ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
126-275 |
126-305 |
0-030 |
0.1% |
126-260 |
High |
127-035 |
127-060 |
0-025 |
0.1% |
128-125 |
Low |
126-230 |
126-235 |
0-005 |
0.0% |
126-240 |
Close |
126-290 |
127-020 |
0-050 |
0.1% |
127-255 |
Range |
0-125 |
0-145 |
0-020 |
16.0% |
1-205 |
ATR |
0-237 |
0-230 |
-0-007 |
-2.8% |
0-000 |
Volume |
935,199 |
1,086,746 |
151,547 |
16.2% |
5,079,376 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-113 |
128-052 |
127-100 |
|
R3 |
127-288 |
127-227 |
127-060 |
|
R2 |
127-143 |
127-143 |
127-047 |
|
R1 |
127-082 |
127-082 |
127-033 |
127-112 |
PP |
126-318 |
126-318 |
126-318 |
127-014 |
S1 |
126-257 |
126-257 |
127-007 |
126-288 |
S2 |
126-173 |
126-173 |
126-313 |
|
S3 |
126-028 |
126-112 |
126-300 |
|
S4 |
125-203 |
125-287 |
126-260 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-182 |
131-263 |
128-224 |
|
R3 |
130-297 |
130-058 |
128-079 |
|
R2 |
129-092 |
129-092 |
128-031 |
|
R1 |
128-173 |
128-173 |
127-303 |
128-292 |
PP |
127-207 |
127-207 |
127-207 |
127-266 |
S1 |
126-288 |
126-288 |
127-207 |
127-088 |
S2 |
126-002 |
126-002 |
127-159 |
|
S3 |
124-117 |
125-083 |
127-111 |
|
S4 |
122-232 |
123-198 |
126-286 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-036 |
2.618 |
128-120 |
1.618 |
127-295 |
1.000 |
127-205 |
0.618 |
127-150 |
HIGH |
127-060 |
0.618 |
127-005 |
0.500 |
126-308 |
0.382 |
126-290 |
LOW |
126-235 |
0.618 |
126-145 |
1.000 |
126-090 |
1.618 |
126-000 |
2.618 |
125-175 |
4.250 |
124-259 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
127-009 |
127-011 |
PP |
126-318 |
127-002 |
S1 |
126-308 |
126-312 |
|