ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-290 |
129-140 |
-0-150 |
-0.4% |
128-175 |
| High |
130-010 |
129-160 |
-0-170 |
-0.4% |
129-230 |
| Low |
129-110 |
129-040 |
-0-070 |
-0.2% |
128-140 |
| Close |
129-135 |
129-115 |
-0-020 |
0.0% |
129-055 |
| Range |
0-220 |
0-120 |
-0-100 |
-45.5% |
1-090 |
| ATR |
0-217 |
0-210 |
-0-007 |
-3.2% |
0-000 |
| Volume |
517,342 |
806,436 |
289,094 |
55.9% |
3,892,283 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-145 |
130-090 |
129-181 |
|
| R3 |
130-025 |
129-290 |
129-148 |
|
| R2 |
129-225 |
129-225 |
129-137 |
|
| R1 |
129-170 |
129-170 |
129-126 |
129-138 |
| PP |
129-105 |
129-105 |
129-105 |
129-089 |
| S1 |
129-050 |
129-050 |
129-104 |
129-018 |
| S2 |
128-305 |
128-305 |
129-093 |
|
| S3 |
128-185 |
128-250 |
129-082 |
|
| S4 |
128-065 |
128-130 |
129-049 |
|
|
| 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 |
128-180 |
1-150 |
1.1% |
0-185 |
0.4% |
54% |
False |
False |
879,019 |
| 10 |
130-010 |
128-055 |
1-275 |
1.4% |
0-184 |
0.4% |
64% |
False |
False |
948,414 |
| 20 |
130-010 |
126-090 |
3-240 |
2.9% |
0-201 |
0.5% |
82% |
False |
False |
1,028,369 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-221 |
0.5% |
84% |
False |
False |
826,329 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-234 |
0.6% |
73% |
False |
False |
552,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-030 |
|
2.618 |
130-154 |
|
1.618 |
130-034 |
|
1.000 |
129-280 |
|
0.618 |
129-234 |
|
HIGH |
129-160 |
|
0.618 |
129-114 |
|
0.500 |
129-100 |
|
0.382 |
129-086 |
|
LOW |
129-040 |
|
0.618 |
128-286 |
|
1.000 |
128-240 |
|
1.618 |
128-166 |
|
2.618 |
128-046 |
|
4.250 |
127-170 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-110 |
129-178 |
| PP |
129-105 |
129-157 |
| S1 |
129-100 |
129-136 |
|