ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
127-315 |
128-060 |
0-065 |
0.2% |
126-235 |
High |
128-090 |
129-145 |
1-055 |
0.9% |
128-090 |
Low |
127-315 |
128-060 |
0-065 |
0.2% |
126-215 |
Close |
128-035 |
129-050 |
1-015 |
0.8% |
127-245 |
Range |
0-095 |
1-085 |
0-310 |
326.3% |
1-195 |
ATR |
0-220 |
0-235 |
0-015 |
6.8% |
0-000 |
Volume |
15,806 |
25,911 |
10,105 |
63.9% |
107,326 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-233 |
132-067 |
129-273 |
|
R3 |
131-148 |
130-302 |
129-161 |
|
R2 |
130-063 |
130-063 |
129-124 |
|
R1 |
129-217 |
129-217 |
129-087 |
129-300 |
PP |
128-298 |
128-298 |
128-298 |
129-020 |
S1 |
128-132 |
128-132 |
129-013 |
128-215 |
S2 |
127-213 |
127-213 |
128-296 |
|
S3 |
126-128 |
127-047 |
128-259 |
|
S4 |
125-043 |
125-282 |
128-147 |
|
|
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 |
129-145 |
127-140 |
2-005 |
1.6% |
0-206 |
0.5% |
85% |
True |
False |
15,040 |
10 |
129-145 |
126-200 |
2-265 |
2.2% |
0-218 |
0.5% |
90% |
True |
False |
27,367 |
20 |
129-145 |
126-200 |
2-265 |
2.2% |
0-219 |
0.5% |
90% |
True |
False |
550,703 |
40 |
131-055 |
126-200 |
4-175 |
3.5% |
0-253 |
0.6% |
56% |
False |
False |
955,185 |
60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-246 |
0.6% |
63% |
False |
False |
970,596 |
80 |
131-055 |
125-175 |
5-200 |
4.4% |
0-237 |
0.6% |
64% |
False |
False |
1,020,397 |
100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-220 |
0.5% |
66% |
False |
False |
818,172 |
120 |
131-055 |
123-110 |
7-265 |
6.1% |
0-218 |
0.5% |
74% |
False |
False |
682,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-266 |
2.618 |
132-245 |
1.618 |
131-160 |
1.000 |
130-230 |
0.618 |
130-075 |
HIGH |
129-145 |
0.618 |
128-310 |
0.500 |
128-262 |
0.382 |
128-215 |
LOW |
128-060 |
0.618 |
127-130 |
1.000 |
126-295 |
1.618 |
126-045 |
2.618 |
124-280 |
4.250 |
122-259 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
129-014 |
128-312 |
PP |
128-298 |
128-255 |
S1 |
128-262 |
128-198 |
|