ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-030 |
129-110 |
0-080 |
0.2% |
129-290 |
| High |
129-225 |
129-200 |
-0-025 |
-0.1% |
130-010 |
| Low |
129-015 |
129-080 |
0-065 |
0.2% |
128-240 |
| Close |
129-100 |
129-140 |
0-040 |
0.1% |
128-260 |
| Range |
0-210 |
0-120 |
-0-090 |
-42.9% |
1-090 |
| ATR |
0-201 |
0-195 |
-0-006 |
-2.9% |
0-000 |
| Volume |
1,168,721 |
762,083 |
-406,638 |
-34.8% |
4,056,324 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-180 |
130-120 |
129-206 |
|
| R3 |
130-060 |
130-000 |
129-173 |
|
| R2 |
129-260 |
129-260 |
129-162 |
|
| R1 |
129-200 |
129-200 |
129-151 |
129-230 |
| PP |
129-140 |
129-140 |
129-140 |
129-155 |
| S1 |
129-080 |
129-080 |
129-129 |
129-110 |
| S2 |
129-020 |
129-020 |
129-118 |
|
| S3 |
128-220 |
128-280 |
129-107 |
|
| S4 |
128-100 |
128-160 |
129-074 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-013 |
132-067 |
129-166 |
|
| R3 |
131-243 |
130-297 |
129-053 |
|
| R2 |
130-153 |
130-153 |
129-015 |
|
| R1 |
129-207 |
129-207 |
128-298 |
129-135 |
| PP |
129-063 |
129-063 |
129-063 |
129-028 |
| S1 |
128-117 |
128-117 |
128-222 |
128-045 |
| S2 |
127-293 |
127-293 |
128-185 |
|
| S3 |
126-203 |
127-027 |
128-147 |
|
| S4 |
125-113 |
125-257 |
128-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-225 |
128-185 |
1-040 |
0.9% |
0-171 |
0.4% |
76% |
False |
False |
907,541 |
| 10 |
130-010 |
128-185 |
1-145 |
1.1% |
0-178 |
0.4% |
59% |
False |
False |
874,748 |
| 20 |
130-010 |
127-160 |
2-170 |
2.0% |
0-194 |
0.5% |
77% |
False |
False |
960,973 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-212 |
0.5% |
86% |
False |
False |
960,209 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-225 |
0.5% |
75% |
False |
False |
642,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-070 |
|
2.618 |
130-194 |
|
1.618 |
130-074 |
|
1.000 |
130-000 |
|
0.618 |
129-274 |
|
HIGH |
129-200 |
|
0.618 |
129-154 |
|
0.500 |
129-140 |
|
0.382 |
129-126 |
|
LOW |
129-080 |
|
0.618 |
129-006 |
|
1.000 |
128-280 |
|
1.618 |
128-206 |
|
2.618 |
128-086 |
|
4.250 |
127-210 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-140 |
129-108 |
| PP |
129-140 |
129-077 |
| S1 |
129-140 |
129-045 |
|