ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-125 |
129-080 |
-0-045 |
-0.1% |
128-175 |
| High |
129-175 |
129-170 |
-0-005 |
0.0% |
129-230 |
| Low |
129-035 |
128-240 |
-0-115 |
-0.3% |
128-140 |
| Close |
129-115 |
128-270 |
-0-165 |
-0.4% |
129-055 |
| Range |
0-140 |
0-250 |
0-110 |
78.6% |
1-090 |
| ATR |
0-205 |
0-208 |
0-003 |
1.6% |
0-000 |
| Volume |
900,228 |
1,015,818 |
115,590 |
12.8% |
3,892,283 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-123 |
130-287 |
129-088 |
|
| R3 |
130-193 |
130-037 |
129-019 |
|
| R2 |
129-263 |
129-263 |
128-316 |
|
| R1 |
129-107 |
129-107 |
128-293 |
129-060 |
| PP |
129-013 |
129-013 |
129-013 |
128-310 |
| S1 |
128-177 |
128-177 |
128-247 |
128-130 |
| S2 |
128-083 |
128-083 |
128-224 |
|
| S3 |
127-153 |
127-247 |
128-201 |
|
| S4 |
126-223 |
126-317 |
128-132 |
|
|
| 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% |
0-187 |
0.5% |
7% |
False |
True |
817,404 |
| 10 |
130-010 |
128-055 |
1-275 |
1.4% |
0-185 |
0.4% |
36% |
False |
False |
941,585 |
| 20 |
130-010 |
126-250 |
3-080 |
2.5% |
0-199 |
0.5% |
63% |
False |
False |
986,081 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-222 |
0.5% |
71% |
False |
False |
873,619 |
| 60 |
130-200 |
125-295 |
4-225 |
3.7% |
0-236 |
0.6% |
62% |
False |
False |
584,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-272 |
|
2.618 |
131-184 |
|
1.618 |
130-254 |
|
1.000 |
130-100 |
|
0.618 |
130-004 |
|
HIGH |
129-170 |
|
0.618 |
129-074 |
|
0.500 |
129-045 |
|
0.382 |
129-016 |
|
LOW |
128-240 |
|
0.618 |
128-086 |
|
1.000 |
127-310 |
|
1.618 |
127-156 |
|
2.618 |
126-226 |
|
4.250 |
125-138 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-045 |
129-048 |
| PP |
129-013 |
129-015 |
| S1 |
128-302 |
128-302 |
|