ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
127-195 |
127-195 |
0-000 |
0.0% |
126-235 |
| High |
128-090 |
128-000 |
-0-090 |
-0.2% |
128-090 |
| Low |
127-175 |
127-140 |
-0-035 |
-0.1% |
126-215 |
| Close |
127-275 |
127-245 |
-0-030 |
-0.1% |
127-245 |
| Range |
0-235 |
0-180 |
-0-055 |
-23.4% |
1-195 |
| ATR |
0-239 |
0-235 |
-0-004 |
-1.8% |
0-000 |
| Volume |
15,933 |
6,145 |
-9,788 |
-61.4% |
107,326 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-135 |
129-050 |
128-024 |
|
| R3 |
128-275 |
128-190 |
127-294 |
|
| R2 |
128-095 |
128-095 |
127-278 |
|
| R1 |
128-010 |
128-010 |
127-262 |
128-052 |
| PP |
127-235 |
127-235 |
127-235 |
127-256 |
| S1 |
127-150 |
127-150 |
127-228 |
127-192 |
| S2 |
127-055 |
127-055 |
127-212 |
|
| S3 |
126-195 |
126-290 |
127-196 |
|
| S4 |
126-015 |
126-110 |
127-146 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-128 |
131-222 |
128-208 |
|
| R3 |
130-253 |
130-027 |
128-067 |
|
| R2 |
129-058 |
129-058 |
128-019 |
|
| R1 |
128-152 |
128-152 |
127-292 |
128-265 |
| PP |
127-183 |
127-183 |
127-183 |
127-240 |
| S1 |
126-277 |
126-277 |
127-198 |
127-070 |
| S2 |
125-308 |
125-308 |
127-151 |
|
| S3 |
124-113 |
125-082 |
127-103 |
|
| S4 |
122-238 |
123-207 |
126-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-090 |
126-215 |
1-195 |
1.3% |
0-187 |
0.5% |
68% |
False |
False |
21,465 |
| 10 |
128-160 |
126-200 |
1-280 |
1.5% |
0-208 |
0.5% |
61% |
False |
False |
51,430 |
| 20 |
129-010 |
126-200 |
2-130 |
1.9% |
0-235 |
0.6% |
47% |
False |
False |
757,865 |
| 40 |
131-055 |
126-200 |
4-175 |
3.6% |
0-267 |
0.7% |
25% |
False |
False |
1,074,754 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-252 |
0.6% |
38% |
False |
False |
1,036,260 |
| 80 |
131-055 |
125-170 |
5-205 |
4.4% |
0-235 |
0.6% |
40% |
False |
False |
1,020,886 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-220 |
0.5% |
43% |
False |
False |
817,708 |
| 120 |
131-055 |
123-060 |
7-315 |
6.2% |
0-214 |
0.5% |
57% |
False |
False |
681,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-125 |
|
2.618 |
129-151 |
|
1.618 |
128-291 |
|
1.000 |
128-180 |
|
0.618 |
128-111 |
|
HIGH |
128-000 |
|
0.618 |
127-251 |
|
0.500 |
127-230 |
|
0.382 |
127-209 |
|
LOW |
127-140 |
|
0.618 |
127-029 |
|
1.000 |
126-280 |
|
1.618 |
126-169 |
|
2.618 |
125-309 |
|
4.250 |
125-015 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-240 |
127-248 |
| PP |
127-235 |
127-247 |
| S1 |
127-230 |
127-246 |
|