |
2-190 |
2.0% |
0-208 |
0.5% |
95% |
True |
False |
1,071,083 |
| 20 |
129-070 |
125-295 |
3-095 |
2.6% |
0-214 |
0.5% |
96% |
True |
False |
1,171,943 |
| 40 |
130-200 |
125-295 |
4-225 |
3.6% |
0-243 |
0.6% |
67% |
False |
False |
615,386 |
| 60 |
130-200 |
125-070 |
5-130 |
4.2% |
0-223 |
0.5% |
72% |
False |
False |
410,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-068 |
|
2.618 |
130-143 |
|
1.618 |
129-313 |
|
1.000 |
129-220 |
|
0.618 |
129-163 |
|
HIGH |
129-070 |
|
0.618 |
129-013 |
|
0.500 |
128-315 |
|
0.382 |
128-297 |
|
LOW |
128-240 |
|
0.618 |
128-147 |
|
1.000 |
128-090 |
|
1.618 |
127-317 |
|
2.618 |
127-167 |
|
4.250 |
126-242 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-018 |
128-311 |
| PP |
129-007 |
128-272 |
| S1 |
128-315 |
128-232 |
|