ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-230 |
128-125 |
-0-105 |
-0.3% |
128-220 |
| High |
129-020 |
128-225 |
-0-115 |
-0.3% |
129-125 |
| Low |
128-055 |
128-080 |
0-025 |
0.1% |
128-055 |
| Close |
128-075 |
128-220 |
0-145 |
0.4% |
128-220 |
| Range |
0-285 |
0-145 |
-0-140 |
-49.1% |
1-070 |
| ATR |
0-230 |
0-224 |
-0-006 |
-2.5% |
0-000 |
| Volume |
1,334,016 |
949,736 |
-384,280 |
-28.8% |
5,013,444 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-290 |
129-240 |
128-300 |
|
| R3 |
129-145 |
129-095 |
128-260 |
|
| R2 |
129-000 |
129-000 |
128-247 |
|
| R1 |
128-270 |
128-270 |
128-233 |
128-295 |
| PP |
128-175 |
128-175 |
128-175 |
128-188 |
| S1 |
128-125 |
128-125 |
128-207 |
128-150 |
| S2 |
128-030 |
128-030 |
128-193 |
|
| S3 |
127-205 |
127-300 |
128-180 |
|
| S4 |
127-060 |
127-155 |
128-140 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-130 |
131-245 |
129-114 |
|
| R3 |
131-060 |
130-175 |
129-007 |
|
| R2 |
129-310 |
129-310 |
128-292 |
|
| R1 |
129-105 |
129-105 |
128-256 |
129-095 |
| PP |
128-240 |
128-240 |
128-240 |
128-235 |
| S1 |
128-035 |
128-035 |
128-184 |
128-025 |
| S2 |
127-170 |
127-170 |
128-148 |
|
| S3 |
126-100 |
126-285 |
128-113 |
|
| S4 |
125-030 |
125-215 |
128-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-125 |
128-055 |
1-070 |
0.9% |
0-182 |
0.4% |
42% |
False |
False |
1,002,688 |
| 10 |
129-125 |
127-015 |
2-110 |
1.8% |
0-212 |
0.5% |
70% |
False |
False |
1,010,581 |
| 20 |
129-125 |
125-295 |
3-150 |
2.7% |
0-218 |
0.5% |
80% |
False |
False |
1,123,220 |
| 40 |
130-200 |
125-295 |
4-225 |
3.7% |
0-242 |
0.6% |
59% |
False |
False |
697,088 |
| 60 |
130-200 |
125-230 |
4-290 |
3.8% |
0-233 |
0.6% |
61% |
False |
False |
465,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-201 |
|
2.618 |
129-285 |
|
1.618 |
129-140 |
|
1.000 |
129-050 |
|
0.618 |
128-315 |
|
HIGH |
128-225 |
|
0.618 |
128-170 |
|
0.500 |
128-152 |
|
0.382 |
128-135 |
|
LOW |
128-080 |
|
0.618 |
127-310 |
|
1.000 |
127-255 |
|
1.618 |
127-165 |
|
2.618 |
127-020 |
|
4.250 |
126-104 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-198 |
128-250 |
| PP |
128-175 |
128-240 |
| S1 |
128-152 |
128-230 |
|