ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-075 |
128-220 |
0-145 |
0.4% |
127-025 |
| High |
128-245 |
128-300 |
0-055 |
0.1% |
129-005 |
| Low |
128-075 |
128-195 |
0-120 |
0.3% |
127-015 |
| Close |
128-220 |
128-270 |
0-050 |
0.1% |
128-220 |
| Range |
0-170 |
0-105 |
-0-065 |
-38.2% |
1-310 |
| ATR |
0-242 |
0-232 |
-0-010 |
-4.0% |
0-000 |
| Volume |
795,754 |
745,365 |
-50,389 |
-6.3% |
5,092,371 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-250 |
129-205 |
129-008 |
|
| R3 |
129-145 |
129-100 |
128-299 |
|
| R2 |
129-040 |
129-040 |
128-289 |
|
| R1 |
128-315 |
128-315 |
128-280 |
129-018 |
| PP |
128-255 |
128-255 |
128-255 |
128-266 |
| S1 |
128-210 |
128-210 |
128-260 |
128-232 |
| S2 |
128-150 |
128-150 |
128-251 |
|
| S3 |
128-045 |
128-105 |
128-241 |
|
| S4 |
127-260 |
128-000 |
128-212 |
|
|
| 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 |
127-100 |
1-225 |
1.3% |
0-233 |
0.6% |
90% |
False |
False |
1,015,946 |
| 10 |
129-005 |
126-090 |
2-235 |
2.1% |
0-218 |
0.5% |
94% |
False |
False |
1,108,325 |
| 20 |
129-005 |
125-295 |
3-030 |
2.4% |
0-226 |
0.5% |
94% |
False |
False |
1,155,514 |
| 40 |
130-200 |
125-295 |
4-225 |
3.7% |
0-244 |
0.6% |
62% |
False |
False |
591,046 |
| 60 |
130-200 |
125-050 |
5-150 |
4.2% |
0-221 |
0.5% |
67% |
False |
False |
394,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-106 |
|
2.618 |
129-255 |
|
1.618 |
129-150 |
|
1.000 |
129-085 |
|
0.618 |
129-045 |
|
HIGH |
128-300 |
|
0.618 |
128-260 |
|
0.500 |
128-248 |
|
0.382 |
128-235 |
|
LOW |
128-195 |
|
0.618 |
128-130 |
|
1.000 |
128-090 |
|
1.618 |
128-025 |
|
2.618 |
127-240 |
|
4.250 |
127-069 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-262 |
128-238 |
| PP |
128-255 |
128-207 |
| S1 |
128-248 |
128-175 |
|