ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
128-060 |
129-115 |
1-055 |
0.9% |
126-235 |
High |
129-145 |
129-175 |
0-030 |
0.1% |
128-090 |
Low |
128-060 |
128-230 |
0-170 |
0.4% |
126-215 |
Close |
129-050 |
128-260 |
-0-110 |
-0.3% |
127-245 |
Range |
1-085 |
0-265 |
-0-140 |
-34.6% |
1-195 |
ATR |
0-235 |
0-237 |
0-002 |
0.9% |
0-000 |
Volume |
25,911 |
21,403 |
-4,508 |
-17.4% |
107,326 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-163 |
130-317 |
129-086 |
|
R3 |
130-218 |
130-052 |
129-013 |
|
R2 |
129-273 |
129-273 |
128-309 |
|
R1 |
129-107 |
129-107 |
128-284 |
129-058 |
PP |
129-008 |
129-008 |
129-008 |
128-304 |
S1 |
128-162 |
128-162 |
128-236 |
128-112 |
S2 |
128-063 |
128-063 |
128-211 |
|
S3 |
127-118 |
127-217 |
128-187 |
|
S4 |
126-173 |
126-272 |
128-114 |
|
|
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 |
129-175 |
127-140 |
2-035 |
1.6% |
0-212 |
0.5% |
65% |
True |
False |
16,134 |
10 |
129-175 |
126-200 |
2-295 |
2.3% |
0-231 |
0.6% |
75% |
True |
False |
22,061 |
20 |
129-175 |
126-200 |
2-295 |
2.3% |
0-220 |
0.5% |
75% |
True |
False |
490,243 |
40 |
131-055 |
126-200 |
4-175 |
3.5% |
0-253 |
0.6% |
48% |
False |
False |
916,530 |
60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-248 |
0.6% |
57% |
False |
False |
957,517 |
80 |
131-055 |
125-175 |
5-200 |
4.4% |
0-239 |
0.6% |
58% |
False |
False |
1,019,783 |
100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-220 |
0.5% |
61% |
False |
False |
818,371 |
120 |
131-055 |
123-110 |
7-265 |
6.1% |
0-219 |
0.5% |
70% |
False |
False |
682,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-021 |
2.618 |
131-229 |
1.618 |
130-284 |
1.000 |
130-120 |
0.618 |
130-019 |
HIGH |
129-175 |
0.618 |
129-074 |
0.500 |
129-042 |
0.382 |
129-011 |
LOW |
128-230 |
0.618 |
128-066 |
1.000 |
127-285 |
1.618 |
127-121 |
2.618 |
126-176 |
4.250 |
125-064 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
129-042 |
128-255 |
PP |
129-008 |
128-250 |
S1 |
128-294 |
128-245 |
|