ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-220 |
126-235 |
-0-305 |
-0.7% |
128-130 |
| High |
128-055 |
127-050 |
-1-005 |
-0.8% |
128-160 |
| Low |
126-200 |
126-215 |
0-015 |
0.0% |
126-200 |
| Close |
126-240 |
127-030 |
0-110 |
0.3% |
126-240 |
| Range |
1-175 |
0-155 |
-1-020 |
-68.7% |
1-280 |
| ATR |
0-256 |
0-248 |
-0-007 |
-2.8% |
0-000 |
| Volume |
38,763 |
49,660 |
10,897 |
28.1% |
406,979 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-137 |
128-078 |
127-115 |
|
| R3 |
127-302 |
127-243 |
127-073 |
|
| R2 |
127-147 |
127-147 |
127-058 |
|
| R1 |
127-088 |
127-088 |
127-044 |
127-118 |
| PP |
126-312 |
126-312 |
126-312 |
127-006 |
| S1 |
126-253 |
126-253 |
127-016 |
126-282 |
| S2 |
126-157 |
126-157 |
127-002 |
|
| S3 |
126-002 |
126-098 |
126-307 |
|
| S4 |
125-167 |
125-263 |
126-265 |
|
|
| 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 |
128-055 |
126-200 |
1-175 |
1.2% |
0-207 |
0.5% |
30% |
False |
False |
57,364 |
| 10 |
129-010 |
126-200 |
2-130 |
1.9% |
0-225 |
0.6% |
19% |
False |
False |
674,496 |
| 20 |
129-035 |
126-200 |
2-155 |
2.0% |
0-237 |
0.6% |
19% |
False |
False |
1,004,579 |
| 40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-272 |
0.7% |
10% |
False |
False |
1,222,006 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-255 |
0.6% |
26% |
False |
False |
1,130,489 |
| 80 |
131-055 |
125-120 |
5-255 |
4.6% |
0-232 |
0.6% |
30% |
False |
False |
1,020,595 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-231 |
0.6% |
32% |
False |
False |
817,227 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-208 |
0.5% |
52% |
False |
False |
681,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-069 |
|
2.618 |
128-136 |
|
1.618 |
127-301 |
|
1.000 |
127-205 |
|
0.618 |
127-146 |
|
HIGH |
127-050 |
|
0.618 |
126-311 |
|
0.500 |
126-292 |
|
0.382 |
126-274 |
|
LOW |
126-215 |
|
0.618 |
126-119 |
|
1.000 |
126-060 |
|
1.618 |
125-284 |
|
2.618 |
125-129 |
|
4.250 |
124-196 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-011 |
127-128 |
| PP |
126-312 |
127-095 |
| S1 |
126-292 |
127-062 |
|