ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-125 |
128-175 |
0-050 |
0.1% |
128-220 |
| High |
128-225 |
128-245 |
0-020 |
0.0% |
129-125 |
| Low |
128-080 |
128-140 |
0-060 |
0.1% |
128-055 |
| Close |
128-220 |
128-190 |
-0-030 |
-0.1% |
128-220 |
| Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
1-070 |
| ATR |
0-224 |
0-216 |
-0-009 |
-3.8% |
0-000 |
| Volume |
949,736 |
820,966 |
-128,770 |
-13.6% |
5,013,444 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-187 |
129-133 |
128-248 |
|
| R3 |
129-082 |
129-028 |
128-219 |
|
| R2 |
128-297 |
128-297 |
128-209 |
|
| R1 |
128-243 |
128-243 |
128-200 |
128-270 |
| PP |
128-192 |
128-192 |
128-192 |
128-205 |
| S1 |
128-138 |
128-138 |
128-180 |
128-165 |
| S2 |
128-087 |
128-087 |
128-171 |
|
| S3 |
127-302 |
128-033 |
128-161 |
|
| S4 |
127-197 |
127-248 |
128-132 |
|
|
| 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% |
35% |
False |
False |
1,017,809 |
| 10 |
129-125 |
127-100 |
2-025 |
1.6% |
0-208 |
0.5% |
62% |
False |
False |
1,016,877 |
| 20 |
129-125 |
125-295 |
3-150 |
2.7% |
0-210 |
0.5% |
77% |
False |
False |
1,105,092 |
| 40 |
130-190 |
125-295 |
4-215 |
3.6% |
0-237 |
0.6% |
57% |
False |
False |
717,453 |
| 60 |
130-200 |
125-230 |
4-290 |
3.8% |
0-234 |
0.6% |
59% |
False |
False |
479,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-051 |
|
2.618 |
129-200 |
|
1.618 |
129-095 |
|
1.000 |
129-030 |
|
0.618 |
128-310 |
|
HIGH |
128-245 |
|
0.618 |
128-205 |
|
0.500 |
128-192 |
|
0.382 |
128-180 |
|
LOW |
128-140 |
|
0.618 |
128-075 |
|
1.000 |
128-035 |
|
1.618 |
127-290 |
|
2.618 |
127-185 |
|
4.250 |
127-014 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-192 |
128-198 |
| PP |
128-192 |
128-195 |
| S1 |
128-191 |
128-192 |
|