ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-165 |
127-205 |
0-040 |
0.1% |
127-160 |
| High |
127-240 |
127-265 |
0-025 |
0.1% |
129-010 |
| Low |
127-125 |
127-130 |
0-005 |
0.0% |
127-135 |
| Close |
127-180 |
127-230 |
0-050 |
0.1% |
128-135 |
| Range |
0-115 |
0-135 |
0-020 |
17.4% |
1-195 |
| ATR |
0-245 |
0-237 |
-0-008 |
-3.2% |
0-000 |
| Volume |
61,727 |
74,462 |
12,735 |
20.6% |
7,668,428 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-293 |
128-237 |
127-304 |
|
| R3 |
128-158 |
128-102 |
127-267 |
|
| R2 |
128-023 |
128-023 |
127-255 |
|
| R1 |
127-287 |
127-287 |
127-242 |
127-315 |
| PP |
127-208 |
127-208 |
127-208 |
127-222 |
| S1 |
127-152 |
127-152 |
127-218 |
127-180 |
| S2 |
127-073 |
127-073 |
127-205 |
|
| S3 |
126-258 |
127-017 |
127-193 |
|
| S4 |
126-123 |
126-202 |
127-156 |
|
|
| 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 |
128-160 |
127-125 |
1-035 |
0.9% |
0-159 |
0.4% |
30% |
False |
False |
144,601 |
| 10 |
129-010 |
127-100 |
1-230 |
1.3% |
0-210 |
0.5% |
24% |
False |
False |
958,425 |
| 20 |
130-200 |
127-020 |
3-180 |
2.8% |
0-250 |
0.6% |
18% |
False |
False |
1,150,617 |
| 40 |
131-055 |
127-020 |
4-035 |
3.2% |
0-265 |
0.6% |
16% |
False |
False |
1,280,383 |
| 60 |
131-055 |
125-175 |
5-200 |
4.4% |
0-252 |
0.6% |
39% |
False |
False |
1,171,593 |
| 80 |
131-055 |
125-050 |
6-005 |
4.7% |
0-230 |
0.6% |
43% |
False |
False |
1,019,766 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-227 |
0.6% |
43% |
False |
False |
816,364 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-203 |
0.5% |
59% |
False |
False |
680,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-199 |
|
2.618 |
128-298 |
|
1.618 |
128-163 |
|
1.000 |
128-080 |
|
0.618 |
128-028 |
|
HIGH |
127-265 |
|
0.618 |
127-213 |
|
0.500 |
127-198 |
|
0.382 |
127-182 |
|
LOW |
127-130 |
|
0.618 |
127-047 |
|
1.000 |
126-315 |
|
1.618 |
126-232 |
|
2.618 |
126-097 |
|
4.250 |
125-196 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-219 |
127-220 |
| PP |
127-208 |
127-210 |
| S1 |
127-198 |
127-200 |
|