ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-135 |
129-290 |
0-155 |
0.4% |
128-175 |
| High |
129-230 |
130-010 |
0-100 |
0.2% |
129-230 |
| Low |
129-025 |
129-110 |
0-085 |
0.2% |
128-140 |
| Close |
129-055 |
129-135 |
0-080 |
0.2% |
129-055 |
| Range |
0-205 |
0-220 |
0-015 |
7.3% |
1-090 |
| ATR |
0-212 |
0-217 |
0-004 |
2.1% |
0-000 |
| Volume |
847,196 |
517,342 |
-329,854 |
-38.9% |
3,892,283 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-212 |
131-073 |
129-256 |
|
| R3 |
130-312 |
130-173 |
129-196 |
|
| R2 |
130-092 |
130-092 |
129-175 |
|
| R1 |
129-273 |
129-273 |
129-155 |
129-232 |
| PP |
129-192 |
129-192 |
129-192 |
129-171 |
| S1 |
129-053 |
129-053 |
129-115 |
129-012 |
| S2 |
128-292 |
128-292 |
129-095 |
|
| S3 |
128-072 |
128-153 |
129-074 |
|
| S4 |
127-172 |
127-253 |
129-014 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-305 |
132-110 |
129-280 |
|
| R3 |
131-215 |
131-020 |
129-168 |
|
| R2 |
130-125 |
130-125 |
129-130 |
|
| R1 |
129-250 |
129-250 |
129-093 |
130-028 |
| PP |
129-035 |
129-035 |
129-035 |
129-084 |
| S1 |
128-160 |
128-160 |
129-017 |
128-258 |
| S2 |
127-265 |
127-265 |
128-300 |
|
| S3 |
126-175 |
127-070 |
128-262 |
|
| S4 |
125-085 |
125-300 |
128-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-010 |
128-140 |
1-190 |
1.2% |
0-182 |
0.4% |
62% |
True |
False |
881,925 |
| 10 |
130-010 |
128-055 |
1-275 |
1.4% |
0-182 |
0.4% |
67% |
True |
False |
942,306 |
| 20 |
130-010 |
125-305 |
4-025 |
3.2% |
0-204 |
0.5% |
85% |
True |
False |
1,037,974 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-230 |
0.6% |
85% |
True |
False |
806,404 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-233 |
0.6% |
74% |
False |
False |
538,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-305 |
|
2.618 |
131-266 |
|
1.618 |
131-046 |
|
1.000 |
130-230 |
|
0.618 |
130-146 |
|
HIGH |
130-010 |
|
0.618 |
129-246 |
|
0.500 |
129-220 |
|
0.382 |
129-194 |
|
LOW |
129-110 |
|
0.618 |
128-294 |
|
1.000 |
128-210 |
|
1.618 |
128-074 |
|
2.618 |
127-174 |
|
4.250 |
126-135 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-220 |
129-132 |
| PP |
129-192 |
129-128 |
| S1 |
129-163 |
129-125 |
|