ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-075 |
128-130 |
0-055 |
0.1% |
127-160 |
| High |
128-155 |
128-160 |
0-005 |
0.0% |
129-010 |
| Low |
128-005 |
127-220 |
-0-105 |
-0.3% |
127-135 |
| Close |
128-135 |
127-245 |
-0-210 |
-0.5% |
128-135 |
| Range |
0-150 |
0-260 |
0-110 |
73.3% |
1-195 |
| ATR |
0-265 |
0-264 |
0-000 |
-0.1% |
0-000 |
| Volume |
354,793 |
169,818 |
-184,975 |
-52.1% |
7,668,428 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-135 |
129-290 |
128-068 |
|
| R3 |
129-195 |
129-030 |
127-316 |
|
| R2 |
128-255 |
128-255 |
127-293 |
|
| R1 |
128-090 |
128-090 |
127-269 |
128-042 |
| PP |
127-315 |
127-315 |
127-315 |
127-291 |
| S1 |
127-150 |
127-150 |
127-221 |
127-102 |
| S2 |
127-055 |
127-055 |
127-197 |
|
| S3 |
126-115 |
126-210 |
127-174 |
|
| S4 |
125-175 |
125-270 |
127-102 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-038 |
132-122 |
129-098 |
|
| R3 |
131-163 |
130-247 |
128-277 |
|
| R2 |
129-288 |
129-288 |
128-229 |
|
| R1 |
129-052 |
129-052 |
128-182 |
129-170 |
| PP |
128-093 |
128-093 |
128-093 |
128-152 |
| S1 |
127-177 |
127-177 |
128-088 |
127-295 |
| S2 |
126-218 |
126-218 |
128-041 |
|
| S3 |
125-023 |
125-302 |
127-313 |
|
| S4 |
123-148 |
124-107 |
127-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-010 |
127-185 |
1-145 |
1.1% |
0-243 |
0.6% |
13% |
False |
False |
1,291,628 |
| 10 |
129-010 |
127-020 |
1-310 |
1.5% |
0-274 |
0.7% |
36% |
False |
False |
1,389,566 |
| 20 |
131-035 |
127-020 |
4-015 |
3.2% |
0-272 |
0.7% |
17% |
False |
False |
1,349,272 |
| 40 |
131-055 |
126-130 |
4-245 |
3.7% |
0-280 |
0.7% |
29% |
False |
False |
1,360,666 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-255 |
0.6% |
39% |
False |
False |
1,233,536 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-230 |
0.6% |
43% |
False |
False |
1,017,466 |
| 100 |
131-055 |
124-150 |
6-225 |
5.2% |
0-229 |
0.6% |
49% |
False |
False |
814,417 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-200 |
0.5% |
60% |
False |
False |
678,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-305 |
|
2.618 |
130-201 |
|
1.618 |
129-261 |
|
1.000 |
129-100 |
|
0.618 |
129-001 |
|
HIGH |
128-160 |
|
0.618 |
128-061 |
|
0.500 |
128-030 |
|
0.382 |
127-319 |
|
LOW |
127-220 |
|
0.618 |
127-059 |
|
1.000 |
126-280 |
|
1.618 |
126-119 |
|
2.618 |
125-179 |
|
4.250 |
124-075 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-030 |
128-115 |
| PP |
127-315 |
128-052 |
| S1 |
127-280 |
127-308 |
|