ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-035 |
127-195 |
0-160 |
0.4% |
128-130 |
| High |
127-225 |
127-230 |
0-005 |
0.0% |
128-160 |
| Low |
127-005 |
127-085 |
0-080 |
0.2% |
126-200 |
| Close |
127-180 |
127-195 |
0-015 |
0.0% |
126-240 |
| Range |
0-220 |
0-145 |
-0-075 |
-34.1% |
1-280 |
| ATR |
0-246 |
0-239 |
-0-007 |
-2.9% |
0-000 |
| Volume |
29,938 |
5,650 |
-24,288 |
-81.1% |
406,979 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-285 |
128-225 |
127-275 |
|
| R3 |
128-140 |
128-080 |
127-235 |
|
| R2 |
127-315 |
127-315 |
127-222 |
|
| R1 |
127-255 |
127-255 |
127-208 |
127-268 |
| PP |
127-170 |
127-170 |
127-170 |
127-176 |
| S1 |
127-110 |
127-110 |
127-182 |
127-122 |
| S2 |
127-025 |
127-025 |
127-168 |
|
| S3 |
126-200 |
126-285 |
127-155 |
|
| S4 |
126-055 |
126-140 |
127-115 |
|
|
| 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% |
0-230 |
0.6% |
64% |
False |
False |
39,694 |
| 10 |
129-010 |
126-200 |
2-130 |
1.9% |
0-211 |
0.5% |
41% |
False |
False |
228,930 |
| 20 |
129-010 |
126-200 |
2-130 |
1.9% |
0-236 |
0.6% |
41% |
False |
False |
886,904 |
| 40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-270 |
0.7% |
22% |
False |
False |
1,165,587 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-253 |
0.6% |
35% |
False |
False |
1,084,502 |
| 80 |
131-055 |
125-150 |
5-225 |
4.5% |
0-234 |
0.6% |
38% |
False |
False |
1,020,975 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-223 |
0.5% |
41% |
False |
False |
817,559 |
| 120 |
131-055 |
122-210 |
8-165 |
6.7% |
0-212 |
0.5% |
58% |
False |
False |
681,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-206 |
|
2.618 |
128-290 |
|
1.618 |
128-145 |
|
1.000 |
128-055 |
|
0.618 |
128-000 |
|
HIGH |
127-230 |
|
0.618 |
127-175 |
|
0.500 |
127-158 |
|
0.382 |
127-140 |
|
LOW |
127-085 |
|
0.618 |
126-315 |
|
1.000 |
126-260 |
|
1.618 |
126-170 |
|
2.618 |
126-025 |
|
4.250 |
125-109 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-182 |
127-151 |
| PP |
127-170 |
127-107 |
| S1 |
127-158 |
127-062 |
|