ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-140 |
129-125 |
-0-015 |
0.0% |
128-175 |
| High |
129-160 |
129-175 |
0-015 |
0.0% |
129-230 |
| Low |
129-040 |
129-035 |
-0-005 |
0.0% |
128-140 |
| Close |
129-115 |
129-115 |
0-000 |
0.0% |
129-055 |
| Range |
0-120 |
0-140 |
0-020 |
16.7% |
1-090 |
| ATR |
0-210 |
0-205 |
-0-005 |
-2.4% |
0-000 |
| Volume |
806,436 |
900,228 |
93,792 |
11.6% |
3,892,283 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-208 |
130-142 |
129-192 |
|
| R3 |
130-068 |
130-002 |
129-154 |
|
| R2 |
129-248 |
129-248 |
129-141 |
|
| R1 |
129-182 |
129-182 |
129-128 |
129-145 |
| PP |
129-108 |
129-108 |
129-108 |
129-090 |
| S1 |
129-042 |
129-042 |
129-102 |
129-005 |
| S2 |
128-288 |
128-288 |
129-089 |
|
| S3 |
128-148 |
128-222 |
129-076 |
|
| S4 |
128-008 |
128-082 |
129-038 |
|
|
| 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 |
128-240 |
1-090 |
1.0% |
0-186 |
0.4% |
48% |
False |
False |
841,956 |
| 10 |
130-010 |
128-055 |
1-275 |
1.4% |
0-182 |
0.4% |
64% |
False |
False |
940,843 |
| 20 |
130-010 |
126-200 |
3-130 |
2.6% |
0-195 |
0.5% |
80% |
False |
False |
1,005,963 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-218 |
0.5% |
84% |
False |
False |
848,528 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-233 |
0.6% |
73% |
False |
False |
567,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-130 |
|
2.618 |
130-222 |
|
1.618 |
130-082 |
|
1.000 |
129-315 |
|
0.618 |
129-262 |
|
HIGH |
129-175 |
|
0.618 |
129-122 |
|
0.500 |
129-105 |
|
0.382 |
129-088 |
|
LOW |
129-035 |
|
0.618 |
128-268 |
|
1.000 |
128-215 |
|
1.618 |
128-128 |
|
2.618 |
127-308 |
|
4.250 |
127-080 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-112 |
129-182 |
| PP |
129-108 |
129-160 |
| S1 |
129-105 |
129-138 |
|