ECBOT 10 Year T-Note Future June 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 |
128-240 |
128-075 |
-0-165 |
-0.4% |
127-025 |
| High |
129-005 |
128-245 |
-0-080 |
-0.2% |
129-005 |
| Low |
128-025 |
128-075 |
0-050 |
0.1% |
127-015 |
| Close |
128-070 |
128-220 |
0-150 |
0.4% |
128-220 |
| Range |
0-300 |
0-170 |
-0-130 |
-43.3% |
1-310 |
| ATR |
0-247 |
0-242 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,356,190 |
795,754 |
-560,436 |
-41.3% |
5,092,371 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-050 |
129-305 |
128-314 |
|
| R3 |
129-200 |
129-135 |
128-267 |
|
| R2 |
129-030 |
129-030 |
128-251 |
|
| R1 |
128-285 |
128-285 |
128-236 |
128-318 |
| PP |
128-180 |
128-180 |
128-180 |
128-196 |
| S1 |
128-115 |
128-115 |
128-204 |
128-148 |
| S2 |
128-010 |
128-010 |
128-189 |
|
| S3 |
127-160 |
127-265 |
128-173 |
|
| S4 |
126-310 |
127-095 |
128-126 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-050 |
133-125 |
129-246 |
|
| R3 |
132-060 |
131-135 |
129-073 |
|
| R2 |
130-070 |
130-070 |
129-016 |
|
| R1 |
129-145 |
129-145 |
128-278 |
129-268 |
| PP |
128-080 |
128-080 |
128-080 |
128-141 |
| S1 |
127-155 |
127-155 |
128-162 |
127-278 |
| S2 |
126-090 |
126-090 |
128-104 |
|
| S3 |
124-100 |
125-165 |
128-047 |
|
| S4 |
122-110 |
123-175 |
127-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-005 |
127-015 |
1-310 |
1.5% |
0-242 |
0.6% |
83% |
False |
False |
1,018,474 |
| 10 |
129-005 |
125-305 |
3-020 |
2.4% |
0-226 |
0.5% |
89% |
False |
False |
1,133,641 |
| 20 |
129-005 |
125-295 |
3-030 |
2.4% |
0-231 |
0.6% |
89% |
False |
False |
1,126,517 |
| 40 |
130-200 |
125-295 |
4-225 |
3.7% |
0-246 |
0.6% |
59% |
False |
False |
572,430 |
| 60 |
130-200 |
125-050 |
5-150 |
4.2% |
0-219 |
0.5% |
65% |
False |
False |
381,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-008 |
|
2.618 |
130-050 |
|
1.618 |
129-200 |
|
1.000 |
129-095 |
|
0.618 |
129-030 |
|
HIGH |
128-245 |
|
0.618 |
128-180 |
|
0.500 |
128-160 |
|
0.382 |
128-140 |
|
LOW |
128-075 |
|
0.618 |
127-290 |
|
1.000 |
127-225 |
|
1.618 |
127-120 |
|
2.618 |
126-270 |
|
4.250 |
125-312 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-200 |
128-174 |
| PP |
128-180 |
128-128 |
| S1 |
128-160 |
128-082 |
|