ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
127-205 |
127-220 |
0-015 |
0.0% |
128-130 |
High |
127-265 |
128-055 |
0-110 |
0.3% |
128-160 |
Low |
127-130 |
126-200 |
-0-250 |
-0.6% |
126-200 |
Close |
127-230 |
126-240 |
-0-310 |
-0.8% |
126-240 |
Range |
0-135 |
1-175 |
1-040 |
266.7% |
1-280 |
ATR |
0-237 |
0-256 |
0-018 |
7.8% |
0-000 |
Volume |
74,462 |
38,763 |
-35,699 |
-47.9% |
406,979 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-263 |
130-267 |
127-192 |
|
R3 |
130-088 |
129-092 |
127-056 |
|
R2 |
128-233 |
128-233 |
127-011 |
|
R1 |
127-237 |
127-237 |
126-285 |
127-148 |
PP |
127-058 |
127-058 |
127-058 |
127-014 |
S1 |
126-062 |
126-062 |
126-195 |
125-292 |
S2 |
125-203 |
125-203 |
126-149 |
|
S3 |
124-028 |
124-207 |
126-104 |
|
S4 |
122-173 |
123-032 |
125-288 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-293 |
131-227 |
127-250 |
|
R3 |
131-013 |
129-267 |
127-085 |
|
R2 |
129-053 |
129-053 |
127-030 |
|
R1 |
127-307 |
127-307 |
126-295 |
127-200 |
PP |
127-093 |
127-093 |
127-093 |
127-040 |
S1 |
126-027 |
126-027 |
126-185 |
125-240 |
S2 |
125-133 |
125-133 |
126-130 |
|
S3 |
123-173 |
124-067 |
126-075 |
|
S4 |
121-213 |
122-107 |
125-230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-160 |
126-200 |
1-280 |
1.5% |
0-228 |
0.6% |
7% |
False |
True |
81,395 |
10 |
129-010 |
126-200 |
2-130 |
1.9% |
0-230 |
0.6% |
5% |
False |
True |
807,540 |
20 |
130-115 |
126-200 |
3-235 |
2.9% |
0-259 |
0.6% |
3% |
False |
True |
1,092,745 |
40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-272 |
0.7% |
3% |
False |
True |
1,244,309 |
60 |
131-055 |
125-210 |
5-165 |
4.4% |
0-256 |
0.6% |
20% |
False |
False |
1,154,181 |
80 |
131-055 |
125-120 |
5-255 |
4.6% |
0-233 |
0.6% |
24% |
False |
False |
1,020,095 |
100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-231 |
0.6% |
26% |
False |
False |
816,747 |
120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-207 |
0.5% |
48% |
False |
False |
680,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-239 |
2.618 |
132-071 |
1.618 |
130-216 |
1.000 |
129-230 |
0.618 |
129-041 |
HIGH |
128-055 |
0.618 |
127-186 |
0.500 |
127-128 |
0.382 |
127-069 |
LOW |
126-200 |
0.618 |
125-214 |
1.000 |
125-025 |
1.618 |
124-039 |
2.618 |
122-184 |
4.250 |
120-016 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
127-128 |
127-128 |
PP |
127-058 |
127-058 |
S1 |
126-309 |
126-309 |
|