ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
126-150 |
126-285 |
0-135 |
0.3% |
127-255 |
High |
127-025 |
127-055 |
0-030 |
0.1% |
127-280 |
Low |
126-090 |
126-200 |
0-110 |
0.3% |
125-295 |
Close |
126-295 |
126-315 |
0-020 |
0.0% |
126-020 |
Range |
0-255 |
0-175 |
-0-080 |
-31.4% |
1-305 |
ATR |
0-245 |
0-240 |
-0-005 |
-2.0% |
0-000 |
Volume |
1,348,356 |
1,413,444 |
65,088 |
4.8% |
6,114,560 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-182 |
128-103 |
127-091 |
|
R3 |
128-007 |
127-248 |
127-043 |
|
R2 |
127-152 |
127-152 |
127-027 |
|
R1 |
127-073 |
127-073 |
127-011 |
127-112 |
PP |
126-297 |
126-297 |
126-297 |
126-316 |
S1 |
126-218 |
126-218 |
126-299 |
126-258 |
S2 |
126-122 |
126-122 |
126-283 |
|
S3 |
125-267 |
126-043 |
126-267 |
|
S4 |
125-092 |
125-188 |
126-219 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-153 |
131-072 |
127-044 |
|
R3 |
130-168 |
129-087 |
126-192 |
|
R2 |
128-183 |
128-183 |
126-135 |
|
R1 |
127-102 |
127-102 |
126-077 |
126-310 |
PP |
126-198 |
126-198 |
126-198 |
126-142 |
S1 |
125-117 |
125-117 |
125-283 |
125-005 |
S2 |
124-213 |
124-213 |
125-225 |
|
S3 |
122-228 |
123-132 |
125-168 |
|
S4 |
120-243 |
121-147 |
124-316 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-159 |
2.618 |
128-193 |
1.618 |
128-018 |
1.000 |
127-230 |
0.618 |
127-163 |
HIGH |
127-055 |
0.618 |
126-308 |
0.500 |
126-288 |
0.382 |
126-267 |
LOW |
126-200 |
0.618 |
126-092 |
1.000 |
126-025 |
1.618 |
125-237 |
2.618 |
125-062 |
4.250 |
124-096 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
126-306 |
126-270 |
PP |
126-297 |
126-225 |
S1 |
126-288 |
126-180 |
|