ECBOT 10 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
129-115 |
128-270 |
-0-165 |
-0.4% |
127-260 |
| High |
129-175 |
129-085 |
-0-090 |
-0.2% |
129-175 |
| Low |
128-230 |
128-270 |
0-040 |
0.1% |
127-250 |
| Close |
128-260 |
129-070 |
0-130 |
0.3% |
129-070 |
| Range |
0-265 |
0-135 |
-0-130 |
-49.1% |
1-245 |
| ATR |
0-237 |
0-231 |
-0-007 |
-2.8% |
0-000 |
| Volume |
21,403 |
3,943 |
-17,460 |
-81.6% |
78,472 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-120 |
130-070 |
129-144 |
|
| R3 |
129-305 |
129-255 |
129-107 |
|
| R2 |
129-170 |
129-170 |
129-095 |
|
| R1 |
129-120 |
129-120 |
129-082 |
129-145 |
| PP |
129-035 |
129-035 |
129-035 |
129-048 |
| S1 |
128-305 |
128-305 |
129-058 |
129-010 |
| S2 |
128-220 |
128-220 |
129-045 |
|
| S3 |
128-085 |
128-170 |
129-033 |
|
| S4 |
127-270 |
128-035 |
128-316 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-047 |
133-143 |
130-061 |
|
| R3 |
132-122 |
131-218 |
129-225 |
|
| R2 |
130-197 |
130-197 |
129-174 |
|
| R1 |
129-293 |
129-293 |
129-122 |
130-085 |
| PP |
128-272 |
128-272 |
128-272 |
129-008 |
| S1 |
128-048 |
128-048 |
129-018 |
128-160 |
| S2 |
127-027 |
127-027 |
128-286 |
|
| S3 |
125-102 |
126-123 |
128-235 |
|
| S4 |
123-177 |
124-198 |
128-079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-175 |
127-250 |
1-245 |
1.4% |
0-203 |
0.5% |
81% |
False |
False |
15,694 |
| 10 |
129-175 |
126-215 |
2-280 |
2.2% |
0-195 |
0.5% |
89% |
False |
False |
18,579 |
| 20 |
129-175 |
126-200 |
2-295 |
2.3% |
0-212 |
0.5% |
89% |
False |
False |
413,060 |
| 40 |
131-055 |
126-200 |
4-175 |
3.5% |
0-248 |
0.6% |
57% |
False |
False |
874,166 |
| 60 |
131-055 |
125-210 |
5-165 |
4.3% |
0-248 |
0.6% |
65% |
False |
False |
950,457 |
| 80 |
131-055 |
125-175 |
5-200 |
4.4% |
0-239 |
0.6% |
65% |
False |
False |
1,016,774 |
| 100 |
131-055 |
125-050 |
6-005 |
4.7% |
0-221 |
0.5% |
68% |
False |
False |
818,386 |
| 120 |
131-055 |
123-190 |
7-185 |
5.9% |
0-219 |
0.5% |
74% |
False |
False |
682,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-019 |
|
2.618 |
130-118 |
|
1.618 |
129-303 |
|
1.000 |
129-220 |
|
0.618 |
129-168 |
|
HIGH |
129-085 |
|
0.618 |
129-033 |
|
0.500 |
129-018 |
|
0.382 |
129-002 |
|
LOW |
128-270 |
|
0.618 |
128-187 |
|
1.000 |
128-135 |
|
1.618 |
128-052 |
|
2.618 |
127-237 |
|
4.250 |
127-016 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-052 |
129-032 |
| PP |
129-035 |
128-315 |
| S1 |
129-018 |
128-278 |
|