ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-130 |
127-260 |
-0-190 |
-0.5% |
127-160 |
| High |
128-160 |
127-275 |
-0-205 |
-0.5% |
129-010 |
| Low |
127-220 |
127-140 |
-0-080 |
-0.2% |
127-135 |
| Close |
127-245 |
127-150 |
-0-095 |
-0.2% |
128-135 |
| Range |
0-260 |
0-135 |
-0-125 |
-48.1% |
1-195 |
| ATR |
0-264 |
0-255 |
-0-009 |
-3.5% |
0-000 |
| Volume |
169,818 |
62,209 |
-107,609 |
-63.4% |
7,668,428 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-273 |
128-187 |
127-224 |
|
| R3 |
128-138 |
128-052 |
127-187 |
|
| R2 |
128-003 |
128-003 |
127-175 |
|
| R1 |
127-237 |
127-237 |
127-162 |
127-212 |
| PP |
127-188 |
127-188 |
127-188 |
127-176 |
| S1 |
127-102 |
127-102 |
127-138 |
127-078 |
| S2 |
127-053 |
127-053 |
127-125 |
|
| S3 |
126-238 |
126-287 |
127-113 |
|
| S4 |
126-103 |
126-152 |
127-076 |
|
|
| 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 |
127-140 |
1-190 |
1.3% |
0-193 |
0.5% |
2% |
False |
True |
809,785 |
| 10 |
129-010 |
127-020 |
1-310 |
1.5% |
0-246 |
0.6% |
21% |
False |
False |
1,230,582 |
| 20 |
131-015 |
127-020 |
3-315 |
3.1% |
0-270 |
0.7% |
10% |
False |
False |
1,289,627 |
| 40 |
131-055 |
127-015 |
4-040 |
3.2% |
0-276 |
0.7% |
10% |
False |
False |
1,343,019 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-256 |
0.6% |
34% |
False |
False |
1,215,545 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-230 |
0.6% |
38% |
False |
False |
1,018,198 |
| 100 |
131-055 |
125-000 |
6-055 |
4.8% |
0-228 |
0.6% |
40% |
False |
False |
815,038 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-201 |
0.5% |
57% |
False |
False |
679,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-209 |
|
2.618 |
128-308 |
|
1.618 |
128-173 |
|
1.000 |
128-090 |
|
0.618 |
128-038 |
|
HIGH |
127-275 |
|
0.618 |
127-223 |
|
0.500 |
127-208 |
|
0.382 |
127-192 |
|
LOW |
127-140 |
|
0.618 |
127-057 |
|
1.000 |
127-005 |
|
1.618 |
126-242 |
|
2.618 |
126-107 |
|
4.250 |
125-206 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-208 |
127-310 |
| PP |
127-188 |
127-257 |
| S1 |
127-169 |
127-203 |
|