ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
129-050 |
128-230 |
-0-140 |
-0.3% |
127-025 |
| High |
129-125 |
129-020 |
-0-105 |
-0.3% |
129-005 |
| Low |
128-220 |
128-055 |
-0-165 |
-0.4% |
127-015 |
| Close |
128-260 |
128-075 |
-0-185 |
-0.4% |
128-220 |
| Range |
0-225 |
0-285 |
0-060 |
26.7% |
1-310 |
| ATR |
0-226 |
0-230 |
0-004 |
1.9% |
0-000 |
| Volume |
1,008,392 |
1,334,016 |
325,624 |
32.3% |
5,092,371 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-052 |
130-188 |
128-232 |
|
| R3 |
130-087 |
129-223 |
128-153 |
|
| R2 |
129-122 |
129-122 |
128-127 |
|
| R1 |
128-258 |
128-258 |
128-101 |
128-208 |
| PP |
128-157 |
128-157 |
128-157 |
128-131 |
| S1 |
127-293 |
127-293 |
128-049 |
127-242 |
| S2 |
127-192 |
127-192 |
128-023 |
|
| S3 |
126-227 |
127-008 |
127-317 |
|
| S4 |
125-262 |
126-043 |
127-238 |
|
|
| 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 |
128-055 |
1-070 |
1.0% |
0-187 |
0.5% |
5% |
False |
True |
971,892 |
| 10 |
129-125 |
126-250 |
2-195 |
2.0% |
0-216 |
0.5% |
56% |
False |
False |
1,016,828 |
| 20 |
129-125 |
125-295 |
3-150 |
2.7% |
0-218 |
0.5% |
67% |
False |
False |
1,142,505 |
| 40 |
130-200 |
125-295 |
4-225 |
3.7% |
0-242 |
0.6% |
49% |
False |
False |
673,487 |
| 60 |
130-200 |
125-230 |
4-290 |
3.8% |
0-232 |
0.6% |
51% |
False |
False |
449,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-271 |
|
2.618 |
131-126 |
|
1.618 |
130-161 |
|
1.000 |
129-305 |
|
0.618 |
129-196 |
|
HIGH |
129-020 |
|
0.618 |
128-231 |
|
0.500 |
128-198 |
|
0.382 |
128-164 |
|
LOW |
128-055 |
|
0.618 |
127-199 |
|
1.000 |
127-090 |
|
1.618 |
126-234 |
|
2.618 |
125-269 |
|
4.250 |
124-124 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-198 |
128-250 |
| PP |
128-157 |
128-192 |
| S1 |
128-116 |
128-133 |
|