ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-280 |
129-050 |
0-090 |
0.2% |
127-025 |
| High |
129-070 |
129-125 |
0-055 |
0.1% |
129-005 |
| Low |
128-240 |
128-220 |
-0-020 |
0.0% |
127-015 |
| Close |
129-030 |
128-260 |
-0-090 |
-0.2% |
128-220 |
| Range |
0-150 |
0-225 |
0-075 |
50.0% |
1-310 |
| ATR |
0-226 |
0-226 |
0-000 |
0.0% |
0-000 |
| Volume |
975,935 |
1,008,392 |
32,457 |
3.3% |
5,092,371 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-023 |
130-207 |
129-064 |
|
| R3 |
130-118 |
129-302 |
129-002 |
|
| R2 |
129-213 |
129-213 |
128-301 |
|
| R1 |
129-077 |
129-077 |
128-281 |
129-032 |
| PP |
128-308 |
128-308 |
128-308 |
128-286 |
| S1 |
128-172 |
128-172 |
128-239 |
128-128 |
| S2 |
128-083 |
128-083 |
128-219 |
|
| S3 |
127-178 |
127-267 |
128-198 |
|
| S4 |
126-273 |
127-042 |
128-136 |
|
|
| 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 |
129-125 |
128-025 |
1-100 |
1.0% |
0-190 |
0.5% |
56% |
True |
False |
976,327 |
| 10 |
129-125 |
126-250 |
2-195 |
2.0% |
0-213 |
0.5% |
78% |
True |
False |
1,030,577 |
| 20 |
129-125 |
125-295 |
3-150 |
2.7% |
0-219 |
0.5% |
83% |
True |
False |
1,143,171 |
| 40 |
130-200 |
125-295 |
4-225 |
3.7% |
0-244 |
0.6% |
61% |
False |
False |
640,543 |
| 60 |
130-200 |
125-200 |
5-000 |
3.9% |
0-227 |
0.6% |
64% |
False |
False |
427,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-121 |
|
2.618 |
131-074 |
|
1.618 |
130-169 |
|
1.000 |
130-030 |
|
0.618 |
129-264 |
|
HIGH |
129-125 |
|
0.618 |
129-039 |
|
0.500 |
129-012 |
|
0.382 |
128-306 |
|
LOW |
128-220 |
|
0.618 |
128-081 |
|
1.000 |
127-315 |
|
1.618 |
127-176 |
|
2.618 |
126-271 |
|
4.250 |
125-224 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-012 |
129-000 |
| PP |
128-308 |
128-300 |
| S1 |
128-284 |
128-280 |
|