ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
128-230 |
128-290 |
0-060 |
0.1% |
128-220 |
| High |
128-315 |
129-165 |
0-170 |
0.4% |
129-125 |
| Low |
128-180 |
128-240 |
0-060 |
0.1% |
128-055 |
| Close |
128-290 |
129-120 |
0-150 |
0.4% |
128-220 |
| Range |
0-135 |
0-245 |
0-110 |
81.5% |
1-070 |
| ATR |
0-210 |
0-213 |
0-002 |
1.2% |
0-000 |
| Volume |
1,085,543 |
1,138,578 |
53,035 |
4.9% |
5,013,444 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-163 |
131-067 |
129-255 |
|
| R3 |
130-238 |
130-142 |
129-187 |
|
| R2 |
129-313 |
129-313 |
129-165 |
|
| R1 |
129-217 |
129-217 |
129-142 |
129-265 |
| PP |
129-068 |
129-068 |
129-068 |
129-092 |
| S1 |
128-292 |
128-292 |
129-098 |
129-020 |
| S2 |
128-143 |
128-143 |
129-075 |
|
| S3 |
127-218 |
128-047 |
129-053 |
|
| S4 |
126-293 |
127-122 |
128-305 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-130 |
131-245 |
129-114 |
|
| R3 |
131-060 |
130-175 |
129-007 |
|
| R2 |
129-310 |
129-310 |
128-292 |
|
| R1 |
129-105 |
129-105 |
128-256 |
129-095 |
| PP |
128-240 |
128-240 |
128-240 |
128-235 |
| S1 |
128-035 |
128-035 |
128-184 |
128-025 |
| S2 |
127-170 |
127-170 |
128-148 |
|
| S3 |
126-100 |
126-285 |
128-113 |
|
| S4 |
125-030 |
125-215 |
128-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-165 |
128-055 |
1-110 |
1.0% |
0-183 |
0.4% |
90% |
True |
False |
1,065,767 |
| 10 |
129-165 |
128-025 |
1-140 |
1.1% |
0-186 |
0.5% |
90% |
True |
False |
1,021,047 |
| 20 |
129-165 |
125-295 |
3-190 |
2.8% |
0-215 |
0.5% |
96% |
True |
False |
1,110,483 |
| 40 |
130-020 |
125-295 |
4-045 |
3.2% |
0-234 |
0.6% |
83% |
False |
False |
772,795 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-233 |
0.6% |
73% |
False |
False |
516,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-246 |
|
2.618 |
131-166 |
|
1.618 |
130-241 |
|
1.000 |
130-090 |
|
0.618 |
129-316 |
|
HIGH |
129-165 |
|
0.618 |
129-071 |
|
0.500 |
129-042 |
|
0.382 |
129-014 |
|
LOW |
128-240 |
|
0.618 |
128-089 |
|
1.000 |
127-315 |
|
1.618 |
127-164 |
|
2.618 |
126-239 |
|
4.250 |
125-159 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-094 |
129-078 |
| PP |
129-068 |
129-035 |
| S1 |
129-042 |
128-312 |
|