ECBOT 10 Year T-Note Future June 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 |
127-120 |
127-165 |
0-045 |
0.1% |
126-025 |
| High |
127-225 |
128-305 |
1-080 |
1.0% |
127-215 |
| Low |
127-100 |
127-160 |
0-060 |
0.1% |
125-305 |
| Close |
127-160 |
128-180 |
1-020 |
0.8% |
127-035 |
| Range |
0-125 |
1-145 |
1-020 |
272.0% |
1-230 |
| ATR |
0-226 |
0-243 |
0-017 |
7.6% |
0-000 |
| Volume |
782,331 |
1,400,092 |
617,761 |
79.0% |
6,244,042 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-223 |
132-027 |
129-116 |
|
| R3 |
131-078 |
130-202 |
128-308 |
|
| R2 |
129-253 |
129-253 |
128-265 |
|
| R1 |
129-057 |
129-057 |
128-223 |
129-155 |
| PP |
128-108 |
128-108 |
128-108 |
128-158 |
| S1 |
127-232 |
127-232 |
128-137 |
128-010 |
| S2 |
126-283 |
126-283 |
128-095 |
|
| S3 |
125-138 |
126-087 |
128-052 |
|
| S4 |
123-313 |
124-262 |
127-244 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-022 |
131-098 |
128-018 |
|
| R3 |
130-112 |
129-188 |
127-186 |
|
| R2 |
128-202 |
128-202 |
127-136 |
|
| R1 |
127-278 |
127-278 |
127-085 |
128-080 |
| PP |
126-292 |
126-292 |
126-292 |
127-032 |
| S1 |
126-048 |
126-048 |
126-305 |
126-170 |
| S2 |
125-062 |
125-062 |
126-254 |
|
| S3 |
123-152 |
124-138 |
126-204 |
|
| S4 |
121-242 |
122-228 |
126-052 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-041 |
|
2.618 |
132-242 |
|
1.618 |
131-097 |
|
1.000 |
130-130 |
|
0.618 |
129-272 |
|
HIGH |
128-305 |
|
0.618 |
128-127 |
|
0.500 |
128-072 |
|
0.382 |
128-018 |
|
LOW |
127-160 |
|
0.618 |
126-193 |
|
1.000 |
126-015 |
|
1.618 |
125-048 |
|
2.618 |
123-223 |
|
4.250 |
121-104 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-144 |
128-120 |
| PP |
128-108 |
128-060 |
| S1 |
128-072 |
128-000 |
|